Performance Bond Requirements: Crude Oil, Power, FX, Interest Rates, Petrochemicals, and Refined Products Outrights- Effective Tuesday, May 10, 2011
To
Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
From
CME Clearing
Advisory #
11-162
Notice Date
May 09, 2011
Effective Date
May 10, 2011
To receive advanced notification of Performance Bond (margin) changes, through our free automated
mailing list, go to
http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html
and subscribe to the Performance Bond Rates Advisory Notice listserver.
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, May 10, 2011.
Current rates as of:
Monday, May 9, 2011.