As per the normal review of market volatility to ensure adequate collateral coverage, the
Chicago Mercantile Exchange Inc., Performance Bond staff approved the performance bond requirements
for the following products listed below.
SPAN MINIMUM PERFORMANCE BOND REQUIREMENTS
Please note the ratio change to CME INDEX FUTURES -- INTER-COMMODITY RATES
Effective Tuesday, December 18, 2007
Yen-based Nikkei (N1) vs. NIKKEI 225 Stock Index (NK) Ratio (9:8)
Please contact the Risk Management Department at 312-648-3888, if you have any questions
regarding these Performance Bond Changes.
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