Performance Bond Requirements - NYMEX NGL and Petroleum Products Outright and Intra rates and COMEX Rate Changes - Effective Tuesday, December 15, 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 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 after the close of business on

Tuesday, December 15, 2009

Current rates as of:

Monday, December 14, 2009

In this current advisory there are changes to the Volatility Scan Range.  Below are descriptions of what the change affects:

The volatility scan range is the change in implied volatility that is used in each of SPAN’s 16 scenarios.

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