• Performance Bond Requirement Changes – Effective Wednesday, July 1, 2009

      • To
      • Clearing Member Firms and Back Office Managers
      • From
      • CME Clearing
      • #
      • 09-273
      • Notice Date
      • 25 June 2009
      • Effective Date
      • 26 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 Notices listserver.
       

      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 with the close of business on Wednesday, July 1, 2009.

       

      ·         CME Energy Futures Outright Tiers & Rates

      o    NYMEX Division Crude Oil Futures Contract (CL), Financial Crude Oil Contract (WS), and Crude Oil Calendar Swap (CS)

      ·         CME Energy Futures Intra-commodity Tiered Spread Rates

      o    Crude Oil Futures Contract (CL), Financial Crude Oil Contract (WS), and Crude Oil Calendar Swap (CS)

      ·         CME Energy Futures Intra-commodity Series Specific Spread Rates

      o    Crude Oil Futures Contract (CL), Financial Crude Oil Contract (WS), and Crude Oil Calendar Swap (CS)  

      ·         CME Energy Futures Intra-commodity Consecutive Month Spread Rates

      o    Crude Oil Futures Contract (CL), Financial Crude Oil Contract (WS), and Crude Oil Calendar Swap (CS)

       

       

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

       

       

       

       

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