Notice to Members
Notice No. 518
10/15/2008
Performance Bond Requirement Changes - Updated List of All NYMEX and COMEX Division Inter-Commodity Spread Credits
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to: http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html and subscribe to the Performance Bond Rates Advisory Notices listserver.

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 are effective at the close of business on Thursday, October 16th, 2008.

UPDATED LIST OF ALL NYMEX AND COMEX DIVISION INTER-COMMODITY SPREAD CREDITS

List below are the additions to the spread credits list:

Spread
Priority
Ratio
% Credit
PS:UN
319
1:01
80


List below are the revisions to the spread credits list:

Spread
Priority
Ratio
% Credit
New
Old
New
Old
New
Old
AR:UN
201
294
1:01
1:01
90
80



For a complete list (in Excel format) of the inter-commodity spread credits for all NYMEX Division products and regular traded products click here.
Should you have any questions or require any further information, please contact exchangeinfo@nymex.com