• Performance Bond Requirements - Effective Thursday, July 30th

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-322
      • Notice Date
      • 29 July 2009
      • Effective Date
      • 30 July 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.

      • CME INTEREST RATE FUTURES - Outright Rates
      • CME INTEREST RATE FUTURES - Intra Spreads

      The rates will be effective after the close of business on Thursday, July 30, 2009.


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