Client Management Advisory Notice

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From Clearing House Department
Subject Notification Of CME/NYMEX Cross-Margining Program To Be Launched On Monday, June 17, 2002.
Effective Date 06/04/02
Notice Number CM#0240
Chicago Mercantile Exchange, Inc. (CME) and New York Mercantile Exchange, Inc. (NYMEX) will launch cross-margining program between the CME Goldman Sachs Commodity Index Futures contracts (GSCI �) and NYMEX energy contracts on June 17, 2002 for proprietary (house) positions. Please see attached notice for more details of the cross-margin eligible products and spread ratio.