The combined investment of customer segregated and house non-segregated Performance Bond cash for each clearing member will be subject to the following:

• With total investments of less than $100 million, there are no diversification requirements.
• With total investments of greater than $100 million, but less than $200 million, there is a maximum investment limit of $100 million in any one fund.
• For investments greater than or equal to $200 million, there is a 50% maximum investment in any one fund.

The Clearing House will continue to require firms to adhere to the following:

• A clearing member will be prohibited from investing an amount which will create a position which is greater than 5% of the specific fund’s total assets. The percentage limit is calculated on a monthly basis and is based on the fund’s reported asset balances. The fund’s asset balances used in the calculation can be found on the CME web site under the IEF2 hyperlink.
• The aggregate limit, of any one fund, of IEF2 deposits as held by CME will not exceed 15% of a fund’s total assets. If CME hits this threshold, it will reduce of reject the investment of the last firm’s deposits.

The diversification rule is not applicable to the CME’s security deposit or guarantee fund.