Performance Bond Requirement Changes -- Effective Tuesday, October 28th

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 -- Effective Tuesday, October 28th
Notice Date	2008-10-27
Notice Number	08-295
Effective Date	2008-10-28
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, October 28, 2008 (close of business). --Natural Gas Index Swap Contracts. For the full-text of this advisory, please click here.