• Performance Bond Requirements: New Product - Euribor Futures Outright Rates and Inter and Intra Commodity Spread Rates- Effective Saturday, October 1, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-352
      • Notice Date
      • 30 September 2011
      • Effective Date
      • 01 October 2011
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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

      Saturday, October 1, 2011.

      Current rates as of:

      Friday, September 30, 2011.

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