10/24/2008
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, October 27th, 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 |
J9:CY |
58 |
1:01 |
98 |
U9:GX |
59 |
1:01 |
98 |
J5:Z3 |
60 |
1:01 |
98 |
F3:UJ |
61 |
1:01 |
98 |
X9:UR |
62 |
1:01 |
98 |
B7:TW |
63 |
1:01 |
98 |
B1:TY |
64 |
1:01 |
98 |
B8:VL |
65 |
1:01 |
98 |
U7:GT |
66 |
1:01 |
98 |
X6:Z4 |
67 |
1:01 |
98 |
X7:Z6 |
68 |
1:01 |
98 |
B9:AR |
69 |
1:01 |
98 |
GX:Z4 |
163 |
1:01 |
95 |
GX:Z6 |
164 |
1:01 |
95 |
GX:Z3 |
364 |
1:01 |
75 |
List below are the revisions to the spread credits list:
Spread |
Priority |
Ratio |
% Credit |
|||
New |
Old |
New |
Old |
New |
Old |
|
GX:TY |
161 |
312 |
1:01 |
1:01 |
95 |
80 |
GX:VL |
162 |
244 |
1:01 |
1:01 |
95 |
85 |
For a complete list (in Excel format) of the inter-commodity spread credits for all NYMEX Division products and regular traded products click here.