• Performance Bond Requirement Changes -- Effective Wednesday, October 8th, 2008

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 08-269
      • Notice Date
      • 08 October 2008
      • Effective Date
      • 08 October 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 Wednesday, October 8th.

      --CME Interest Rate Futures Outright Rates
      --CBOT Interest Rate Futures Outright Rates
      --CME Agricultural Futures Outright Rates

       

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