As you were notified in CME Group Special Executive Reports, S-5713, dated Friday, April 15, 2011 and in S-5761, dated Monday, May 16, 2011, CME has begun offering clearing services for nondeliverable forward (NDF) over-the-counter (OTC) U.S. dollar/Chilean peso spot, forward and swap transactions. Effective Monday, October 31, 2011, CME will change from a "collateralization mark-tomarket" to "cash mark-to-market" performance bond method for these products. This Special Executive Report includes the description supporting the implementation of the new performance bond administration procedures, which are summarized as follows.
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