• Performance Bond Requirement Changes -- Effective June 11, 2009

      • To
      • Clearing Member Firms, Chief Financial Officers, Back Office Managers, and Margin Managers
      • From
      • CME Clearing
      • #
      • 09-246
      • Notice Date
      • 10 June 2009
      • Effective Date
      • 11 June 2009
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html and subscribe to the Performance Bond Rates Advisory Notice listserver.
       

       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.

      1. CBOT STOCK INDEX FUTURES - Inter-commodity Spread Rates
      2. CME CURRENCY FUTURES - Inter-commodity Spread Rates
      3. CME INDEX FUTURES - Inter-commodity Spread Rates
      4. CBOT STOCK INDEX FUTURES - Volatility Scan (volScan) Rate
      5. CME INDEX FUTURES - Volatility Scan (volScan) Rate
       The rates will be effective after the close of business on Thursday, June 11, 2009. Current rates as of: Wednesday, June 10, 2009.

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

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