• Performance Bond Requirement Changes - Effective Thursday, October 30, 2008

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 08-304
      • Notice Date
      • 30 October 2008
      • Effective Date
      • 30 October 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 after the close of business Thursday, October 30th, 2008.
       
      CME Currency Futures Outright Rates
       
      Cross Rate Canadian Dollar/Japanese Yen (CY)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Speculative
      Increase
      ¥1,350,000
          ¥1,000,000
      ¥1,485,000
      ¥1,100,000
      Hedge/Member
      Increase
      ¥1,000,000
      ¥1,000,000
      ¥1,100,000
      ¥1,100,000

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