IMPORTANT MEMORANDUMTO:

Clearing Member Firms
Chief Financial Officers
Back Office Managers

FROM:

CME Group Clearing

DATE:

March 5, 2021

SUBJECT:SECOND CORRECTION: HOLIDAY SCHEDULE – Good Friday, April 2nd, 2021

Please note the holiday processing schedule for Friday, April 2nd, 2021 in observance of Good Friday.
This notice corrects the previous notice regarding the Good Friday Holiday Schedule to advise that the FX expiring
options will be processed on Thursday, April 1st. In addition, this notice corrects the previous notice to advise that Bitcoin
and Ether markets will settle on April 1st.
Trading:
CME Globex, CME ClearPort and TradingFloor

https://www.cmegroup.com/tools-information/holiday-calendar.html

Clearing Processing Cycles – April 2nd, 2021
Please note the holiday processing schedule below in observance of Good Friday:

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CME Clearing will run both Intraday and End of Day clearing cycles
CME Globex and CME ClearPort will transmit all trades with a trade date of April 2nd
Clearing will clear all trades with a date of April 2nd
FX & Interest Rate markets will be settled on April 2nd
FX expiring options will be processed on Thursday, April 1st per normal
Interest Rates Expiring options will be processed on Friday, April 2nd per normal
Equities (including Bitcoin and Ether) are open for an abbreviated session on April 2nd, but will not be settled andwill use the April 1st end of day settlement for mark to market. Equity (including Bitcoin) expiring options
exercise and assignment will be processed on Thursday, April 1st
End of day prices will be rolled forward from April 1st for those markets not being settled on April 2ndFirms are expected to submit their PCS, CGM and Large Trader files at their normal times
Good Friday is not a valid delivery and payment processing day for all CME, CBT, NYMEX, COMEX and DME
products with the exception of Treasuries.

Settlement
Variation
Intraday Cycle(ITD)
End of Day Cycle(EOD)

Normal Processing
NormalProcessing)

Initial Margin
Normal Processing
Normal Processing.

Settlement file
Normal
Processing
Normal
Processing

SPAN file
Normal
Processing
Normal
Processing

Reports
Normal
Processing
Normal
Processing

MOSA Processing
MOSA will run an “AM” and “PM” cycles on Friday, April 2nd CME MOSA transactions cleared on Friday will be posted forFridays clearing cycle.

Processing of Performance Bond CollateralCollateral transaction processing will be subject to normal cutoffs.

A.M. Settlement Confirmations
Settlement variation and performance bond cash call amounts resulting from Thursday, April 1st RTH settlement cycle will
be confirmed by the settlement banks by 7:30 a.m. on Friday, April 2nd. Settlement banks will process cash flows resulting
from Thursday’s RTH settlement cycle on Friday, April 2nd.

Futures Foreign Currency Performance Bond Cash Withdrawals
Due to the holiday, please note the value dates on foreign currency performance bond cash withdrawals will be moved
forward until the next valid business date for that currency.
Futures Foreign Currency Settlement Variation
Due to the holiday, please note the value dates on foreign currency settlement variation will be moved forward until thenext valid common business date for USD & the settlement currency.
FOR OTC FX SETTLEMENT VALUE DATES PLEASE REFERENCE THE OTC ADVISORY NOTICEFor questions or further information: please contact CME Clearing at 312.207.2525 or CME Clearing’s Banking andCollateral Team at 312-207-2594.