• Performance Bond Requirement Changes: Effective Tuesday, June 23, 2009

      • To
      • Clearing Member Firms, Chief Financial Officers, Back Office Managers, and Margin Managers
      • From
      • CME Clearing
      • #
      • 09-267
      • Notice Date
      • 22 June 2009
      • Effective Date
      • 23 June 2009
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to: http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html and subscribe to the Performance Bond Rates Advisory Notices listserver.
       

      As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago Mercantile Exchange Inc., Clearing House Risk Management staff approved the performance bond requirements for the following products listed below. The changes are effective at the close of business on Tuesday, June 23rd, 2009.

       

      Current rates as of Monday, June 22nd, 2009.

       

      Rate changes are in effect for the following currency products:

      1. CME CURRENCY FUTURES - Outright Rates
      2. CME CURRENCY FUTURES - Intra Spreads
      3. CME CURRENCY FUTURES - Inter-commodity Spread Rates