• Performance Bond Requirements: FX outrights and volatility scans

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 15-015
      • Notice Date
      • 15 January 2015
      • Effective Date
      • 15 January 2015
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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

      Thursday, January 15 (Pages 1-2) and Friday January 16 (Pages 3-4), 2015.

      Current rates as of:

      Wednesday, January 14, 2015.

      For the full text of this adisory, please click here.