Initial / Maintenance Ratio Changes - effective Friday, November 4, 2011
To
Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
From
CME Clearing
Advisory #
11-399
Notice Date
November 04, 2011
Effective Date
November 04, 2011
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To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
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and subscribe to the Performance Bond Rates Advisory Notice listserver.
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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.
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The rates will be effective after the close of business on
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Friday, November 04, 2011.
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All Products
Initial / Maintenance Ratio Current New
Various 1.0
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