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 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.