Performance Bond (Margin) Advisory Notices
To | Clearing Member Firms, Chief Financial Officers, Back Office Managers & Margin Managers
From | Clearing House Department
Subject | New CBOT Liquid 50 Credit Default Swap Index Futures 6/25/07
Notice Date | 2007-06-20
Notice Number | 07-141
Effective Date | 2007-06-25
Chicago Mercantile Exchange Inc. and Chicago Board of Trade Performance Bond staff approved the performance bond requirements for the CBOT Liquid 50 CDS product listed on the attached advisory. These margins will become effective with the launch of this product on Monday, June 25, 2007. For the full text of this advisory . . .