• Performance Bond Requirements-Effective Monday, May 4, 2009

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 09-186
      • Notice Date
      • 01 May 2009
      • Effective Date
      • 04 May 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 opening of business on Monday, May 4, 2009.
       
      CME Weather Futures Outright Rates
      Hiroshima Pacific Rim Monthly CAT (HJ)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      3.00%
      3.00%
      Customer Rate
      NA
      4.00%
      3.00%
       
       
      Hiroshima Pacific Rim CAT Seasonal Strip (HJJ)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      3.00%
      3.00%
      Customer Rate
      NA
      4.00%
      3.00%
       
      CME Weather Futures Intra-Commodity Spread Rates
       
      Hiroshima Pacific Rim Monthly CAT (HJ) - All Months 
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      20,000 Yen
      20,000 Yen
      Customer Rate
      NA
      27,000 Yen
      20,000 Yen
       
      Hiroshima Pacific Rim CAT Seasonal Strip (HJJ) - All Months 
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      NA
      20,000 Yen
      20,000 Yen
      Customer Rate
      NA
      27,000 Yen
      20,000 Yen
       

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