Performance Bond (Margin) Advisory Notices
To | Clearing Member Firms
From | CME Clearing
Subject | Revised Performance Bond Requirement Changes -- Effective Tuesday, September 23, 2008.
Notice Date | 2008-09-22
Notice Number | 08-234
Effective Date | 2008-09-23
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 product listed below. These margins will become effective at the close of business on Tuesday, September 23, 2008. -- CME Interest Rate Futures Intra-Commodity Spread Rates For the full text of this advisory...