Performance Bond (margin) Advisory Notice
To | Chief Financial Officers, Back Office Managers, Margin Managers
From | Clearing House Department
Subject | Performance Bond Requirements - New E-mini S&P Midcap 400
Effective Date | 01/17/02
Notice Number | 02-04
The Clearing House Performance Bond Staff reviewed price volatility statistics for the new E-mini S&P Midcap 400 contract and approved the performance bond requirements described below.These requirements will become effective with the launch of this contract Monday, January 28, 2002 Performance Bond - New E-mini S&P Midcap 400 For a complete listing of all Exchange minimum Performance Bond Requirements, please consult the SPAN� Minimum Performance Bond Requirements at http://www.cme.com/httpwrapper.cfm?wrap=/wrappedpages/clearing/pbrates/PBISHomePage.htm Please contact the Risk Management Department at 312/648-3888, if you have any questions regarding these performance bond changes.