To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to:
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 at the close of business on Monday, March 23, 2009.
OUTRIGHT MARGIN RATE, INTRA-SPREAD MARGIN AND TIER CHANGES FOR CRUDE OIL FUTURES CONTRACT (CL), FINANCIAL CRUDE OIL CONTRACT (WS), CRUDE OIL CALENDAR SWAP (CS), and NYMEX miNY CRUDE OIL CONTRACT (QM)
For the full text of this advisory...