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 Thursday, September 25, 2008
(close of business) to Tuesday, October 7, 2008
(close of business)
.
Futures Contracts:
Demarcation Index Swap (DI), SoCal Index Swap (IF), Dominion Index Swap
(IH), CenterPoint Index Swap (II), San Juan Index Swap (IJ), PG&E City Gate Index Swap (IK), El
Paso/Permian Index Swap (IL), Henry Hub Index Swap (IN), Dawn Index Swap (IO), Houston Ship Channel
Index Swap (IP), ANR OK Index Swap (IQ), Rockies Index Swap (IR), Chicago Index Swap (IS), Transco
Zone 6 Index Swap (IT), Sumas Index Swap (IU), Panhandle Index Swap (IV), NGPL Mid-Continent Index
Swap (IW), TETCO M-3 Index Swap (IX), Waha Index Swap (IY), NGPL Tex/OK Index Swap (OI) and Ventura
Index Swap (VI).
Contract Months:
All Months
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