• Performance Bond Requirement Changes -- Effective Wednesday, May 13th, 2009

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-202
      • Notice Date
      • 12 May 2009
      • Effective Date
      • 13 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 Notice 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 will be effective after the close of business on Wednesday, May 13, 2009. Current rates as of: Tuesday, May 12, 2009.

      • CME INTEREST RATE FUTURES - Intra Spreads


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