Performance Bond (Margin) Advisory Notices
To | Clearing Member Firms
From | CME Clearing
Subject | Performance Bond Requirement Changes -- Effective Tuesday, November 25th, 2008
Notice Date | 2008-11-24
Notice Number | 08-367
Effective Date | 2008-11-25
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to: http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html and subscribe to the Performance Bond Rates Advisory Notices listserver. 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. --VOLATILITY SCAN RANGE CHANGES FOR CRUDE OIL FUTURES (CL), --WTI CALENDAR SWAP FUTURES (CS) --NATURAL GAS FUTURES (NG) --HEATING OIL FUTURES (HO) --NYMEX NEW YORK HARBOR HEATING OIL CALENDAR SWAP FUTURES (MP) --NY HARBOR RBOB GAS FUTURES (RB) --RBOB CALENDAR SWAP FUTURES (RL) --BRENT LAST DAY FUTURES (BZ) --BRENT (ICE) CALENDAR SWAP FUTURES (CY) --GASOIL CALENDAR SWAP FUTURES (GX) --GASOIL BULLET SWAP FUTURES (BG) For the full-text of this advisory, please click here.