Performance Bond Requirement Changes: Effective Friday, July 10, 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 Friday, July 10, 2009.

Products affected are:

·         CME Energy Futures Outright Rates

·         CME Energy Futures Intra Spread Rates

·         CME Energy Futures Inter Spread Rates

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