• Performance Bond Requirement Changes -- Effective Monday, August 25th, 2008.

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 08-195
      • Notice Date
      • 22 August 2008
      • Effective Date
      • 25 August 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 at the close of business on Monday, August 25th, 2008.
       
       
      CME Currency Futures Outright Rates
       
      British Pound (BP)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $1,890
      $1,400
      $2,025
      $1,500
      Hedge/Member
      Increase
      $1,400
      $1,400
      $1,500
      $1,500
       
      Canadian Dollar (CD)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $1,755
      $1,300
      $2,025
      $1,500
      Hedge/Member
      Increase
      $1,300
      $1,300
      $1,500
      $1,500
       
      Cross Rate Euro FX /Polish Zloty (Z)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      EUR1,890
      EUR1,400
      EUR2,160
      EUR1,600
      Hedge/Member
      Increase
      EUR1,400
      EUR1,400
      EUR1,600
      EUR1,600
       
       
       
      Polish Zloty (PZ)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $4,050
      $3,000
      $4,725
      $3,500
      Hedge/Member
      Increase
      $3,000
      $3,000
      $3,500
      $3,500
       
       
      British Pound Spot (GBPUS)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $1,890
      $1,400
      $2,025
      $1,500
      Hedge/Member
      Increase
      $1,400
      $1,400
      $1,500
      $1,500
       
      Canadian Dollar Spot (USDCA)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      CAD1,870
      CAD1,385
      CAD2,120
      CAD1,570
      Hedge/Member
      Increase
      CAD1,385
      CAD1,385
      CAD1,570
      CAD1,570
       

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