The CME Globex Credit Controls (GC2) system uses the margin rate on each product to calculate limit usage.
As of August 29, 2010, margin rates used to calculate limit usage for all Trade at Settlement (TAS) products
will be set at the rates for their underlying products. For example, the margin rate used in the calculation for
CLT – Light, Sweet Crude Oil Trade at Settlement will be the rate for CL – Light, Sweet Crude Oil.
If you have any questions regarding this change, please contact the Risk Management Department at 312.648.3888.
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.