Performance Bond (Margin) Advisory Notices
To Clearing Member Firms
From CME Clearing
Subject Performance Bond Requirement Changes -- Effective Wednesday, October 8th, 2008
Notice Date 2008-10-07
Notice Number 08-269
Effective Date 2008-10-08

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 on Wednesday, October 8th.

 

 

                    --CME Interest Rate Futures Outright Rates
                    --CBOT Interest Rate Futures Outright Rates
                    --CME Agricultural Futures Outright Rates

 

 

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