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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 3rd, 2008.

SPAN PARAMETERS FOR EUROPEAN STYLE AND AVERAGE PRICE GASOIL OPTIONS

SPAN Parameters for New Gasoil Related Options Contracts
Commodity Name
Option Trading Symbol
Volatility Scan Range
Volatility Weight Factor
Extreme Move Value
Extreme Move Coverage
Short Option Minimum
Average Price Gasoil Option
F7
3.5
0
3
0.33
$50.00
European Style Gasoil Option
F8
3.5
0
3
0.33
$50.00

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