IMPORTANT MEMORANDUM
TO:
FROM:

Clearing Member Firms
Chief Financial Officers
Back Office Managers
CME Group Clearing

SUBJECT:

HOLIDAY SCHEDULE – Monday, September 6th, 2021

Please reference the holiday processing schedule below for Monday, September 6th in observance of Labor Day.
Trading:
GLOBEX, Clearport and Trading Floor

http://www.cmegroup.com/tools-information/holiday-calendar/

Clearing Processing Cycles – September 6th, 2021
Intraday Cycle(ITD)
End of Day Cycle(EOD)

Settlement Variation

Initial Margin

Settlement file

SPAN fileReports

No ITD Cycle
No Variation Movement(Prices will be carriedforward fromWednesday)

No ITD Cycle

No ITD Cycle

No ITD Cycle

IM requirements
will berecalculated.

Same prices
from Friday’sFile

No ITD Cycle
Normal Delivery
Time with same
prices fromFriday’s FileAll Reports
Available

Position Adjustments:
No Position adjustments are allowed on US public holidays
MOSA Processing
MOSA will only run an “AM” cycle on Monday, September 6th. CME MOSA transactions cleared on Monday will be posted
for Tuesday’s clearing cycle.
The deadline to submit trades to the AM inter-exchange processing cycle on Monday will be its normal time of 7:00 amCST.
Customer Gross Margin File Submission
CME Clearing will use the CGM file submitted on Friday, September 3rd for processing on Monday September 6th even if afirm submits a new CGM file for processing on Monday due to the Labor Day Holiday.
Processing of Performance Bond Collateral
There will be no collateral processing for Monday, September 6th, 2021 due to the Labor Day holiday.
Please refer to IEF2 processing deadline schedules for Friday, September 3rd on the last page of this advisory.
A.M. Settlement Confirmations

Settlement variation and performance bond cash call amounts resulting from Friday, September 3rd and Monday,
September 6th, RTH settlement cycles will be confirmed by the settlement banks by 7:30 a.m. on Tuesday, September 7th.
Settlement banks will process cash flows resulting from Friday and Monday’s RTH settlement cycle on Tuesday,
September 7th.
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 out
until the next valid business date for that currency.
Futures Foreign Currency Settlement VariationDue to the holiday, please note the value dates on foreign currency settlement variation will be moved out until the next
valid common business date for USD & the settlement currency.

FOR OTC FX SETTLEMENT VALUE DATES PLEASE REFERENCE THE OTC ADVISORY NOTICEInterest Earning Facility 2 (IEF2)
Please note the following deadlines for IEF2 processing – these times are TENTATIVE and will be confirmed before theactual holiday.
Fund Family
BlackRockDreyfus
DWS
Federated

9/03/212:30p.m CST
2:30p.m CST
11:30p.m CST
2:30p.m CSTFirst AmericanGoldman Sachs
HSBCJP Morgan
Morgan Stanley
State Street

2:30p.m CST
11:30p.m CST
1:30p.m CST
2:30p.m CST
1:30p.m CST
11:30p.m CSTUBSWells Fargo
Fund closing times are subject to change.

2:30p.m CST
2:30p.m CST

9/06/21
ClosedClosedClosedClosedClosedClosedClosedClosedClosedClosedClosedClosedFor questions or further information: please contact CME Clearing at 312.207.2525 or CME Clearing’s Banking and
Collateral Team at 312-207-2594.