• Performance Bond Requirement Changes - Effective Tuesday, December 23, 2008

      • To
      • Clearing Member Firms;Chief Financial Officers;Bakc Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 08-406
      • Notice Date
      • 22 December 2008
      • Effective Date
      • 23 December 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 on Tuesday, December 23rd, 2008.
       
       
      CME Commodity Futures Inter-Spread Credit Rates
       
      S&P GSCI (GI) vs. Dow Jones AIG Excess Return (70)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      70.00%
      70.00%
      Customer Rate
      NA
      70.00%
      70.00%
       
       
      S&P GSCI Excess Return (GA) vs. Dow Jones AIG Excess Return (70)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      70.00%
      70.00%
      Customer Rate
      NA
      70.00%
      70.00%
       
       
       

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