• Performance Bond Requirement Changes – Effective Monday, May 11th, 2009

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-194
      • Notice Date
      • 08 May 2009
      • Effective Date
      • 11 May 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 Monday, May 11th, 2009.
       
       
      Inter Commodity Spread Credits
      CS:Y2 (1:1)
       
       
       
       
       
      Current
      New
      Rate Type
      Change
       
       
      Inter Commodity Spread Credit
      New
      N/A
      70%
      CL:Y2 (1:1)
       
       
       
       
       
      Current
      New
      Rate Type
      Change
       
       
      Inter Commodity Spread Credit
      New
      N/A
      70%
      Z2:CS (1:1)
       
       
       
       
       
      Current
      New
      Rate Type
      Change
       
       
      Inter Commodity Spread Credit
      Increase
      50%
      70%
      Z2:CL (1:1)
       
       
       
       
       
      Current
      New
      Rate Type
      Change
       
       
      Inter Commodity Spread Credit
      Increase
      50%
      70%
       

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