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, February9th, 2009.
MARGIN RATE CHANGES FOR PJM BGE Zone Peak Calendar-Month Day-Ahead LMP Swap Futures (E3), PJM JCPL Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures (F2), PJM BGE Zone Off-Peak Calendar-Month Day-Ahead LMP Swap Futures (R3), Cinergy Hub Off-peak LMP Swap (EJ), Cinergy Hub Peak LMP Swap (EM), Northern Illinois Hub Peak Monthly Electricity Futures (UM), AEP-Dayton Hub Peak Monthly Electricity Futures (VM), NYISO Zone A Peak LBMP Swap (KA), NYISO Zone A Off-Peak LBMP Swap (KB), NYISO Zone G Peak LBMP Swap (KG), NYISO Zone J Peak LBMP Swap (KJ), ISO New England Internal Hub Peak Location Marginal Pricing Swap Futures (NI), and PJM Financially Settled Peak Monthly Futures (JM)
Note: The revised margins are in bold
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