Performance Bond Requirements: Agriculture, Equity Index, FX, and Interest Rates Outrights and Intra-Commodity Spread Charges; Crude Oil, Metals, Interest Rates, and ERIS Inter-Commodity Spread Credits- Effective Tuesday, January 15, 2013
To
Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
From
CME Clearing
Advisory #
13-014
Notice Date
January 11, 2013
Effective Date
January 15, 2013
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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
Tuesday, January 15, 2013.
Current rates as of:
Friday, January 11, 2013.