• Performance Bond Requirement Changes - New NGL APOs Launching 10/12/09

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 09-437
      • Notice Date
      • 09 October 2009
      • Effective Date
      • 12 October 2009
    •  

      To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
       
       
      and subscribe to the Performance Bond Rates Advisory Notice 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 will be effective with the launch of these products on:
       
      Monday October 12, 2009

       

      Volatility Scans and Short Option Minimums

       

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