• Performance Bond Requirements: Interest Rate Margins - Effective July 22, 2020

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 20-284
      • Notice Date
      • 21 July 2020
      • Effective Date
      • 22 July 2020

    • 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 in the advisory at the link below.

      The rates will be effective after the close of business on July 22, 2020.

      Click her for the full text of the advisory

      20-284

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