Chadv08-294 - CME Group

Performance Bond Requirements - Effective Monday, October 27, 2008

- To
- Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
- From
- CME Clearing
- #
- 08-294
- Notice Date
- 27 October 2008
- Effective Date
- 27 October 2008

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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 with the launch of the product on Monday, October 27^th, 2008.

CME Index Futures Outright Rates

S&P 500 Index (EURO) (EME)

Rate Type	Change	New Initial	New Maintenance
Spec	NEW	EUR5,625	EUR4,500
Hedge/Member	NEW	EUR4,500	EUR4,500

CME Index Futures Intra-Commodity Spread Rates

S&P 500 Index (EURO) (EME) - All Months

Rate Type	Change	New Initial	New Maintenance
Spec	NEW	EUR38	EUR30
Hedge/Member	NEW	EUR30	EUR30

CME Index Futures Inter-Commodity Spread Rates

S&P 500 Index (EURO) (EME) vs. E-Mini S&P 500 (ES) (10:13)

Rate Type	Change	New Initial	New Maintenance
Spread Credit Rate	NEW	99.00%	99.00%

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