Asset Management and Banking
Contents
1. 6 In the Withdrawal Instruction field enter an abbreviated code Bank Information up to 5 characters which will Bank Bond Dept T identify the instruction e g CBOND customer bonds Account Name 7 Select the appropriate check Account Nbr box may choose more than A one Attention e Default for Asset w T e e Money Changer Assets to send to Money Changer e Bank Abbreviated bank name e City Default instructions Savel Continue Cancel to convert to foreign currency e Effective Status A Active l Inactive Activate e Same Day Redemption for mm 8 Inthe Bank Information section click the Bank button The Bank Selection screen mutual funds is currently not available will display with a list of eligible banks It includes the following information e BIC Code Bank Identification Code Bank Options Windows Bank Selection BIC Code Short Name Rank Information Effective BIC Code Status ABNAUS33 ABN AMRO BA NEW YORK AIMFUNMD AIM FUNDO HOUSTON AKBKTRIS AKBANK XA ALLNCEPRIME ALLIAMCEPRM MEW YORK ANBAUS33 ABN AMRO CHICAGO ANBTU S44 AMERICAN CHICAGO AN ABAUSM AN ZD MELBOURNE Find Avctivatioan_ Detail 9 Click the bank that is to receive the asset Cancel Global Operations Education 40 Rev 10 2011 S CME Group Asset Management 10 Click Select The selected bank name will display in the Bank field 11 Enter the appropriate data in the Wit2. Accrual beginning with the first day of the new month based on the asset balance as of last business date including IEF Interest amount paid out for the current month Global Operations Education 52 Rev 10 2011 S CME Group Asset Management 9 0 Appendix Terms Code Term Asset Type Security Type Bank Acct Nbr Bank Account Number CBCBT CME and Board of Trade Clearing Corp CLR Clearing Core OMARG Core Margin Requirements Curn Currency type CUST Customer Dft Default account indicator Y Yes or N No Eff Stat Effective Status A Active or Inactive FMT Fund Movement Type ITD Inter Day Training Hours MBR Member MOSSX Mutual Offset with SIMEX OPP Option Premium Pass Through PB Performance Bond Resrv OMARG Reserve Margin Requirements SECR Security Deposit SV Settlement Variation SVOP Settlement Variation Option Premium To Bank Bank to which the assets will be forwarded Tx Amt Transfer Amount W DL Instr Code Five character abbreviated codes to reflect the withdrawal type XMOCC Cross Margining with OCC Global Operations Education 53 Rev 10 2011 CME Group Asset Management 10 0 Appendix I Settle Window Details Depository Bank Account at Settle CME or CCE The bank that the firms use to hold their securities The firm s or their depository bank s account number on the settlement
3. To delete withdrawal account instructions for all Securities IEF Cash or Foreign Currency you must execute the following steps On the Asset Management Main screen move the mouse over Asset Management Click Withdrawal Instruction The Withdrawal Instruction List screen will display Enter the Account Selection information Click Find This will display the withdrawal instructions list Click the check box associated to the withdrawal account Click Delete located under File oo ee NS File Options Windows Neve ount Selection pared irm 999 Asset Account 999 r Cancel igin csec Account Type PB Bus Func CLR x Update WEL Instr Dt EF Curn Code To Bank Bank Acct Nbr Ind Stat LISD CASH BOF A IL 7215959 Y SO CASHS ABN AMRO BA LST TSTS M USD KA AKBANK KVWAS99OD M SO FNMA HARRIS 2014231 M USD VYA TT AKBANK WALKEROOO M USO TBILL NORTHERN 334534 M CAD BILL HARRIS 2116531 Y l Find Activation Detail Select Cancel 7 The Confirm Delete screen will display Click OK CME Group Asset Management The selected Withdrawal Instruction s will be de Global Operations Education 42 Rev 10 2011 S CME Group Asset Management 5 0 Asset Inquiry The Asset Inquiry function of the system allows you to view both summary and detailed listing of all assets that are on deposit for your firm with CME Group Additionally you can view the performance bond value of those assets
4. File Options Windows Security Type TRILL Account Selection 999 Asset Account 999 Zoco oso Oriqin CSEG lt Account Type Pe ka Bus Func CLR Status C Confirmed Pending Confirmed and Pending Equivalent Currency USD Bank CUSIPAISIN Maturity Date Total Par AmtCO Allocated Par Amour 7 d Global Operations Education 32 Rev 10 2011 CME Group Asset Management 12 Click the Bank check box to withdraw the funds 13 Click Select File Options Windows Security Type TBILL Account Selection 999 Asset Account 999 Origin CSEG ba Account Type PB Status Curn USD Bus Func CLR C Confirmed C Pending gt Confirmed and Pending Equivalent Currency USD Bank CUSIPAISIN Maturity Date Total Par AmtCoO Allocated Par Amour oP YO 10 15 09 4 000 000 CME 4 000 000 UL 14 Click Allocate The Par Amount will default with the entire security amount or amend the amount if needed Transactions Options Windows Action NEW Firm 999 Security Type TRILL Account Selection Asset Account Transaction WITHDRAWAL Acct Type Origin Bus Function Currency Bank tans TH Cte UAL Transaction Pending Transaction Withdrawal Instruction TBILL CUSIP 5P70 Far Amount f o00 000 00 ISIN Effective Trade Date fosvao0a Coupon Rate 0 0000 Call Date Value Settlement Date T Cancel Maturity Date 10 15 09 If you are making a
5. Internet Explorer v Click About Internet Explorer v Locate Version E About Internet Explorer pher streng T ZP Product ID 76487 640 665331 2 273674 Update Versions SP2 Based on NESA Mosaic MCSA Mosaic TM was developed at the National Center For Supercomputing Applications at the University of Illinois at Urbana Champaign Copyright 1995 2004 Microsoft Corp lt 3 CME Group 20 South Wacker Drive Chicago Illinois 60606 7499 Tel 1312 930 1000 Fax 1312 466 4410 E mail info cmegroup com Futures trading is not suitable for all investors and involves the risk of loss Futures are a leveraged investment and because only a percentage of a contract s value is required to trade it is possible to lose more than the amount of money deposited for a futures position Therefore traders should only use funds that they can afford to lose without affecting their lifestyles And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade The Globe Logo CME Chicago Mercantile Exchange and Globex are trademarks of Chicago Mercantile Exchange Inc CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago NYMEX New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange Inc COMEX is a trademark of Commodity Exchange Inc CME Group is a trademark of CME Gro
6. O 0020297650 09 30 2009 i da D 00729097 850 09 30 2009 e O 0026280000 09 30 2009 0 0020016600 Find Cancel 6 The Rate Inquiry section will display the selected bank rate information Global Operations Education 51 Rev 10 2011 CME Group Asset Management The Interest Rate Maintenance screen has an Owner Type and Accrual Method field below is a list of codes Owner Types designates the type of bank account e BF Business Function Related to correspondent bank accounts e CM Clearing Member e CO Clearing Organization e PF Parent Firm e JT Joint Related to concentration bank accounts Note Asset type IEF 2 thru 5 is always CM and IEF is CO The Accrual Method designates the accrual method used to calculate interest on deposits for the fund when a split month end scenario occurs Note A split month scenario is one where the last calendar date for the month may be a Friday or Saturday The INCL and EXCL methods apply on the first calendar day of the new month e REG Regular Accrual is based on the asset balance that exist on the last business date LBD for all days applicable to the rate If the business date is the LBD the interest for weekend days for the new month is paid e EXCL Exclude Accrual beginning with the first day of the new month based on the asset balance as of last business date excluding IEF Interest amount paid out for the current month e INCL Include
7. TBILL USD 140 700 000 00 CME 140 700 000 00 TBOND USD 7 000 000 00 CME 8 495 690 30 319 100 000 00 CME 309 492 771 40 4 Click Find to display the asset summary 258 Total PB Value Eqv Cur 525 HB 661 78 Boe Assets on Deposit Asset Summary Securities List 1 To see a listing of each asset type click the check box 2 Click Assets on Deposit 3 Click Cancel to exit Global Operations Education 45 Rev 10 2011 CME Group Asset Management 5 3 Currency Summary Display 1 Onthe main menu move the mouse over Asset Inquiry 2 Click Currency Summary 3 Enter the appropriate data in the Account Selection e Asset Account e Currency File Options Windows e Account Selection e Origin Firm 999 Asset Account 999 r Cum uso gt e Account Type e Business Origin csec pj Account Type F8 S Bus Func ELR Function Equivalent Currency USD PB Reg PB Amt PE Risk Amt Excess Deficit 4 Click Find to display the currency summary 0 00 0 00 USD 539 088 661 78 102 349 228 87 Asset Summary Cancel Securities List To see a Summary of each asset type 1 Click the check box 2 Click Assets Summary Global Operations Education 46 Rev 10 2011 S CME Group Asset Management 6 0 Settlement Requirements The Settlement Requirements function of the system allows users to view Currency Requirements and Settleme
8. Transactions Options Windows Acton NEW Firm 999 Transaction DEPOSIT Account Selection Asset Account 999 Acct Type Origin csee Bus Function Currency uso HATRUS44 Transaction Pending Transaction Withdrawal Instruction Effective Date jos zo 08 Value Date 10 07 09 Par Amount 000 00 Allocate Save Save Continue Cancel Note Value date will display as current date Global Operations Education 31 Rev 10 2011 S CME Group Asset Management 3 7 Transactions Entering a Withdrawal Transaction Firms may withdraw a Treasury Security IEF funds Cash and Domestic or Foreign Currency when there is an excess collateral balance or to substitute one type of collateral for another Partial releases of Treasury securities are in 5 000 par value increments To withdraw assets for performance bond or security deposits complete the following steps Move the mouse over Asset Management Click Transactions The Daily Transaction List screen will display Move the mouse over Transaction Click New Select the appropriate Asset Type Select Currency Click OK The Transaction Type Selection screen will display select WITHDRAWAL Note If this is an IEF 3 funds select TFR Withdrawal Click OK The Government Securities List screen will display ot SS AR I a Select a Transaction Type 10 Complete the Account Selection section 11 Click Find when finish CME Group Asset Management
9. amp CME Group Asset Management User Manual October 2011 Global Operations Education CME Group Asset Management Overview of Asset Management The Asset Management system permits firms to enter pledge and withdrawal instructions for collateral and review the status of those transactions on line It eliminates use of paper based transactions for collateral substitutions Firms can submit Treasury Securities Letters of Credit Stock IEF foreign currency US dollars and other approved collateral to e Replace the USD cash debited directly from their performance bond accounts and or existing letters of credit Treasury securities approved collateral on deposit e Anticipate a performance bond call for core performance bond requirements to be credited to the appropriate Clearing Organization account Main Functions Asset Management amp Banking System e Enter Asset Management Transactions e View Assets on Deposit Global Operations Education 2 Rev 10 2011 S CME Group Asset Management TABLE OF CONTENTS 10 TING STARTED HH 5 Lis Sec nty ReguremenlS sssaaa ARa AEE AAEN Aaa A AEA REAR 5 1 2 Accessing the Asset Management System csssssssssssssssss sss s sese esse seene eenn neee 5 2 0 ASSET MANAGEMENT MAIN MENU 00 eee ssc sese sese eenn 6 2 1 Selecting Criteria for Inquiry OF Entry ccecceeeeeeeeeeeesseneeeeeeeeeeeesseeeeeeseeooeassseeeeesseooenseeeeseseoes 7 3 0 ASSET MANAGEMENT TR
10. displays the sub totaled values for each asset group e Currency Summary displays the sub totaled values for each currency type both foreign and domestic Global Operations Education 6 Rev 10 2011 S CME Group Asset Management 2 1 Settlement Requirements e Currency Requirements displays both summary and detailed performance bond requirements in US dollars and across all foreign currencies e Settlement Variation displays both summary and detailed variation requirements for each settlement session Banking e Banking Requirements displays the net pay or collect value for performance bond for a particular performance bond cycle e Banking Instruction List displays account and bank location information for withdrawal instructions Rate e Interest Rate Maintenance IEF Interest Earning Facility refers to the systems and procedures CME Group has developed to support the acceptance of money market mutual fund shares at CME Group Firms can add withdraw or transfer IEF funds e IEF Interest Election Maintenance is used by CME Clearing Exchange Functions e Clr Org Confirm Reject is used by CME Clearing to indicate whether the transaction has been confirmed or rejected Windows e Close Asset Management Main Menu Selecting Criteria for Inquiry or Entry The data within Asset Management displays according to the criteria you select from the various List Boxes in the Selection windows e To enter
11. the bank enter a Y Yes Account Name Account Number Attention City State Country O O O GQ 8 Click Activate The Activate Inactivate screen will display a Change Future Status to T b Click OK To confirm the Future Status is an A and Effective Activation Eff Status Code is T c Click Activate d Click OK Note This process is inactivating the current instructions and activating the new instructions Action UPDATE Effective Activation Future Activation Eff Status Code A Future Status Effective Date 07 19 2010 Future Eff Date bang Note If the status is not changed the following message will display The entered Future Status is the same as the current status 9 Click Save The Withdrawal Instruction List screen will display The withdrawal instructions listed will reflect your changes Global Operations Education 38 Rev 10 2011 S CME Group Asset Management 4 3 Adding New Withdrawal Instructions To add a new withdrawal instruction for Securities IEF Cash Stock or Foreign Currency you must complete the following steps On the Asset Management Main screen move the mouse over Asset Management 2 Click Withdrawal Instruction The Withdrawal Instruction List screen will display Note Before adding a new withdrawal instruction check to see if a withdrawal instruction is in place for that particular Asset Type a Fill in the Account Selection b Cl
12. to a transaction if the Pending Transaction box is checked When a firm checks Pending Transaction that is putting the transaction in the verify status Someone from the firm will have to verify the transaction Pending Transaction allows for checks and balances to be done by a person from your firm Note CME Clearing is not going to see the transaction until someone from the firm verifies the pending transaction and remove the check 10 keep getting an error on the LOC expiration date Expiration dates should fall on the last business day of the quarter i e 03 31 2011 06 30 2011 09 30 2011 12 30 2011 Global Operations Education 55 Rev 10 2011 CME Group Asset Management 11 12 13 14 15 16 17 18 Can I allocate a Letter Of Credit LOC without having any beneficiaries No beneficiaries have to be selected before allocating Can the Future Activation Status be coded with an active status code Not if the Effective Activation Status code is already in an active state If an asset is inactive but is still listed can funds be deposited into it No you cannot deposit confirm or finalize any inactive asset Assets must be in an active state When will a Haircut be used Haircuts will be applied only when performance bond cash is utilized to meet PB requirements Haircut is when a percentage of an asset is reduced Refer to web site Collateral Types Accepted http www cmegroup com clea
13. 000 Asset Account Acct Type PB N Codd j Origin SEG Bus Function 0R ote For Gold collateral in the Par Amount field enter paner so 2 BBHCUS33 BROWN BROS the number of ounces to be pledged or withdrawn not Transaction the current value a Pending Transaction Withdrawal Instruction Reference Appendix III item 4 CUSIP 949795P96 Par Amount Knn 77 i e 200 000 fine troy S Efectwe Trade Date famos ounces enter as 200 000 00 2 ee MA 4 The Effective Date will Coupon Rate 0 0000 Call Date default to the current business date Maturity Date 10 90 09 Value Settlement Date If this asset has a different effective date enter the new acate date in the MM DD YY Ae format i e 05 20 10 Sayer p1HIEIEIHIS Cancel 5 Click the Allocate button The Allocate button will enable after you enter a Par Amount Note Pending Transaction check box reference page 17 L Pending Transaction allows for checks and balances within your firm Any transaction with a Pending Transaction checked will not be visible to CME Clearing until someone from your firm verify the pending transaction and update the firm status to verify Note The same person that entered the transaction cannot verify the transaction If User A selects Pending Transaction someone other than User A at the firm has to verify the transaction and clear the check box Global Operations Education 14 Rev 10 2011 CM
14. 5 1 How to view Assets on Deposit for Performance Bond and Security Deposit Requirements 1 On the Asset Management Main Menu move the mouse over Asset Inquiry 2 Click Assets on Deposit The Asset Type Selection screen will display CME Group Asset Management Asset Management Asset Inquiry Settlement Requirements Banking Rate Exchange Functions Windows Asset Summary Currency Summary 3 Select an Asset Type 4 Click OK Select an Asset Type 5 Enter the appropriate data in the Account Selection e Asset Account File Options Windows ka Currency Security Type TBILL s Account Selection s Origin 000 Asset Account 399 J Cum 450 Account Type Origin joSEG Account Type Fe Bus Func CLR e Business Function Status oo _ Note The Status section will default E Confirmed Pending Confirmed and Pending to list confirmed verified assets Equivalent Currency USD Bank CUSIP ISIN Maturity Date Total Par AmtCQ Allocated Par Amour 6 After setting the selection criteria click Find Global Operations Education 43 Rev 10 2011 CME Group Asset Management The pledges that met your performance bond requirements for the designated account and currency will display The information listed includes e Bank File Options Windows s CUSIP ISIN Seu e Maturity Date Account Selection e Total Par Amt Fim 999 Asset Account 999 Cum US 7 e CO Or
15. 8 Rev 10 2011 CME Group Asset Management Transaction section for pledging an IEF Transactions Options Windows Action NEW Firm 999 Transaction DEPOSIT Asset Type JEF 1 Inthe Transaction Maintenance screen enter the Par Amount Account Selection 2 Click Allocate Asset Account 999 Acct Type E Origin ose lt Bus Function jour Currency fuso z ark BBHCUS33 BROWN BROS Transaction Pending Transaction Value Date J Effective Date pasos Par Amount 000 00 Save Continue Cancel 3 Click the CO check box CME 4 Click Allocate All After clicking Allocate All the Net Par and Allocated Par Amounts fields are updated to reflect the allocated amount for that particular asset 5 Click OK After clicking OK the system will return to the EF Transaction Maintenance screen Action NEW Firm 999 Transaction Current Transaction Transaction Amount 5 000 00 Met Amount 5 000 00 Max Withdrawal 0 00 Current Allocations Allocated Par CoO Net Par Amount Z CME 5 000 00 Allocate All Cancel Global Operations Education 19 Rev 10 2011 S CME Group Asset Management 6 Select one of the following e To enter more of the same asset type click Save Continue e To save the pledged asset click Save CME Group Asset Management Transactions Options Windows Action NEW Firm 999 Transaction DEPOSIT Asset Type IEF Account Selection Asset Acc
16. ANSACTIONS lt csss sss ss sssssesseen eenn 9 3 1 Steps for Pledging Collateral oxi sjcci cece wecscensctennececdusceskdevsewddetssuastutvauedanivssavidiwbuedautevtendawivenedsdaversdevewss 9 3 1 1 Account Selection Transaction Maintenance ccccccceeeesssssssseeseeeeesseeeeeeeeeeeeeeneeeeeessenees 11 3 2 Transaction Section Transaction Maintenance ccccceeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeneeees 12 0s Pending TFANSACIOMN H 17 3 4 Transaction Pledging Interest Earning Facilities IEF ccccssssseeessessseeesseeesseeseeeeseees 18 3 5 Transaction Original Letter of Credit LOC sssssssssssssssssssess enesenn ennenen ennenen 20 3 5 1 Amending BD Letters of Creil H 24 3 6 Transaction Pledging Stock Cash or Currency sssssssssssnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnn nnmnnn 26 3 6 1 Pledging olo CE srona EEEE EEE EA AEE 26 3 6 2 Pledging Le T ere a a aE aa a a EE 30 3 7 Transactions Entering a Withdrawal Transaction ssssssssssssssssssssssssessss ess sss esse een eenn e nee 32 4 00 WITHDRAWAL INSTRUCTION 0 sss sss sese sese ennenen enen ennenen neee 35 4 1 Viewing Withdrawal ACCOUNT Instructions ssssssssssssssssssssssseess sse ss cesses cesses essen ennenen 35 4 2 Updating Withdrawal Instruciions ssssssssssssssssssssssssssssssssssssss esse eenn ennenen ennenen 37 4 3 Adding New Withdrawal Instructions sss sssssssssssssssssssssssssssssssssssss sese eeenne s
17. B Performance Bond Aint Selecion For security deposit select eee SECR Asset Account 3 Select Origin Origin 4 Select Business Function Currency 5 The Currency field will default to USD Transaction If this pledge was a Canadian Bond the currency is CAD 6 Click the Bank button The Bank CUSP selection screen will display EI Coupon Rate Maturity Date A list of eligible settlement banks that will transfer the securities to CME will display 7 Select the approved CME bank that will receive or release the BIC Code transfer request click the BIC gereon Code check box mra 8 Click Select aian CHASUS33 CNORUS44 CTCUS3F FTEGUS3G HATRUS44 RYVTLIS3h The Transaction screen will reappear with the selected bank displayed Firm 999 Allocate Bank Information Transactions Options Windows 999 cse fuse Pending Transaction 0 0000 Bank BROWN BROS BOF ANA JPM CHASE NORTHERN CTC 5TH_SRDBANK Security Type TBILL E Withdrawal Instruction Par Amount Transaction DEPOSIT Acct Type Fe Bus Function cur B f Effective Trade Date hngi20i09 Call Date Value Settlement Date Save Contnue NEW YORK CHICAGO NEW YORK CHICAGO TRENTON CINCINNATI CHICAGO hl W IIS Cancel Global Operations Education Rev 10 2011 CME Group Asset Management 3 2 Transaction Section Transaction Maintenance The Asset ty
18. CUSIP Selection Mturty Date ban Cumency iso Asset Type rau A CUSIP Type 279554 TAILL 912795P62 TBILL 2198P70 TAILL 912795544 TRILL 912795P96 TRILL 2798020 TIBU 912795038 TBILL 2 Find the appropriate CUSIP number click the check box 3 Click Select The Maturity Date field will automatically update on the Securities Transaction Maintenance screen Cal Issue Coupon T Price Source Date Date Used Rate Secunty Description Note To search by maturity date enter a Maturity Date and click Find CUSIP Options Windows CUSIP Selection Maturity Date jos 20 09 Currency Maturity Asset Date CUSIP Type Price Source 10 01 09 912795F54 BLOOMBERG 10 08 09 912795PF62 BLOOMBERG 1015 09 912795P70 BLOOMBERG 102209 912795544 BLOOMBERG 91412795P 96 BLOOMBERG 912795020 BLOOMBERG 1112 09 912795036 BLOOMBERG Call Date Issue Date 04 02 09 O4 09 09 04 16 09 10 23 08 04 30 09 05 07 09 05 14 09 Coupon Used Rate security Description After selecting the CUSIP you will be redirected to the Transaction screen Global Operations Education Rev 10 2011 CME Group Asset Management Enter Par Amount It is not necessary to enter Transactions Options Windows commas or cents signs For example a par value of 2 500 000 00 enter as Action NEW Firm 999 Security Type TBILL Transaction DEPOSIT Account Selection 2500
19. Dt Ef Type Curn Code To Bank Bank Acct Nbr Ind Stat Find Activation Detail Select Cancel 35 CME Group Asset Management Account Selection 2 3 D T 9 Select the appropriate Asset Account clearing firm number Select Origin CSEG customer segregated funds NSEG non customer segregated house COTC Cleared OTC Derivatives or CNSEG non customer segregated funds origin Select Account Type PB Performance Bond or SECR Security Deposit Select the appropriate Business Function default CLR Click Find A summary list of the withdrawal account information will display To view details for a particular account click the check box associated to the withdrawal account Click Detail File Options Windows Account Selection 799 Asset Account 1999 x Origin apo Account Type Fe Bus Func WEOL Asset Instr Dit Eff Type Curn Code To Bank Bank Acct Nbr Ind Stat GASH USD CRKWA AKBANK KVWASS9 NA amp Find Activation petai Cancel The withdrawal instruction Detail screen will display Click OK to close Bank Info BIC AKBKTRIS Contact Account Name ACCOUNT NAME City state Country Miscellaneous Info Money Changer wW Bond Department Same Day Redemption Valid Acct WN Global Operations Education 36 Rev 10 2011 CME Group Asset Management 4 2 Updating Withdrawal Instructions To update with
20. E Group Asset Management 6 Click the CO check box CME CME Group Asset Management 7 Click Allocate All Action NEW Firm 999 Transaction DEPOSIT Current Transaction Transaction Amount 5 000 00 Net Amount 000 00 Max Withdrawal 000 Current Allocations aa PS Net Par Amount OK Select Allocate All Cancel After clicking Allocate All the Net Par and Allocated Par Amounts are updated to reflect the allocated amount for the asset Action WEW Firm 999 Transaction DEPOSIT Current Transaction Transaction Amount 45 000 00 Net Amount 5000 00 Max Withdrawal 0 00 Current Allocations Allocated Par CO Net Par Amount 5 000 00 8 Click OK You will return to the Securities Transaction Maintenance screen Global Operations Education 15 Rev 10 2011 C5 CME Group Asset Management 9 Select one of the following e To enter more of the same asset type click Save Continue e To save the pledged asset click Save The system will update and return to the Transaction Maintenance screen CME Group Asset Management Transactions Options Windows Withdrawal Instruction Par Amount E 000 00 10 01 03 Sette Detail ot 10 To exit the Transaction Maintenance screen move the mouse over Transactions and click Exit Cancel Firm Status al Global Operations Education 16 Rev 10 2011 S CME Group Asset Management 3 3 Pending Transaction Pending
21. Parand Allocated Par Amounts are updated to reflect the allocated amount for that asset 8 Click OK Action WEW Firm 999 Transaction DEPOSIT Current Transaction Transaction Amount 4500 00 Net Amount 500 00 Max Withdrawal 0 00 Current Allocations Allocated Par co Net Par Amount Allocate All Cancel 9 Select one of the following e To enter more of the same asset type click Save Continue e To save the pledged asset click Save Transactions Options Windows Action MEW Firm 999 Securty Type STOCK Account Selection Asset Account 1999 Acct Type PB S l Origin CSEG Bus Function CLR Ka Currency uso DTCYUS33 DTC Transaction Transaction DEPOSIT Pending Transaction Withdrawal Instruction stock ACS 008190100 AFFILIATED COMPUTER SVCS A Eligibility Info seine Soe c Transaction Details Cig Org Allow Shrs Rating Total Par Shares Boo Effective Date fosz0 0 Allocate Save Save Continue Cancel CME 50000 T Global Operations Education 29 Rev 10 2011 CME Group Asset Management 3 6 2 Pledging Cash Account Section Se ee eee YS 12 13 14 15 16 17 On the main menu move the mouse over Asset Management Click Transactions The Asset Management Transaction screen will display Move the mouse over Transactions Click New Select the desired Asset Type Select a Currency to pledge USD EUR C
22. Securities IEF2 3 4 5 Interest Earning Facility o STOCK Stock A complete listing of collateral is located on http www cmegroup com clearing financial and collateral management collateral types accepted html e Account Type Performance Bond PB Security Deposit SECR or Delivery DLVRY e Bus Func Business functions include CLR CBCBT CUST MBR MOSSX SECR XMOCC O O O O O O O O O O O O Reference Appendix 1 Terms Global Operations Education Rev 10 2011 CME Group Asset Management 3 0 Asset Management Transactions This section provides detailed steps for entering the required information to notify the CME Group of the transfer of approved collateral to CME Group performance bond accounts 3 1 Steps for Pledging Collateral 1 On the main menu move the mouse over Asset Management 2 Click Transactions The Asset Management Transaction screen will display CME Group Asset Management Asset Management Asset Inquiry Settlement Requirements Banking Rate Exchange Functions Windows Transactions thy K Withdrwi Instr 3 Move the mouse over Transactions 4 Click New CME Group Asset Management Transactions Options Windows Asset Account z Currency V52 z Find Cancel Account Type Fs Bus Func G Update ae ction To nee DIE fs Trans Status Creation Date beans Exit ransacion oe be ae Create S
23. Stock Update Symbol Curn CUSIP Frice Source Used Delete mA USD 0084610 BLOOMBERG N Z Ewit AA USO 013817101 BLOOMBERG N AAPL USD 037833100 BLOOMBERG N ABT USO 03073E105 BLOOMBERG N ABT USD 002824100 BLOOMBERG N mM ACS USO 008190100 BLOOMBERG N ADBE USD DU 7 2AE7T0 7 BLOOMBERG N Find Cancel Global Operations Education 27 Rev 10 2011 CME Group Asset Management 4 Inthe Transaction Details section enter the Total Par Shares amount of shares 5 Click Allocate Transactions Options Windows Firm 999 Security Type STOCK Action MEW Transaction DEPOSIT Account Selection Asset Account Origin csec S Bus Function Curency USD l DICYUS33 DTC Acct Type FB 999 CLR Transaction Pending Transaction Withdrawal Instruction stock ACS 008190100 AFFILIATED COMPUTER SVCS A Eligibility Info iret Ald Transaction Details Clr Orq Allow Shrs Rating Total Par Shares 500 CME SO000 T Effective Date fosrzo 08 Save Continue Cancel 6 Click the CO check box CME 7 Click Allocate All CME Group Asset Management Firm 999 Transaction DEPOSIT Action WEW Current Transaction Transaction Amount 500 00 Net Amount 500 00 Max Withdrawal n pnn Allocated Par Amount Current Allocations CoO Net Par OK select Cancel 28 Global Operations Education Rev 10 2011 CME Group Asset Management After clicking Allocate All the Net
24. Transaction allows for checks and balances within your firm Any transaction with a Pending Transaction checked will not be visible to CME Clearing until someone from your firm verify the pending transaction and update the firm status to verify Note The same person that entered the transaction cannot verify the transaction To verify a government security that has a check in Pending Transaction check box complete the following steps On the Daily Transaction List screen complete a search for the security Fill in the Account Selection information Enter the Asset Type Optional Enter the Creation Date Optional Find the security to verify click the check box Next move the mouse over Transactions ee eae eS YS Select Firm Status and click Verify Transactions Opiions Windows New action 3 Find Firm 999 Asset Account 999 Currency uso B Cancel PEG zl Account Type Fe Bus Func SLR 2 Update S on To E H YS l Trans Status B Creation Date fos 2009 Verity __ Jranspction 7 Reject crated TX Value Asset Asset Information Now TTT ER Type Date Type Bank CUSIP SIN LOC Total Par Shares Msg Global Operations Education 17 Rev 10 2011 CME Group Asset Management 3 4 Transaction Pledging Interest Earning Facilities IEF To pledge IEF funds an agreement must be entered with CME Group The steps for pledging the IEF products are similar to the steps for pledging tr
25. and Bank Instruction List Note Although there is a Banking option in the Asset Management application CME request that the firms still use the Settlement application to view their daily settlement figures 7 1 How to view Banking Requirements and Bank Instruction List 1 On the Asset Management Main Menu move the mouse over Banking 2 Click Banking Requirements F CME Group Asset Management Asset Management Asset Inquiry Settlement Requirements Banking Rate Exchange Functions Windows Banki fh Requirements Bank instruction List 3 Enter the appropriate data in the Account Selection e Asset Account File Options Windows e Business Date e Origin Account Selection im 999 count 999 amp Oo mT e Account Type Firm Asset Account Bus Date banne Business Origin esee Account Type FB Bus Func cir lt Function Run Netting Cum Tx Amt Value Date Cycle Nbr Code 4 Click Find to display the Banking a Requirements List Detail Cancel Global Operations Education 49 Rev 10 2011 CME Group Asset Management 5 To see the details click the check box File Options Windows Account Selection 999 Asset Account 999 Bus Date fosr0 08 Origin csec Account Type PE 8 Bus Func clr Run Netting Curn Tx Amt Value Date Cycle Nbr Code 19 447 000 00 09 30 09 ITD 2 920 000 00 09 30 09 RTH 22 991 653 91 09 30 09 RTH Find De
26. ck Allocate All The transaction amount will allocate to CME CME Group Asset Management Action NEW Firm 999 Transaction DEPOSIT Current Transaction Transaction Amount gt 000 00 Net Amount gt 000 00 Max Withdrawal 0 00 Current Allocations Allocated Par co Net Par Amount OK Select Allocate All Cancel 11 Click OK Global Operations Education 22 Rev 10 2011 C5 CME Group Asset Management After clicking OK the Transaction screen is displayed 12 Select one of the following e To enter more of the same asset type click Save Continue e To save the pledged asset click Save CME Group Asset Management Transactions Options Windows Global Operations Education 23 Rev 10 2011 CME Group Asset Management 3 5 1 Amending Letters of Credit Clearing member firms can amend a Letter of Credit to increase or reduce performance bond collateral If a Letter of Credit must be pledged for a different origin customer segregated vs non customer segregated the original Letter of Credit must be withdrawn amended to a balance of zero and a new Letter of Credit pledged in the new origin e To withdraw a Letter of Credit or a portion of a Letter of Credit clearing firms must have their bank amend down the letter of credit to a value of zero 1 Select Transactions located under Asset Management CME Group Asset Management Asset Management Asset Inguiry Settlement Re
27. drawal account instructions for all Securities IEF Cash or Foreign Currency you must complete the following steps Yl Default for Asset Default Instructions Y Same Day Redemption for mutual funds is currently not available Y Money Changer Asset to be sent to money changer to be converted to foreign currency On the Asset Management Main Menu move the mouse over Asset Management Click Withdrawal Instructions The Withdrawal Instruction List screen will display In Account Selection complete the fields as necessary Click Find The current withdrawal instructions will display Click the check box associated to the withdrawal account to update 2 Pm eS pP z Click Update located under File The Withdrawal Instruction Maintenance screen will display CME Group Asset Management Withdrawal Instr Options Windows Action UPDATE Firm 999 Withdrawal Information Asset Account 999 Asset Type 245 Cum uso F Origin CSEG Account Type FE Default for Asset ty eee E F Same Day Redempt ooo m o M Money Changer Bank Information Bank AKBKTRIS AKBANK Bond Dept Account Name ACCOUNT NAME Account Nbr JKWASS Attention Ciy FO State P Conty Global Operations Education 37 Rev 10 2011 CME Group Asset Management 7 Enter the update as needed in the following fields o Click Bank to select a new bank o Bond Dept If the withdrawal should be directed to the Bond department of
28. easury securities asset type will change to IEF The entry screen will change slightly to reflect an IEF entry Note Before pledging IEF2 or IEF5 the firm must have a PB cash on deposit with CME If firm does not have CASH already on deposit with CME a deposit of CASH must be made prior to an IEF2 or IEF5 deposit C IEF 2 Money Market Mutual Fund M IEF 3 amp 4 Clearing Firm Self Directed Collateral Management Program Note IEF 3 or IEF 4 the Transaction Type is TFR Deposit Y IEF 5 Cash Interest Program Account Section On the main menu move the mouse over Asset Management Click Transactions The Asset Management Transaction screen will display Move the mouse over Transactions Click New Select the desired Asset Type Select the Currency to pledge Click OK Select a Transaction Type Click OK Select the Asset Account aao SFS ot ee Be ADP a The Account Type will default to PB Performance Bond For security deposit select SECR Select Origin Select Business Function The Currency field will default to USD If this pledge was a Canadian Bond the currency is CAD k k k E W N 15 Click Bank The Bank Selection screen will display 16 Click a check box to select a bank that will perform the transfer 17 Click Select Note For more details reference 3 1 Steps for Pledging Collateral and 3 1 1 Account Section Transaction Maintenance Global Operations Education 1
29. enenn ennenen 39 4 4 Deleting a Withdrawal Instruction ssssssssssssssssssssssssssssssssesssseessss essen ennenen ennenen 42 90 ASSETINQUIRY sissen a aa iaaa femeet One cece sn eaee ease a 43 5 1 How to view Assets on Deposit for Performance Bond and Security Requirements 43 52 Assel S mmary LSI AY siioni i Eaa 45 53 CURFENCY Summary DISplay sissioni an aa a aai S 46 Global Operations Education 3 Rev 10 2011 CME Group Asset Management 6 0 6 1 6 2 7 0 7 1 8 0 8 1 9 0 10 0 12 0 SETTLEMENT REOQOUIREMENTS lt ssssssss esse eenn 47 How to view Currency Requirements or Settlement VariatiOn ccccsssssseessseesseeeseeeenseeeees 47 Settlement Variation DiISplay ssssssssssssssss sees esse eenn 48 BANE INO sacar erie e cose cee atse cee ance tw eawe feo EE EEE 49 How to view Banking Requirements and Bank Instruction LiISL sssssssssssssssssssssssss esse sese sse 49 RATE HHHH 51 INTEFEST Rate MAINTOMAINC 6 isses aaa a aaa 51 APPENDIX T TERMS sservi oisein nnna Naa E aaaea 53 APPENDIX I SETTLE WINDOW DETAILS sss sssssssssssssessss essen eenn eenn eee 54 APPEND ae FAQ T 55 APPENDIX IV INTERNET EXPLORER sssssssss ss sese esse essen nenen eee 57 Global Operations Education Rev 10 2011 S CME Group Asset Management 1 0 Getting Started 1 1 Security Requirements To request access to Asset Management fax the On Line System Access Request Form to Customer Support Grou
30. hdrawal Instr Options Windows Bank Information section Action NEW Firm 999 6 Bond Dept If the withdrawal Withdrawal Information is for the Bond department of Asset Account 999 Asset Type CASH Cur JUS the bank enter a Y Yes Origin eses Account Type PE B l Default for Asset e Account Name or Same Day Redempt Wthdr Instr fasu Bus Func ar z p Money Changer e Account Number e Attention Enter Contact or special department name or Ultimate Banking name and Bank Information Bank ABNAUS33 ABN AMRO BA Bond Dept Account Name contact Account Nbr e City Attention t lt i _O S e State cco m 6 Country Country Cancel Save Continue 12 Click Activate The Activate Inactivate Data screen will display This screen indicates the effective date of the instruction 13 Click OK to activate the instructions The Future Activation Status code will be an A active The screen will return to the Withdrawal Instruction Maintenance screen Action NEW Effective Activation Future Activation Eff Status Code Future Status a Effective Date Future Eff Date paos 14 Select one of the following e To enter more withdrawal instructions click Save Continue e To save the withdrawal instruction click Save Global Operations Education 41 Rev 10 2011 CME Group Asset Management 4 4 Deleting a Withdrawal Instruction
31. he icon or the Asset cmeconnect Management link LEJ Asset Management 6 Enter your User Name and Password on the Clearing Clearing Single Sign On Single Sign On screen 7 Click Log In The Asset PENRE DE Management Firm Selection screen will display Contact firm support for login related issues Global Operations Education 5 Rev 10 2011 S CME Group Asset Management 8 On the Firm Selection screen the Clearing Organization Clrg Org will default to CME click the arrow to change Clearing Organization if necessary CME Group Asset Management Clrg Org CME lt Firm ss 9 Enter Firm number 10 Click OK Asset Management main menu will display CME Group Asset Management Asset Management Asset Inquiry Settlement Requirements Banking Rate Exchange Functions Windows 2 0 Asset Management Main Menu The Asset Management Main Menu options are described as follows Asset Management e Transactions allow you to enter data notifying the CME Clearing of your intent to pledge amend or withdraw assets collateral On the Daily Transaction List screen you can review and verify the status of all transactions entered on that business day e Withdrawal Instructions allows you to enter default withdrawal bank account numbers and special instructions Asset Inquiry e Assets on Deposit lists individual asset groups for each individual asset type on deposit e Asset Summary
32. ick Find after entering the search information in the Account Selection Review the current listing before adding a new instruction File Options Windows Account Selection Firm a Asset Account 999 Origin csec ka Account Type FE Bus Func WEOL Asset Instr Dt Ef Type Curn Code To Bank Bank Acct Nbr Ind Stat CASH USD GEWWA AKBANK AES TSTST MHO OA GASH USO FNMA ASH USO KVV D T GASH USO TBILL CCBILL CAD CHILL CBOND CAD CBOND FHLMC LD FHLMC Find Activation 3 To add a new instruction move the mouse over File 4 Click New The Withdrawal Instruction Maintenance screen will display File Options Windows ount Selection Find im ggg Asset Account 999 hes Cancel igin csec Account Type Ps Bus Func cR Update YYOL Delete Instr GR E Exit Curn Code To Bank Bank Acct Nbr Ind Stat Find Actvaton__ etal Cancel Global Operations Education 39 Rev 10 2011 S CME Group Asset Management 5 Enter the appropriate data in the Withdrawal Information section e Asset Account e Asset Type Withdrawal Instr Options Windows e Currency Action NEW Firm 999 e Origin Withdrawal Information e Account Type Asset Account 299 r Asset Type cast Cum us gt e Business Function Origin fese Z Account Type PE 2 T Default for Asset Note Reference page 6 for more PS details on the above fields Wthdr Inst T Bus Func CR z F Money Chane
33. igin cscs c Account Type 158 3 Bus Func ELF 7 e Allocated Par Amount Status e PB Value Confirmed C Pending Confirmed and Pending e PB Value in USD Equivalent Currency USD e Security Name Bank CUSIP ISIN Maturity Date Total Par AmtCO Allocated Par Amour Note To view at a detail 9127 2 500 000 CME 2 500 000 0 level click on the check box 9127 2 300 000 CME 2 300 000 00 and click Detail 4 9427 250 000 CME 250 000 00 9127 UE 1 500 000 CME 1 500 000 00 7 To exit click Cancel 0127 12 10 09 3 500 000 CME 3 500 000 0 0127 12 24 09 3 650 000 CME 3 650 000 00 F 0197 12 FIG 2 ANN ANN CMe ZAAN pnn if HU Find Select Detall Cancel Detail View CME Group Asset Management Details CUSIP ISIN 9427 i Maturity Date Coupon Rate 000 Bank Total Par 2 500 000 00 CO CME PB Value 2 500 000 00 Far Amount 2 500 000 00 Securty Name Global Operations Education 44 Rev 10 2011 CME Group Asset Management 5 2 Asset Summary Display 1 On the main menu move the mouse over Asset Inquiry 2 Click Assets Summary 3 Enter the appropriate data in the Account File Options Windows Selection Account Selection e Asset Account 999 Asset Account 999 Cum usD e Currenc Origin N Origin csee 7 Account Type Pe Bus Func CLR 8 L e Account Type Equivalent Currency USD e Business Function Asset Type Curn Par SharesCO PB Value Eqy Cur 65 000 000 00 CME 76 500 000 00
34. lick OK Select a Transaction Type Click OK Select the Asset Account The Account Type will default to PB Performance Bond For security deposit select SECR Select the Origin Select Business Function The Currency field will default to USD If this pledge was a Canadian Bond the currency is CAD Click Bank The Bank Selection screen will display Click the check box to select a bank that will perform the transfer Click Select Note For more details reference 3 1 Steps for Pledging Collateral and 3 1 1 Account Section Transaction Maintenance Global Operations Education Rev 10 2011 30 5 CME Group Asset Management Transaction Selection 1 Inthe Transaction section enter the Par Amount 2 Click Allocate C5 CME Group Asset Management Transactions Options Windows Action NEV Firm 999 Transaction Account Selection Asset Account 229 I Acct Type Pe Origin ceses Bus Function er l Currency uso Bank HATRUS44 HARRIS Transaction Pending Transaction Withdrawal Instruction Effective Date s2009 Value Date Par Amount 5000 00 Savel Continue Cancel 3 Click the check box under the CO column CME 4 Click Allocate All 5 Click OK You will return to the Cash Transaction Maintenance screen 6 Select one of the following e To enter more of the same asset type click Save Continue e To save the pledged asset click Save
35. ment 6 Click Detail Account Selection Firm 999 Asset Account 999 Bus Date 09 30 09 Origin CSEG Account Type PB Bus Func CLR Cycle RTH CO CME Curn JPY Run 4 Requirement Breakdown Total PE Reg 3 750 000_00 Class RESRV CORE 3 750 000 00 CONC OK 7 Click OK to return to the Currency Requirements list 8 To exit click Cancel 6 2 Settlement Variation Display Note Although there is a Settlement Variation option in the Asset Management application CME request that the firms still use the Settlement application to retrieve final banking amounts 1 On the main menu move the mouse over Settlement Requirements 2 Click Settlement Variation 3 Enter the appropriate data in the Account Selection e Asset Account a File Options Windows e Origin e Account Type Account Selection Business Function AE L Busi Dat ba e z Account Type Fe lt Bus Func cR usiness Date Guel Bus Date 3 20 09 Cycle RTH R ycle Requirements 4 Click Find to display the Bus Date Cycle Run Cum CO Amt Settlement Variation F 09 30 09 09 30 09 m 09 30 09 09 30 09 5 To display the details click the L 99 30 09 check box So 6 Click Details m 09 30 09 N Click OK to return 8 Click Cancel to exit Find Detail Cancel Global Operations Education 48 Rev 10 2011 S CME Group Asset Management 7 0 Banking The Banking function of the system allows users to view Banking Requirements
36. nine characters both letters and numbers which uniquely identify the company or issuer and the type of security The first six characters identify the issuer and are assigned in an alphabetical fashion The seventh and eight characters which can be alphabetical or numerical identify the type of issue The last digit is a check digit 3 What does ISIN stand for International Securities Identification Number ISIN is used as an identifier for Canadian Securities 4 IfI entered the Gold par amount as the number of ounces how is it calculated into the current value amount The London p m Gold Fixed Price GLDLDNPRM from Bloomberg is fed into C21 on a nightly basis so that a USD equivalent value for the gold that your firm has on deposit can be calculated This value will be located on your CAI500 report as PB USD Equivalent 5 Can the default withdrawal instructions be deleted The default instructions cannot be deleted They can be updated If the DFT equals Y the instruction can only be updated 6 What do I enter in the Asset Account area Asset Account will be the Firm Number select a firm number from the drop down 7 If there is excess collateral in my performance bond account what should I do Firms may withdraw the excess collateral or replace existing collateral 8 What is Par Amount The Par Amount is the value after maturity date Par amount for securities must be entered in multiples of 5000 00 9 What happen
37. nsfer Click Select Note For more details reference 3 1 Steps for Pledging Collateral and 3 1 1 Account Section Transaction Maintenance Transaction Section 1 Inthe Transaction Maintenance screen enter the LOC Number 2 Enter the Par Amount CME Group Asset Management Transactions Options Windows Action NEW Firm Transaction DEPOSIT Account Selection Asset Account Acct Type FB Origin Bus Function CLR gt Currency l USD Par Amount boc FS sti CS Cr Applicant Name CN LOC Related Dates Effective Date fosvso 0 Expiration Date Value Date Issue Date Amend Date Allocate Beneficiaries Save Continue Cancel Note Pass Through is a letter of credit that can be given to a firm by its customer The firm can keep the LOC and put it on their books or it can pass it on to the CME which will then give the firm margin credit If Pass Through is checked an Applicant s Name is required 3 Enter Expiration date Expiration dates should fall on the last business day of the quarter 4 Enter Issue date Issue date should be the current date which should match the issue date of the original LOC Global Operations Education 21 Rev 10 2011 CME Group Asset Management Click the Beneficiaries button Beneficiaries Clrq Org Highlight CME Click OK The system will return to the Transaction screen 8 Click Allocate 9 Click the CO check box CME 10 Cli
38. nt Variation Note Although there is a Settlement Requirement option in the Asset Management application CME request that users continue to view their daily settlement figures in the Settlement application 6 1 How to view Currency Requirements or Settlement Variation 1 On the Asset Management Main Menu move the mouse over Settlement Requirements 2 Click Currency Requirements E i l CME Group Asset Management Asset Management Asset Inquiry Settlement Requirements Banking Rate Exchange Functions Windows Currency Requirements Settlement Variation 3 Enter the appropriate data in the Account Selection e Asset Account e Currency e Origin e Account Type e Business Function 4 Click Find to display the Currency Requirements List File Options Windows Account Selection 999 Asset Account ggg Bus Date bss005 Origin CSEG Account Type PB Bus Func CLR k Equivalent Currency USD Bus Date Rn Z Cum CO Cycle PB Value PB Reg Excess Def 09 30 1 NZD CME RTH 3 860 00 0 00 3 560 1 09 30 1 NOK CME RTH 693 750 00 0 00 693 750 09 30 1 AUD CME RTH 194 672 50 0 00 194 612 09 30 1 CHF CME RTH 1 609 137 50 0 00 1 609 1373 09 30 1 SEK CME RTH 239 187 50 0 00 239 1674 09 30 1 GBF CME RTH 2 478 856 25 0 00 2 478 856 09 30 1 CAD CME 10 378 176 66 0 00 10 378 176 ee ee ea ee ee oo Detail Cancel 5 To see a breakdown of a currency click the check box Global Operations Education 47 Rev 10 2011 S CME Group Asset Manage
39. ount go Acct Type FB Origin csec I Bus Function oR Currency uso z BBHCUS33 BROWN BROS Transaction l Pending Transaction Value Date 10 01 03 Effective Date 19 30 09 Par Amount lS 000 00 Allocate Save Save Continue Cancel 3 5 Transaction Original Letter of Credit LOC This section provides detailed steps for entering the required information to notify CME Clearing use of the submission of a new Letter of Credit or an amendment to an existing Letter of Credit Note Please contact CME Clearing Financial unit prior to entry of a LOC at 312 207 2594 Account Section 1 Onthe main menu move the mouse over Asset Management 2 Click Transactions The Asset Management Transaction screen will display 3 Move the mouse over Transactions 4 Click New 5 Select the desired Asset Type LOC 6 Select the Currency to pledge 7 Click OK 8 Select Transaction Type Deposit 9 Click OK 10 Select the Asset Account Global Operations Education 20 Rev 10 2011 CME 12 13 14 15 16 17 Group Asset Management The Account Type will default to PB Performance Bond For security deposit select SECR Select Origin Select Business Function CLR The Currency field will default to USD If this pledge was a Canadian Bond the currency is CAD Click Bank The Bank Selection screen will display Click the check box to select a bank that will perform the tra
40. oved CME Group collateral for performance bond Firms are notified of an excess performance bond account balance via the CME Group SPAN Recap Ledger the Settlement Requirement screens in the C21 Banking and Asset Management system and the C21 Settlement System You will find withdrawal account information already entered in this system by CME Clearing However the clearing member firm is responsible for maintaining accurate data As a result you should review and update your withdrawal instructions as needed BEFORE attempting a withdrawal transaction This section provides detailed steps for viewing updating adding and deleting the withdrawal instructions for your firm It also has instructions for requesting a withdrawal of cash currency and treasury security or other approved assets Note Please contact CME Clearing Financial unit prior to updating or entering a Withdrawal Instruction 4 1 Viewing Withdrawal Account Instructions Global Operations Education Rev 10 2011 1 From the Asset Management Main Menu select Withdrawal Instructions CME Group Asset Management Asset Management Asset Inquiry Settlement Requirements Banking Rate Exchange Functions Windows Transactions The Withdrawal Instruction List screen will display CME Group Asset Management File Options Windows Account Selection 399 Asset Account 999 z Origin Account Type iGo Bus Func ELR WEIL Asset Instr
41. p at 812 338 2626 Forms are available on http www cmegroup com clearing files onlineaccess pdf Please allow 24 48 hours for processing 1 2 Accessing the Asset Management System To access the Asset Management system complete the following steps 1 Begin by logging into CME 6 CMEGroup CME Group Connect Group Connect by entering Atop ato the following address in your Login to CME Group Connect Message Center Internet browser htt U CO n n ect C m e S CO m i username Welcome to CME Group Connect Please enter your login ID and password on the left and ensure the correct product is selected If you have problems accessing CME Group Connect please contact CME password Group Customer Support Group 312 930 3444 between the hours of 6 30am CST and 5 30pm CST For 2 E nte r yo ur U se r Na m e an d iii after hours support please contact CME Group ET Operations at 312 930 8200 progu CME Portal v Pa SSWO rd If you have problems accessing the CME Group EOS or CME Group Globex products please contact the CME Group Globex Control Center at 312 456 2391 C j ck Log n Details on availability during holidays may be found at CME Group Holiday Calendar 7 To access CME Group Connect testing for Certification and End to End Applications please navigate to E nsure P rod u Ct IS set to C M E http connectcert cme com Portal Upon successful login you will be redirected to the CME Applications menu 5 Click t
42. partial withdrawal of the security enter the Par Amount to withdraw in increments of 5 000 00 then click the Allocate button Note If the par value for withdrawal is not correct click the Cancel button On the Securities Transaction Maintenance screen re enter the correct par value Global Operations Education 33 Rev 10 2011 CME Group Asset Management 15 Click CME check box under the CO column 16 Click Allocate All Action NEW Firm 999 Transaction WITHDRAWAL Curent Transaction Transaction Amount 4 000 000 00 Net Amount 0 00 Max Withdrawal Current Allocations Allocated Par OO Net Par MAX WITHDRAWAL Amount 4 000 000 00 4 000 000 00 OK Select locate Al Cancel 17 Click OK Action WEW Firm 999 Transaction WITHDRAWAL Current Transaction Transaction Amount 4 000 000 00 Net Amount 0 00 Max Withdrawal 4 000 000 00 Current Allocations Allocated Par CO Net Par MAX WITHDRAWAL Amount 4 000 000 00 4 000 000 00 Allocate All Cancel The Net Par and Allocated Par Amounts will display with a negative value to reflect the total withdrawal amount 18 Click Save The Daily Transaction list screen will display Global Operations Education 34 Rev 10 2011 CME Group Asset Management 4 0 Withdrawal Instruction Clearing Firms may wish to withdraw excess collateral or replace existing IEF Treasury Securities Letters of Credit or other appr
43. pe selected in step 3 1 Steps for Pledging Collateral drives the Transaction section number identifies the company or issuer and the type of security Navan CUSIP Committee on Uniform Securities Identification Procedures This f l ISIN International Securities Identification Number Identifies the Foreign Securities Par Amount The current face value assigned to a security 1 Inthe Transaction section click the CUSIP button CME Group Asset Management Transactions Options Windows Action NEW Firm 999 Security Type TBILL Transaction DEPOSIT Account Selection Asset Account 25 Acct Type F z Origin CSE Bus Function CLR Currency J50 Bank BBHCUSSS BROWN BROS Transaction F Pending Transaction Withdrawal Instruction Par Amount ISIN Effective Trade Date Coupon Rate 0 0000 Call Date Maturity Date Value Settlement Date Allocate Save Save Continue Settle Detail Cancel Note The Withdrawal Instruction and ISIN buttons are unavailable Global Operations Education 12 Rev 10 2011 S CME Group Asset Management The Domestic Securities List screen will display with a list of US Treasury Securities CUSIP screen menu options gt USP Options Windows CUSIP Sub menu New Find Cancel Update Delete and Exit Options Sub menu Deselect CUSIP Price History CUSIP ISIN and LOC Haircut List Window Sub menu Close Domestic Securities List window
44. platform EC Management ancy vP AAQND Issue Country DEQ001141489 He Date 02 16 11 Zettlement Date 02 18 2011 Par Amount 251 Settlement Platform Clearing Organization CO The system used for securities E g Euroclear Crest Fedwire or DTC lepository Bank CME or CCE s platform information ntermediary Bank ntermediary Account S Account at Settle Platform CO Settlement Platform Details settlement Platform EUROCLEAR MGTCBEBEECL Custodian Bank CIT LONDON CINGB2L Account 610808008 Ongin CSEG Account Type G Account at Settle Platform 10797 Custodian Bank CME or CCE Account Type G Global or L Local Some securities can settle in the global custody window and some settle in the local market Account at Settle This is CME or CCE s account number at settlement platform Account Number CME or CCE Global Operations Education 54 Rev 10 2011 S CME Group Asset Management 11 0 Appendix Ill FAQ 1 If have questions about Asset Management and Banking who do call The Financial Unit will be able to answer your questions 312 207 2594 or email to clearinghousefinancial cmegroup com 2 What is CUSIP CUSIP stands for Committee on Uniform Securities Identification Procedures The USIP number consists of a combination of
45. quirements Banking Rate Exchange Functions Windows Transactions Withdrwl Instr 2 Complete the Account Selection information Transactions Options Windows Account Selection CO CME 999 Asset Account B Currency uso B Origin cnsec Account Type Ps E Bus Func amp LR x Limit Selection To Asset Type B Trans Status Creation Date osrso09 Transaction Create Status Tx Value Asset New Date DCO FR Type Date Type Bank CUSIPASIN LOC Total Par Shares Msg Asset Information ail Settle Details Cancel Messages era Allocation 3 Enter Asset Type LOC Trans Status is optional 4 Enter the Creation Date 5 Click the Find button or select Find located under Transaction Global Operations Education 24 Rev 10 2011 S CME Group Asset Management 6 Click the check box of the LOC you want to update fansaection Create Status TX Value Asset Asset Information New Date DCO FR Type Date Type Bank CUSIPASIN LOC Total Par Shares Msg HOSP V DP FR O20 LOC ABN AUS LOST 2 000 00 H QZMS P V DP FR 0ZWS LOC ABN AUS33 LO P90 10 000 00 N 7 Select Update located under Transaction The LOC will display Transactions O NEW Find Cancel Firm Status Exit 8 The Par Amount Effective Expiration and Issue Dates are amendable however you are required to complete an allocation after the updates Note The iss
46. ring financial and collateral management collateral types accepted html What is Pass Thru on Letter of Credit LOC Pass Thru is a letter of credit that can be given to the firm by its customer The firm can keep the LOC and put it on their books or it can pass it on to the CME which will then give the firm margin credit What is Performance Bond Margin Money PB is the amount of money or collateral deposited by a clearing firm with CME Clearing Amount changes daily depending on your margin call What is a Security Deposit Guarantee funds This is the 500 000 00 the firm put up for the initial deposit Depending on how much trading a firm does the amount will increase or decrease What are the collateral transaction timelines Refer to web site Collateral Transaction Timelines httop www cmegroup com clearing financial and collateral management collateral transaction timeline html Global Operations Education Rev 10 2011 56 lt 3 CME Group 12 0 Appendix IV Internet Explorer What Internet Explorer IE version are you on CME Group strongly recommends using version 6 0 or higher to achieve improved performance To find out what IE version you are on follow the follow steps v Open Internet Explorer v Click the word Help File Edit wiew Favorites Took Back i x a A afents and Index z F Tip of the Day Address http For Netscape Users Online Support Send Feedback eee ee ee About
47. rrency to pledge 7 Click OK 8 Select a Transaction Type 9 Click OK 10 Select the Asset Account 11 The Account Type will default to PB Performance Bond For security deposit select SECR 12 Select Origin 13 Select Business Function 14 The Currency field will default to USD If this pledge was a Canadian Bond the currency is CAD 15 Click Bank The Bank Selection screen will display 16 Click the check box of a bank that will perform the transfer 17 Click Select Note For more details reference 3 1 Steps for Pledging Collateral and 3 1 1 Account Section Transaction Maintenance Rev 10 2011 CME Group Asset Management Transaction Section 1 Inthe Transaction section click Stock Transactions Options Windows Action NEW Firm 999 Security Type STOCK Transaction DEPOSIT Account Selection Asset Account 399 Acct Type Ps Origin csec Bus Function ELR Currency USO DTCYUS33 DTC Transaction T Pending Transaction Withdrawal Instruction stock Eligibility Info Transaction Details Total Par Shares fo Effective Date fos 20 09 Cancel Cig Org Allow Shrs Rating Note Pending Transaction Reference page 17 The Stock CUSIP List screen will display 2 Select the appropriate Stock Symbol by clicking the check box 3 Click Select CUSIP Options Windows CUSIP Selection Find stock Symbol a Currency J uso z Cancel
48. selection criteria you must click the down arrows located next to the list box to reveal the criteria available for that list box e To select an item in the list box just click the item name Repeat this procedure when entering any selection criteria The Asset Management System use a standard set of interactive screen tools The common list boxes that will be displayed on each of the Asset Management System screens are as follows e Asset Account The clearing member firm s asset account number This field contains a list of the firm s Class A clearing number and any affiliate or cross margin firm numbers e Creation Date The system defaults to the current business date However you can view the status of assets and settlement requirements for the past four business days e Currency US Dollar or CME Group accepted foreign currency Global Operations Education Rev 10 2011 CME Group Asset Management e Origin Customer segregated funds includes o CNSEG Customer Non Segregated Funds o CSEG Customer Segregated Funds Customer o NSEG Non Segregated Funds House o COTC Cleared OTC Derivatives e Asset Type Collateral accepted by the CME Group includes o CASH Cash GOLD Gold listed under CASH LOC Letters of Credit BILL BOND Discount or Interest bearing securities from select sovereigns TBILL TNOTE TBOND US Treasury Securities C BILL C BONDS Canadian Treasury
49. tail Cancel 6 Click Find 7 Click OK to return to the Banking Requirements list v PB Performance Bond YE M SVOP Settlement Variation Option Premium H prae Global Operations Education 50 Rev 10 2011 CME Group Asset Management 8 0 Rate The Rate function of the system refers to the Interest Rate Maintenance IEF Interest Earning Facility CME Group has developed procedures to support the acceptance of money market mutual fund shares at CME Group Firms can add withdraw or transfer IEF funds using the transaction maintenance window 8 1 Interest Rate Maintenance 1 Onthe Asset Management Main Menu move the mouse over Rate 2 Click Interest Rate Maintenance CME Group Asset Management Asset Management Asset Inquiry Settlement Requirements Banking Rate Exchange Functions Windows Interest Rate Maintenance IEF Interest Election Maintenance 3 To search for a rate by Bank enter the appropriate data in the Interest Rate Maintenance section Enter the Asset Currency to enable the Bank buiton Click Find Actions Windows Interest Rate Maintenance Business Date fosaoos Asset Type z Rate Type IEF Asset Cur IS Owner Type FndsSeqType ensec Interest Rate o o000000000 o e Accr Method Accrual Hrs fp Rate Inquiry Asset Own TRunds Accri Acer Rate T Date Curr Rate 10 02 2009 O 000000000 10 07 2009 0 0020509750 09 30 2009
50. tatus Ty Value E Asset Information New Date DCO FR Type Date Type Bank CUSIPASIN LOC Total Par Shares Msg le Messages Settle Details Cancel Eind Allocation Global Operations Education 9 Rev 10 2011 CME Group Asset Management ie Type Selection screen CME Group Asset Management will display CUSIP OR ISIN 5 Select the desired Asset Type Select Currency to pledge 7 Click OK gt OR Stock CUSIP Note For Gold collateral Asset Type is CASH and Currency is GLD Asset Type Currency of so E Select a Transaction Type Click OK select a Transaction Type DEPOSIT OK Cancel Transactions Options Windows e Action NEW E Action NEW Firm 999 Security Type TRILL Transaction DEPOSIT e Firm 999 leva cae e Security Type Asset S S s poan Type TBILL Asset Account Acct Type e Transaction DEPOSIT Origin feses Bus Function eR zl Cumency JY Bank Transaction T Pending Transaction Withdrawal Instruction CUSIP Par Amount fag ISIN Effective Trade Date fans Coupon Rate 0 0000 Call Date Maturity Date Value Settlement Date Allocate Save save Continue Settle Detail Cancel Global Operations Education Rev 10 2011 S CME Group Asset Management 3 1 1 Account Selection Transaction Maintenance 1 Select the Asset Account 2 The Account Type will default to Action NEW P
51. ue date for a LOC must be less than or equal to today s date Transactions Options Windows Action NEW Firm 999 Transaction DEPOSIT Account Selection Asset Account 393 Acct Type IFB Origin csEc z Bus Function clr ABNAUS4C ABN AMRO BA Currency vso Transaction l Pending Transaction IZ Pass Through LOC Number Locssses Par Amount E 000 00 Applicant Name APPLICANT NAME LOC Related Dates Effective Date sos 11 Expiration Date pza 11 Value Date Issue Date 01 01 11 Amend Date Allocate __ Beneficiaries Save Save ontinue Cancel 9 Click Save when finish Reapply the find process to see the updated information Global Operations Education 25 Rev 10 2011 CME Group Asset Management 3 6 Transaction Pledging Stock Cash or Currency This section provides detailed steps for entering the required information to notify CME Group use of the submitted stock cash or currency The steps for pledging stock cash or currency are similar to the steps for pledging treasury securities asset type will change to stock cash or currency The entry screen will change slightly to reflect the selected asset type 3 6 1 Pledging Stock Account Section 1 Onthe main menu move the mouse over Asset Management 2 Click Transactions The Asset Management Transaction screen will display 3 Move the mouse over Transactions 4 Click New 5 Select the desired Asset Type 6 Select the Cu
52. up Inc All other trademarks are the property of their respective owners The information within this presentation has been compiled by CME Group for general purposes only CME Group assumes no responsibility for any errors or omissions Although every attempt has been made to ensure the accuracy of the information within this presentation CME Group assumes no responsibility for any errors or omissions Additionally all examples in this presentation are hypothetical situations used for explanation purposes only and should not be considered investment advice or the results of actual market experience All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME CBOT NYMEX and CME Group rules Current rules should be consulted in all cases concerning contract specifications Copyright 2011 CME Group All rights reserved
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