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 - Index Products - December 21, 2001
Effective Date 12/20/01
Notice Number 01-91

At its' meeting on Tuesday, December 18, 2001, the Chicago Mercantile Exchange Inc., Performance Bond staff met to review price volatility of Index Products and approved the performance bond and spread ratio changes described below. These changes will become effective Friday, December 21, 2001. 

The staff recommendations are listed in the document below:

Performance Bond Rate Changes 12/21/2001

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