Performance Bond (Margin) Advisory Notices
To Clearing Member Firms, Back Office Managers
From CME Clearing
Subject Performance Bond Requirement Changes -- Effective Friday, October 24th
Notice Date 2008-10-23
Notice Number 08-290
Effective Date 2008-10-24

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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 following products listed below. The rates are effective at the close of business on Friday, October 24th, 2008.

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

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