• Performance Bond Requirements: FX, Equity Index, Interest Rate, Wheat Outright and Energy Inter Changes- Effective Monday October 31, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-385
      • Notice Date
      • 28 October 2011
      • Effective Date
      • 31 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

      Friday, October 28, 2011.

      Current rates as of:

      Monday, October 31, 2011.

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