• Performance Bond Requirement Changes -- Effective Friday, April 24th, 2009

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-167
      • Notice Date
      • 23 April 2009
      • Effective Date
      • 24 April 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.
       
      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, April 24th, 2009.

       

       

      CME Security Futures Outright Rates

       
      Life Partners Holdings, Inc. (LPH)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      28.00%
      28.00%
      Customer Rate
      NA
      28.00%
      28.00%
       
       
      RSC Holdings, Inc. (RRR)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      28.00%
      28.00%
      Customer Rate
      NA
      28.00%
      28.00%
       
      CME Security Futures Intra-Commodity Spread Rates
       
      Life Partners Holdings, Inc. (LPH) - All Months 
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      3.00%
      3.00%
      Customer Rate
      NA
      5.00%
      5.00%
       
      RSC Holdings, Inc. (RRR) - All Months 
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      3.00%
      3.00%
      Customer Rate
      NA
      5.00%
      5.00%