• Reporting Requirements for Good Friday, March 29, 2013

      • To
      • Chief Financial Officer & Chief Compliance Officer
      • From
      • Audit Department, Clearing House Division
      • #
      • 13-02
      • Notice Date
      • 25 March 2013
      • Effective Date
      • 25 March 2013
    • The CME Group Inc. Exchanges (including Chicago Mercantile Exchange Inc., Chicago Board of Trade, Inc., New York Mercantile Exchange, Inc., Commodity Exchange, Inc. and Kansas City Board of Trade) and domestic U.S. commodity markets are closed for business on Good Friday, March 29, 2013. As a result, March 29, 2013 should not be treated as a business day with respect to issuing margin calls or filing of regulatory notices (e.g., under-segregated, under-secured, under-capitalized, etc.).  Further a daily segregated statement is not required to be prepared as of March 29, 2013. 
                                                                      
      As a result:
       
      ·         Daily segregated, secured 30.7 and cleared swap customer statements, as applicable, for Thursday March 28, 2013 must be prepared and are required to be submitted by 12:00 noon on Monday April 1, 2013.
       
      ·         Daily secured 30.7 and cleared swap customer statements, as applicable, for Friday March 29, 2013 must be prepared and are required to be submitted by 12:00 noon on Monday April 1, 2013.
       
      As all the daily forms are contained in one statement in WinJammer™, whenever a daily segregated, secured 30.7 and/or cleared swap customer statement, as applicable, is required to be submitted you must submit the most recent information for all required statements. Therefore, when submitting the daily secured 30.7 and cleared swap customer statements, as applicable, for Friday March 29, 2013 you will need to include a segregated statement reflecting March 28, 2013 balances (the most recent balances) in the March 29th WinJammer filing to be submitted by 12:00 noon on Monday April 1st.
       
      ·         The March 2013 end-of-the-month semi-monthly Segregated Investment Detail Report is due on April 1, 2013 by the close of business.
       
      As always, firms should monitor Thursday’s market events from a risk management perspective. If there are major market moves on Thursday, firms should assess the risk and determine whether or not action should be taken on Friday, March 29th, as U.S. banks will be open.
       
      If you have any questions, please call the Audit Department at (312) 930‑3230.

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