As described in Clearing Advisory 16-191, on May 25, 2016 and pending all relevant regulatory review periods, CME Group exchanges will adopt new Rule 826, which provides that performance bond requirements for clearing member proprietary positions will be calculated to reflect a two-day liquidation period. Effective immediately, CME Clearing has begun publishing clearing report CPBRPT100 each evening, which will allow firms to anticipate the effect of this change on their house performance bond requirement when the change takes effect. The change is expected to take effect on or after May 25, 2016.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.