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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 products listed
below. These margins will become effective at the close of
business on
Monday, September 22, 2008.
CME Interest Rate Futures Outright Rates
CME Interest Rate Futures Intra-Commodity Spread Rates
CBOT Interest Rate Futures Outright Rates
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