• Performance Bond Requirement Changes - Effective Friday, January 23, 2009

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 09-34
      • Notice Date
      • 22 January 2009
      • Effective Date
      • 23 January 2009
    •  
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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 at the close of business on Friday, January 23rd, 2009.
       
      MARGIN RATE CHANGES FOR ANNUAL NOX EMISSION ALLOWANCE-VINTAGE 2009-FUTURES (WW), ANNUAL NOX EMISSION ALLOWANCE-VINTAGE 2010-FUTURES (YP), ANNUAL NOX EMISSION ALLOWANCE-VINTAGE 2012-FUTURES (YR).
       
      Note: The revised margins are in bold
       
       
      NYMEX Clearinghouse Outright (Scan) Margins on WW,YP, and YR
       
      Clearing Member / Maintenance Margin
      Member Customer Initial Margin
      Non-Member Customer Initial Margin
       
      New
      Old
      New
      Old
      New
      Old
      WW
      $7,500
      $5,000
      $8,250
      $5,500
      $10,125
      $6,750
      YP
      $3,000
      $2,000
      $3,300
      $2,200
      $4,050
      $2,700
      YR
      $5,200
      $2,500
      $5,720
      $2,750
      $7,020
      $3,375
       

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