• Performance Bond Requirement Changes - Effective Monday, June 16, 2008

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 08-123
      • Notice Date
      • 13 June 2008
      • Effective Date
      • 16 June 2008
    •                                                                                                                                            
      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 changes will be effecting after the close of business on Monday, June 16, 2008.
       
       
       
      CME Index Futures Inter-Commodity Spreads
       
      The following spread ratio will change:
       
      Yen-based Nikkei (N1) vs. NIKKEI 225 Stock Index (NK)
       
      Old Ratio
      New Ratio
      1:1
      10:9
       
       
       

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