• Performance Bond Requirement Changes – Effective Thursday, May 21st, 2009

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-212
      • Notice Date
      • 20 May 2009
      • Effective Date
      • 21 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 Thursday, May 21st, 2009.
       
       
      CME Energy Futures Inter Spread Rates
       
      +MP:-GX - (15:2)
      Rate Type
      Change
      Current
      New
      Inter Commodity Spread Credit
      New
      N/A
      70%
      +HO:-GX - (15:2)
      Rate Type
      Change
      Current
      New
      Inter Commodity Spread Credit
      New
      N/A
      70%
      +L1:-NG - (2:1)
      Rate Type
      Change
      Current
      New
      Inter Commodity Spread Credit
      New
      N/A
      60%
      +L1:-NN - (8:1)
      Rate Type
      Change
      Current
      New
      Inter Commodity Spread Credit
      New
      N/A
      60%

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