Notice 603
November 24, 2008

Performance Bond Requirement Changes

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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 Tuesday, November 25th, 2008.

MARGIN RATE AND TIER CHANGES FOR NATURAL GAS FUTURES (NG), HENRY HUB SWAP FUTURES (NN), NATURAL GAS PENULTIMATE (HP), NATURAL GAS LAST DAY (HH), GLOBEX NATURAL GAS miNY™ FUTURES (QG), HENRY HUB SWING SWAP FUTURES (SN), AND HENRY HUB PENULTIMATE SWAP (NP) CONTRACTS

Note: The revised margins are in bold:

NG/NN/NP/HH/HP/QG Intra-Commodity Spread and Scan Tiers
Tiers
New
Old
1
1st Nearby
1st Nearby
2
2nd Nearby
2nd Nearby
3
3rd Nearby
3rd - 4th Nearby
4
4th- 10th Nearby
5th- 11th Nearby
5
11th– 15th Nearby
12th– 16th Nearby
6
16th– 27th Nearby
17th– 28th Nearby
7
28th- 39th Nearby
29th- 40st Nearby
8
40th- 51st Nearby
41st- 52nd Nearby
9
Greater than 51st Nearby
Greater than 52nd Nearby

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