Chadv08-162 - CME Group

Performance Bond Requirement Changes - Effective Monday, July 28, 2008

- To
- Clearing Member Firms
- From
- CME Clearing
- #
- 08-162
- Notice Date
- 28 July 2008
- Effective Date
- 28 July 2008

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.

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 with the launch of these products today Monday, July 28, 2008.

CME Weather Futures Outright Rates

Colorado Springs Municipal Airport Weekly Average Temperature (WV3)

Rate Type	Change	New Initial	New Maintenance
4 Weeks to Expiration
Customer Rate	NA	$6,750	$5,000
Clearing/Member Rate	NA	$5,000	$5,000
3 Weeks to Expiration
Customer Rate	NA	$5,400	$4,000
Clearing/Member Rate	NA	$4,000	$4,000
2 Weeks to Expiration
Customer Rate	NA	$4,050	$3,000
Clearing/Member Rate	NA	$3,000	$3,000
1 Week to Expiration
Customer Rate	NA	$2,700	$2,000
Clearing/Member Rate	NA	$2,000	$2,000

Jacksonville International Airport Weekly Average Temperature (WVF)

Rate Type	Change	New Initial	New Maintenance
4 Weeks to Expiration
Customer Rate	NA	$6,750	$5,000
Clearing/Member Rate	NA	$5,000	$5,000
3 Weeks to Expiration
Customer Rate	NA	$5,400	$4,000
Clearing/Member Rate	NA	$4,000	$4,000
2 Weeks to Expiration
Customer Rate	NA	$4,050	$3,000
Clearing/Member Rate	NA	$3,000	$3,000
1 Week to Expiration
Customer Rate	NA	$2,700	$2,000
Clearing/Member Rate	NA	$2,000	$2,000

Little Rock Adams Field Airport Weekly Average Temperature (WVG)

Rate Type	Change	New Initial	New Maintenance
4 Weeks to Expiration
Customer Rate	NA	$6,750	$5,000
Clearing/Member Rate	NA	$5,000	$5,000
3 Weeks to Expiration
Customer Rate	NA	$5,400	$4,000
Clearing/Member Rate	NA	$4,000	$4,000
2 Weeks to Expiration
Customer Rate	NA	$4,050	$3,000
Clearing/Member Rate	NA	$3,000	$3,000
1 Week to Expiration
Customer Rate	NA	$2,700	$2,000
Clearing/Member Rate	NA	$2,000	$2,000

Los Angeles USC Campus Weekly Average Temperature (WVH)

Rate Type	Change	New Initial	New Maintenance
4 Weeks to Expiration
Customer Rate	NA	$5,400	$4,000
Clearing/Member Rate	NA	$4,000	$4,000
3 Weeks to Expiration
Customer Rate	NA	$4,050	$3,000
Clearing/Member Rate	NA	$3,000	$3,000
2 Weeks to Expiration
Customer Rate	NA	$2,700	$2,000
Clearing/Member Rate	NA	$2,000	$2,000
1 Week to Expiration
Customer Rate	NA	$1,350	$1,000
Clearing/Member Rate	NA	$1,000	$1,000

Raleigh Durham International Airport Weekly Average Temperature (WVK)

Rate Type	Change	New Initial	New Maintenance
4 Weeks to Expiration
Customer Rate	NA	$6,750	$5,000
Clearing/Member Rate	NA	$5,000	$5,000
3 Weeks to Expiration
Customer Rate	NA	$5,400	$4,000
Clearing/Member Rate	NA	$4,000	$4,000
2 Weeks to Expiration
Customer Rate	NA	$4,050	$3,000
Clearing/Member Rate	NA	$3,000	$3,000
1 Week to Expiration
Customer Rate	NA	$2,700	$2,000
Clearing/Member Rate	NA	$2,000	$2,000

Washington Reagan Airport Weekly Average Temperature (WVU)

Rate Type	Change	New Initial	New Maintenance
4 Weeks to Expiration
Customer Rate	NA	$6,750	$5,000
Clearing/Member Rate	NA	$5,000	$5,000
3 Weeks to Expiration
Customer Rate	NA	$5,400	$4,000
Clearing/Member Rate	NA	$4,000	$4,000
2 Weeks to Expiration
Customer Rate	NA	$4,050	$3,000
Clearing/Member Rate	NA	$3,000	$3,000
1 Week to Expiration
Customer Rate	NA	$2,700	$2,000
Clearing/Member Rate	NA	$2,000	$2,000

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Performance Bond Requirement Changes - Effective Monday, July 28, 2008