Performance Bond Requirement Changes: Outright (SCAN) Tiers Structures Change for the Existing Natural Gas Index Swap Contracts

Performance Bond (Margin) Advisory Notices

To	Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
From	CME Clearing
Subject	Performance Bond Requirement Changes: Outright (SCAN) Tiers Structures Change for the Existing Natural Gas Index Swap Contracts
Notice Date	2008-08-25
Notice Number	08-196
Effective Date	2008-08-26
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 are effective at the close of business from Tuesday, August 26, 2008 (close of business) to Monday, September 8, 2008 (close of business). For the full text of this advisory...