Chadv09-14 - CME Group

Performance Bond Requirement Changes - Effective Tuesday January 13, 2009

- To
- Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
- From
- CME Clearing
- #
- 09-14
- Notice Date
- 12 January 2009
- Effective Date
- 13 January 2009

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, January 13^th, 2009.

CME Security Futures Outright Rates

Amphenol Corporation (APH)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	17.00%	17.00%
Customer Rate	NA	20.00%	20.00%

Cabot Oil & Gas Corporation (COG)

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

Dr. Pepper Snapple Group, Inc. (DPS)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	15.00%	15.00%
Customer Rate	NA	20.00%	20.00%

Da Vita Inc. (DVA)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	10.00%	10.00%
Customer Rate	NA	20.00%	20.00%

Fastenal Company (FAS)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	13.00%	13.00%
Customer Rate	NA	20.00%	20.00%

Flowserve Corporation (FLS)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	20.00%	20.00%
Customer Rate	NA	20.00%	20.00%

HCP, Inc. (HCP)

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

Harris Corporation (HRS)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	15.00%	15.00%
Customer Rate	NA	20.00%	20.00%

Life Technologies Corporation (LIF)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	14.00%	14.00%
Customer Rate	NA	20.00%	20.00%

The J.M. Smucker Company (SJ9)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	14.00%	14.00%
Customer Rate	NA	20.00%	20.00%

Scripps Networks Interactive, Inc. (SNI)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	30.00%	30.00%
Customer Rate	NA	30.00%	30.00%

Wisconsin Energy Corporation (WEC)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	7.00%	7.00%
Customer Rate	NA	20.00%	20.00%

DESTSPLY International Inc. (XRY)

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	11.00%	11.00%
Customer Rate	NA	20.00%	20.00%

CME Security Futures Intra-Commodity Spread Rates

Amphenol Corporation (APH)- All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Cabot Oil & Gas Corporation (COG) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Dr. Pepper Snapple Group, Inc. (DPS) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Da Vita Inc. (DVA) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Fastenal Company (FAS) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Flowserve Corporation (FLS) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

HCP, Inc. (HCP) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Harris Corporation (HRS) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Life Technologies Corporation (LIF) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

The J.M. Smucker Company (SJ9) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Scripps Networks Interactive, Inc. (SNI) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

Wisconsin Energy Corporation (WEC) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

DESTSPLY International Inc. (XRY) - All Months

Rate Type	Change	New Initial	New Maintenance
Clearing/Member Rate	NA	3.00%	3.00%
Customer Rate	NA	5.00%	5.00%

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Performance Bond Requirement Changes - Effective Tuesday January 13, 2009