Performance Bond (Margin) Advisory Notices
To Clearing Member Firms
From CME Clearing
Subject Peformance Bond Requirement Changes -- Effective Wendesday, September 24, 2008
Notice Date 2008-09-23
Notice Number 08-238
Effective Date 2008-09-24

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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 product listed below.  These margins will become effective at the close of business on Wednesday, September 24, 2008.

--CME Currency Futures Outright Rates
--FXMS Currency Spot Outright Rates
--CME Agricultural Futures Outright Rates

 

For the full-text of this advisory, please click here.