Performance Bond (margin) Advisory Notice
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To Chief Financial Officers, Back Office Managers, Margin Managers
From Clearing House Department
Subject Performance Bond Requirement Changes - Interest Rates
Effective Date 12/07/01
Notice Number 01-88

At its� meeting on Thursday, December 6, 2001, the Chicago Mercantile Exchange Inc., Performance Bond staff met to review price volatility of Interest Rate Products and approved the performance bond changes described in the document below.These changes will become effective Tuesday, December 11, 2001.

The staff recommendations are listed below:

Performance Bond Advisory 0188 - Interest Rates

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