• Performance Bond Requriment Changes -- Effective Monday, September 22, 2008.

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 08-231
      • Notice Date
      • 19 September 2008
      • Effective Date
      • 22 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 product listed below. These margins will become effective with the launch of this product on Monday, September 22, 2008.
       
       
      CME Interest Rate Futures Outright Rates
       
      7 Year Interest Rate Swap (7I)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Spec
      N/A
      $2,430
      $1,800
      Hedge/Member
      N/A
      $1,800
      $1,800
       

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