• Revised to reflect changes for Volatility Scan Ranges - Performance Bond Requirement Changes - Effective Friday, October 17, 2008

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 08-281
      • Notice Date
      • 16 October 2008
      • Effective Date
      • 17 October 2008
    • TO:                  Clearing Member Firms
                              Chief Financial Officers
                              Back Office Managers
                              Margin Managers
       
      FROM:            CME Clearing
       
      SUBJECT:      Revised - Performance Bond Requirement Changes - Effective Friday, October 17, 2008
                              Volatility Scan Range Changes
       
      DATE:             Thursday, October 16th, 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 after the close of business  on Friday, October 17th, 2008.

       

       

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

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