Performance Bond Requirements: Agriculture, Electricity, Natural Gas, and Refined Products Outrights; Electricity and NGLS Inter-Commodity Spread Credits - Effective Tuesday, December 4, 2012
To
Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
From
CME Clearing
Advisory #
12-522
Notice Date
November 30, 2012
Effective Date
December 04, 2012
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html
and subscribe to the Performance Bond Rates Advisory Notice listserver.
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
Tuesday, December 4, 2012.
Current rates as of:
Friday, November 30, 2012.