CPBRPT32
BUSINESS DATE: 12/14/99
CYCLE : RTH PROCESSING MODE: S
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CHICAGO MERCANTILE EXCHANGE
CROSS MARGIN SPREAD BY FIRM
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PAGE: 1
RUN DATE: 03/03/00
RUN TIME: 12:21:43
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BUSINESS FUNCTION: CLR CLR
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NAME: LONDON CLEARING HOUSE
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CLEARING ORG: LCH
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FIRM: xxx
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NAME: xxxxxxxxxxxxxxxx
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PB ACCOUNT: HOUS CLR NRML xxx
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NAME: xxxxxxxxxxxxxxxxxxxx
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INTEX
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PRIORITY
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DESCRIPTION
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CURRENCY
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SPREAD FORMED
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CORE AMOUNT
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RESERVE AMOUNT
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SPREAD LEGS
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120.00
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ED-LCH ER 1
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USD
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1,666.6666
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1,999,999.92-
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CME ED 3.0000
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LCH ER 2.0000
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Totals :
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1,666.6666
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1,999,999.92-
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0.00
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