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

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-236
      • Notice Date
      • 01 June 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 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.

      • CBOT INTEREST RATE FUTURES - Inter-commodity Spread Rates

      The rates will be effective after the close of business on Tuesday, June 02, 2009.


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