• Performance Bond Requirement Changes - Effective Monday, June 8th, 2009

      • To
      • Clearing Member Firms, Back Office Managers
      • From
      • CME Clearing
      • #
      • 09-242
      • Notice Date
      • 05 June 2009
      • Effective Date
      • 08 June 2009
    •  
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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 Monday, June 8th, 2009.
       
      CME Energy Futures Outright Rates
       
      PJM PECO Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures - (4N)
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      New
      N/A
      $2,363
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      New
      N/A
      $1,750
       
       
      PJM PECO Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures - (4P)
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      New
      N/A
      $135
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      New
      N/A
      $100
       
       
      CME Energy Futures Intra Spread Rates
       
      PJM PECO Zone 5 MW Peak Calendar-Month Day-Ahead LMP Swap Futures - (4N) - All Months
       
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      New
      N/A
      $270
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      New
      N/A
      $200
       
       

      PJM PECO Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Swap Futures - (4P) - All Months
        
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      New
      N/A
      $14
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      New
      N/A
      $10

       

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