• Performance Bond Requirements-Effective Thursday, September 4, 2008

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers, Margin Managers
      • From
      • CME Clearing
      • #
      • 08-208
      • Notice Date
      • 03 September 2008
      • Effective Date
      • 04 September 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 Thursday, September 4, 2008.
       
      CME Currency Futures Outright Rates
       
      Australian Dollar (AD)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $2,025
      $1,500
      $2,700
      $2,000
      Hedge/Member
      Increase
      $1,500
      $1,500
      $2,000
      $2,000
       
      British Pound (BP)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $2,025
      $1,500
      $2,295
      $1,700
      Hedge/Member
      Increase
      $1,500
      $1,500
      $1,700
      $1,700
       


      FXMS Currency Spot Outright Rates
       
      Australian Dollar Spot (AUDUS)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $2,025
      $1,500
      $2,700
      $2,000
      Hedge/Member
      Increase
      $1,500
      $1,500
      $2,000
      $2,000
       
      British Pound Spot (GBPUS)
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Spec
      Increase
      $2,025
      $1,500
      $2,295
      $1,700
      Hedge/Member
      Increase
      $1,500
      $1,500
      $1,700
      $1,700
       

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