TO: Clearing Member Firms
Chief Financial Officers
Back Office Managers
FROM: CME Clearing
SUBJECT: Revised - Performance Bond Requirement Changes - Effective Friday, October 17, 2008
Volatility Scan Range Changes
DATE: Thursday, October 16th, 2008.
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 rates are effective after the close of business on Friday, October 17th, 2008.
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