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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 November 11th, 2008.
--CME Index Futures Outright Rates
--CME Index Futures Intra-Commodity Spread Rates
--CME Index Futures Inter-Commodity Spread Rates
--CBOT Stock Index Futures Outright Rates
--CBOT Stock Index Futures Intra-Commodity Spread Rates
--CBOT Stock Index Futures Inter-Commodity Spread Rates
--CME Currency Futures Outright Rates
--CME Currency Futures Intra-Commodity Spread Rates
--CME Currency Futures Inter-Commodity Spread Rates
--CME Agricultural Futures Intra-Commodity Spread Rates
--CME Agricultural Futures Inter-Commodity Spread Rates
--CME Forest Product Futures Intra-Commodity Spread Rates
--CBOT Agricultural Futures Outright Rates
--CBOT Agricultural Futures Intra-Commodity Spread Rates
--CBOT Agricultural Futures Inter-Commodity Spread Rates
--CBOT Metal Futures Outright Rates
--CBOT Metal Futures Inter-Commodity Spread Rates
--CBOT Energy Products Outright Rates
--CBOT Energy Products Intra-Commodity Spread Rates
For the full-text
of this advisory, please click here.
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