Performance Bond Requirements: CBOT Agriculture Intra-Commodity Spread Charges Effective Monday, July 23, 2012
To
Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
From
CME Clearing
Advisory #
12-303
Notice Date
July 20, 2012
Effective Date
July 23, 2012
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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
Monday, July 23, 2012.
Current rates as of:
Friday, July 20, 2012.