• Performance Bond Requirements: Interest Rate Margins - Effective March 01, 2021

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 21-074
      • Notice Date
      • 26 February 2021
      • Effective Date
      • 01 March 2021

    • 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. Please email any questions to Clearing.RiskManagement@cmegroup.com

      The rates will be effective after the close of business on Monday, March 01, 2021.

      Click here for the full text of the advisory