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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 changes are effective at the close of business on Friday, February 19, 2010.
TIER CHANGES FOR NYMEX PJM DAYTON DA PEAK (D7), NYISO ZONE J PEAK MONTHLY SWAP (KJ), NYISO ZONE J 5MW PEAK CALENDAR-MONTH DAY-AHEAD SWAP (D3), PJM NORTHERN ILLINOIS HUB PEAK CALENDAR-MONTH DAY-AHEAD SWAP (N3)
Note: The revisions are in bold.
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