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As per the normal review of market volatility to ensure adequate collateral coverage, the
Chicago Mercantile Exchange Inc., Clearing House Risk Management staff approved the performance
bond requirements for the following products listed below. The rates will be effective with the
launch of these products on
Wednesday, June 11,
2008
.
SPAN
® MINIMUM PERFORMANCE BOND REQUIREMENTS
CME Security Futures Outright Rates
OneChicago Select Index Y (CME) (XOY)
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Rate Type
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Change
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New
Initial
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New
Maintenance
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Clearing/Member Rate
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N/A
|
8.00%
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8.00%
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|
Customer Rate
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N/A
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20.00%
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20.00%
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Please contact the Risk Management Department at 312-648-3888, if you have any
questions regarding these Performance Bond Changes.
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