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 at the close of business on Monday, September 22, 2008.
CME Interest Rate Futures Outright Rates
CME Interest Rate Futures Intra-Commodity Spread Rates
CBOT Interest Rate Futures Outright Rates