Performance Bond (margin) Advisory Notice

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To Chief Financial Officers, Back Office Managers, Margin Managers
From Clearing House Department
Subject Performance Bond Requirement Changes for all commodities - January 3, 2002
Effective Date 12/27/01
Notice Number 01-92

At its� meeting on Friday, December 21, 2001, the Chicago Mercantile Exchange Inc., Performance Bond staff met to review price volatility of all commodities and approved the performance bond and spread ratio changes described below.These changes will become effective Thursday, January 3, 2002.

The staff recommendations are listed below:

Performance Bond Rate Changes -1/3/02

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