Performance Bond (margin) Advisory Notice
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To Chief Financial Officers, Back Office Managers, Margin Managers
From Clearing House Deparment
Subject Performance Bond Requirements for Amazon, Russell 1000 Index, 91-Day CETES, 28-Day TIIE and Weather Futures
Effective Date 04/17/03
Notice Number 03-28

Chicago Mercantile Exchange Inc., Performance Bond staff approved the performance bond requirements for the new Russell 1000 Index, 91-Day CETES, 28-Day TIIE and OneChicago Amazon Security Futures.  Also approved were changes to the margins of the Weather contracts.  The margins will become effective with the launch of the Russell 1000, 91-Day Cetes and 28-Day TIIE products on Monday, April 28, 2003.  The Amazon Security Futures margins will become effective with the launch of this product on Monday, April 21, 2003.  The weather margins will be effective on Monday, April 28, 2003.

The staff recommendations are listed  in the document below:

PB Requirements Changes

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