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 new product offering of Cleared Interest Rate Swaps. For more information on this new product offering, please go to: http://www.cmegroup.com/clearedswapsThe changes will be effective September 2, 2008.
For the full text of this advisory...