Notice No. 623
December 5, 2008


Transaction Fees For 26 New Monthly Electricity Futures Contracts for the PJM Market


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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, December 8th, 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
J4:Y1
413
1:01
70
J4:D7
414
1:01
70
J4:S4
415
1:01
70
J4:E3
416
1:01
70
J4:L8
417
1:01
70
J4:E9
418
1:01
70
J4:J2
419
1:01
70
J4:N3
420
1:01
70
J4:R8
421
1:01
70
J4:L5
422
1:01
70
J4:L6
423
1:01
70
E4:N9
606
1:01
50
J4:L1
607
1:01
50
E4:X1
640
1:01
35
E4:R7
641
1:01
35
E4:W4
642
1:01
35
E4:R3
643
1:01
35
E4:E8
644
1:01
35
E4:F4
645
1:01
35
E4:F2
646
1:01
35
E4:L3
647
1:01
35
E4:Q8
648
1:01
35
E4:F5
649
1:01
35
E4:W6
650
1:01
35


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 ExchangeInformation@cmegroup.com