Chadv08275 - CME Group

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

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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 following products listed below. The rates are effective with the launch of the products on Tuesday, October 14^th.

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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