Notice No. 590
November 14, 2008

Performance Bond Requirement Changes -- Margins for CY, BB and BZ

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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 Monday, November 24th, 2008.

SPAN PARAMETERS FOR CENTRAL APPALACHIAN COAL OPTION

Note: The revised margins are in bold

SPAN Parameters for New Central Appalachian Coal Option Contract
Commodity Name
Option Trading Symbol
Volatility Scan Range
Volatility Weight Factor
Extreme Move Value
Extreme Move Coverage
Short Option Minimum
Central Appalachian Coal Option
C1
5
0
3
0.33
$40



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