Notice 562
November 5, 2008

Performance Bond Requirement Changes: Outright (SCAN) Margin Rate Change for the Existing Natural Gas Basis, Index and Swing Swap Contracts

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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 are effective at the close of business on Thursday, November 6th, 2008.

NEW TIER STRUCTURE AND MARGIN RATE CHANGES FOR THE CLEARPORT CRUDE OIL AND PETROLEUM RELATED SWAP FUTURES

Note: The revised margins are in bold

CME Clearing House Outright (Scan) Margins for the ClearPort Crude Oil and Petroleum Related Swap Futures Contracts

	Clearing Member / Maintenance Margin		Member Customer Initial Margin		Non-Member Customer Initial Margin
	*New*	Old	*New*	Old	*New*	Old
AR-Tier1	$100,000	$120,000	$110,000	$132,000	$135,000	$162,000
AR-Tier2	$70,000	$70,000	$77,000	$77,000	$94,500	$94,500
BG	$70,000	$80,000	$77,000	$88,000	$94,500	$108,000
CU	$8,000	$6,000	$8,800	$6,600	$10,800	$8,100
DB	$3,500	$2,500	$3,850	$2,750	$4,725	$3,375
DC	$10,000	$12,000	$11,000	$13,200	$13,500	$16,200
EE	$5,000	$7,000	$5,500	$7,700	$6,750	$9,450
EF	$10,000	$7,000	$11,000	$7,700	$13,500	$9,450
EI	$4,500	$3,000	$4,950	$3,300	$6,075	$4,050
EN	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
ET	$8,000	$10,000	$8,800	$11,000	$10,800	$13,500
EU	$60,000	$70,000	$66,000	$77,000	$81,000	$94,500
EY	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
FI	$7,000	$8,000	$7,700	$8,800	$9,450	$10,800
FK	$4,000	$3,000	$4,400	$3,300	$5,400	$4,050
FL	$6,000	$7,000	$6,600	$7,700	$8,100	$9,450
FO	$7,000	$8,000	$7,700	$8,800	$9,450	$10,800
FY	$2,000	$1,000	$2,200	$1,100	$2,700	$1,350
GS-Tier1	$16,000	$18,000	$17,600	$19,800	$21,600	$24,300
GS-Tier2	$10,000	$12,000	$11,000	$13,200	$13,500	$16,200
GS-Tier3	$8,000	$10,000	$8,800	$11,000	$10,800	$13,500
GX-Tier1	$70,000	$80,000	$77,000	$88,000	$94,500	$108,000
GX-Tier2	$70,000	$80,000	$77,000	$88,000	$94,500	$108,000
GX-Tier3	$70,000	$80,000	$77,000	$88,000	$94,500	$108,000
GX-Tier4	$70,000	$80,000	$77,000	$88,000	$94,500	$108,000
GX-Tier4	$70,000	$80,000	$77,000	$88,000	$94,500	$108,000
GZ	$8,000	$9,000	$8,800	$9,900	$10,800	$12,150
HA	$8,000	$9,000	$8,800	$9,900	$10,800	$12,150
HI	$10,000	$4,000	$11,000	$4,400	$13,500	$5,400
JA	$75,000	$90,000	$82,500	$99,000	$101,250	$121,500
JB	$10,000	$4,500	$11,000	$4,950	$13,500	$6,075
JC	$15,000	$17,000	$16,500	$18,700	$20,250	$22,950
JL	$9,000	$4,000	$9,900	$4,400	$12,150	$5,400
KL	$3,000	$2,000	$3,300	$2,200	$4,050	$2,700
LT-Tier1	$3,000	$4,000	$3,300	$4,400	$4,050	$5,400
LT-Tier2	$3,000	$3,000	$3,300	$3,300	$4,050	$4,050
LT-Tier3	$1,500	$1,500	$1,650	$1,650	$2,025	$2,025
LY	$12,000	$4,000	$13,200	$4,400	$16,200	$5,400
ME-Tier1	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
ME-Tier2	$2,000	$3,000	$2,200	$3,300	$2,700	$4,050
ME-Tier3	$1,000	$1,500	$1,100	$1,650	$1,350	$2,025
MF	$10,000	$11,000	$11,000	$12,100	$13,500	$14,850
MM	$10,000	$8,000	$11,000	$8,800	$13,500	$10,800
PS	$60,000	$37,000	$66,000	$40,700	$81,000	$49,950
PT	$7,000	$6,000	$7,700	$6,600	$9,450	$8,100
RD	$5,000	$6,000	$5,500	$6,600	$6,750	$8,100
RE	$10,000	$12,000	$11,000	$13,200	$13,500	$16,200
RG-Tier1	$7,000	$8,000	$7,700	$8,800	$9,450	$10,800
RG-Tier2	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
RH	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
RK	$2,000	$3,000	$2,200	$3,300	$2,700	$4,050
RM-Tier1	$3,500	$4,000	$3,850	$4,400	$4,725	$5,400
RM-Tier2	$3,000	$4,000	$3,300	$4,400	$4,050	$5,400
RM-Tier3	$2,000	$4,000	$2,200	$4,400	$2,700	$5,400
RM-Tier4	$2,000	$2,000	$2,200	$2,200	$2,700	$2,700
RU-Tier1	$14,000	$16,000	$15,400	$17,600	$18,900	$21,600
RU-Tier2	$7,000	$9,000	$7,700	$9,900	$9,450	$12,150
RU-Tier3	$3,500	$4,500	$3,850	$4,950	$4,725	$6,075
RV-Tier1	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
RV-Tier2	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
RV-Tier3	$1,000	$1,200	$1,100	$1,320	$1,350	$1,620
SD	$7,500	$10,000	$8,250	$11,000	$10,125	$13,500
SE	$60,000	$65,000	$66,000	$71,500	$81,000	$87,750
SG	$10,000	$11,000	$11,000	$12,100	$13,500	$14,850
SP	$8,000	$9,000	$8,800	$9,900	$10,800	$12,150
TH	$7,000	$8,000	$7,700	$8,800	$9,450	$10,800
TL	$3,000	$2,000	$3,300	$2,200	$4,050	$2,700
TM-Tier1	$3,000	$4,000	$3,300	$4,400	$4,050	$5,400
TM-Tier2	$2,000	$2,000	$2,200	$2,200	$2,700	$2,700
TP-Tier1	$10,000	$11,000	$11,000	$12,100	$13,500	$14,850
TP-Tier2	$9,000	$10,000	$9,900	$11,000	$12,150	$13,500
TP-Tier3	$5,000	$5,000	$5,500	$5,500	$6,750	$6,750
TU	$6,000	$8,000	$6,600	$8,800	$8,100	$10,800
UA	$60,000	$65,000	$66,000	$71,500	$81,000	$87,750
UB	$10,000	$12,000	$11,000	$13,200	$13,500	$16,200
UN-Tier1	$80,000	$90,000	$88,000	$99,000	$108,000	$121,500
UN-Tier2	$65,000	$70,000	$71,500	$77,000	$87,750	$94,500
UT-Tier1	$4,000	$5,000	$4,400	$5,500	$5,400	$6,750
UT-Tier2	$2,000	$3,000	$2,200	$3,300	$2,700	$4,050
UT-Tier3	$1,000	$1,200	$1,100	$1,320	$1,350	$1,620
UV	$55,000	$60,000	$60,500	$66,000	$74,250	$81,000
WQ	$6,000	$7,500	$6,600	$8,250	$8,100	$10,125
YL-Tier1	$3,000	$4,000	$3,300	$4,400	$4,050	$5,400
YL-Tier2	$1,500	$2,500	$1,650	$2,750	$2,025	$3,375
YL-Tier3	$1,000	$1,500	$1,100	$1,650	$1,350	$2,025

Should you have any questions or require any further information, please contact ExchangeInformation@cmegroup.com.