• Performance Bond Requirement Changes -- Effective Tuesday, June 2nd, 2009

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-228
      • Notice Date
      • 27 May 2009
      • Effective Date
      • 02 June 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.
       
      Effective with the close of business on Tuesday, June 2nd, 2009, the following changes will apply.
       
       
      Consistent with the weight of Span Extreme Scenarios 15 & 16 for Nymex & Comex products, the weight will change from 0.32 to 0.33 for CME & CBOT products. Below are examples of the previous and new Scenarios.
       
       
      Extreme Scan Range Move
      Current
      New
      Price Multiplier
      3
      3
      Weight
      0.32
      0.33
       

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