Performance Bond Requirement Changes -- Effective Tuesday, September 23rd, 2008

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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 Tuesday, September 23, 2008.

 -- CME Interest Rate Futures Intra-Commodity Spread Rates

For the full-text of this advisory, please click here.