• Performance Bond Requirements - Natural Gas Basis Intercommodity Credit Changes - Effective Tuesday, December 29, 2009

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 09-588
      • Notice Date
      • 28 December 2009
      • Effective Date
      • 29 December 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 will be effective after the close of business on


      Tuesday, December 29, 2009.


      Current rates as of:


      Monday, December 28, 2009.



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