Performance Bond Requirements: Coal, Metals, and Natural Gas Inter-Commodity Spread Credits; Agriculture Intra-Commodity Spread Charges; Natural Gas Outrights - Effective Monday, July 30, 2012
To
Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
From
CME Clearing
Advisory #
12-317
Notice Date
July 26, 2012
Effective Date
July 30, 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 30, 2012.
Current rates as of:
Thursday, July 26, 2012.