• Performance Bond Requirement Changes- Effective Tuesday, October 14th

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 08-275
      • Notice Date
      • 13 October 2008
      • Effective Date
      • 14 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 with the launch of the products on Tuesday, October 14th.
       
       
      CME Security Futures Outright Rates
       
      Arbor Realty Trust, Inc. (ABR)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      19.00%
      19.00%
      Customer Rate
      NA
      20.00%
      20.00%
       
       
      AmTrust Financial Services, Inc. (AFS)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      10.00%
      10.00%
      Customer Rate
      NA
      20.00%
      20.00%
       
       
      Allied Capital Corporation (ALD)

       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      21.00%
      21.00%
      Customer Rate
      NA
      21.00%
      21.00%

       

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