Performance Bond Requirement Changes: Effective Tuesday, July 7, 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 Tuesday, July 7, 2009.

MARGIN CHANGES FOR:

NATURAL GAS FUTURES (NG)

HENRY HUB SWAP FUTURES (NN)

NATURAL GAS PENULTIMATE (HP)

NATURAL GAS  LAST DAY (HH)

GLOBEX NATURAL GAS miNY™ FUTURES (QG)

HENRY HUB SWING SWAP FUTURES (SN)

HENRY HUB PENULTIMATE SWAP (NP) CONTRACTS

Note: Rates are in terms of NG, HP, HH, & SN contract size. Contracts for NN, NP, and QG are ¼ of the size.

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