• Performance Bond Requirement Changes -- Effective Friday, November 7th, 2008

      • To
      • Clearing Member Firms, Chief Financial Officers, Back Office Managers, Margin Managers
      • From
      • CME Clearing
      • #
      • 08-326
      • Notice Date
      • 06 November 2008
      • Effective Date
      • 07 November 2008

    • 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 from Friday, November 7, 2008 (close of business).

      --TCO Natural Gas Index Swap
      --TETCO STX Natural Gas Index Swap
      --Tennessee Zone 0 Natural Gas Index Swap
      --Transco Zone 3 Natural Gas Index Swap
      --Tennessee 500 Leg Natural Gas Index Swap
      --Michcon Natural Gas Index Swap
      --CIG Rockies Natural Gas Index Swap

       

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

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