• Performance Bond Requirement Changes -- Effective Thursday, January 29th, 2009

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 09-40
      • Notice Date
      • 29 January 2009
      • Effective Date
      • 29 January 2009
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      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, January 29th, 2009.

      --NATURAL GAS FUTURES (NG)
      --HENRY HUB SWAP FUTURES (NN)
      --NATURAL GAS PENULTIMATE (HP)
      --NATURAL GAS  LAST DAY (HH)
      --GLOBEX NATURAL GAS miNY™ FUTURES (QG)
      --HENRY HUB SWING SWAP FUTURES (SN)
      --HENRY HUB PENULTIMATE SWAP (NP) CONTRACTS

       

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