Performance Bond (Margin) Advisory Notices
To | Clearing Member Firms, Chief Financial Officers, Back Office Managers & Margin Managers
From | Clearing House Department
Subject | New CBT 30 Year Interest Rate Swap Futures Effective 3/19/07
Notice Date | 2007-03-16
Notice Number | 07-68
Effective Date | 2007-03-19
Chicago Mercantile Exchange Inc. and Chicago Board of Trade Performance Bond staff approved the performance bond requirements for the new CBOT 30-Year Interest Rate Swap Futures listed on the attached advisory. These margins will become effective with the launch of this product on Monday, March 19, 2007. For the full text of this advisory . . .