• Performance Bond Requirements: Interest Rate Futures Spreads - Effective Tuesday, October 26, 2010

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 10-451
      • Notice Date
      • 26 October 2010
      • Effective Date
      • 26 October 2010
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      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 will be effective after the close of business on


      Tuesday, October 26, 2010.


      Current rates as of:


      Tuesday, October 26, 2010.

      For the full text of this advisory, please click here.