Performance Bond (Margin) Advisory Notices
To | Clearing Member Firms
From | CME Clearing
Subject | Performance Bond Requirement Changes -- Effective Monday, September 22, 2008
Notice Date | 2008-09-19
Notice Number | 08-232
Effective Date | 2008-09-22
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 products listed below. These margins will become effective at the close of business on Monday, September 22, 2008. CME Interest Rate Futures Outright Rates CME Interest Rate Futures Intra-Commodity Spread Rates CBOT Interest Rate Futures Outright Rates For the full-text of this advisory, please click here.