• Performance Bond Requirement Changes - Effective Monday, February 23, 2009

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 09-64
      • Notice Date
      • 20 February 2009
      • Effective Date
      • 23 February 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 launch of the products on Monday, February 23rd, 2009.
       
       
      CME Weather Futures Outright Rates
       
      Bankstown Sydney HDD Futures (2F)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      8.00%
      6.00%
      Clearing/Member Rate
      NA
      6.00%
      6.00%
       
      Bankstown Sydney HDD Seasonal Strip Futures (2FJ)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      8.00%
      6.00%
      Clearing/Member Rate
      NA
      6.00%
      6.00%
       
      Brisbane HDD Futures (3F)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      17.50%
      13.00%
      Clearing/Member Rate
      NA
      13.00%
      13.00%
       
       
       
      Brisbane HDD Seasonal Strip Futures (3FJ)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      17.50%
      13.00%
      Clearing/Member Rate
      NA
      13.00%
      13.00%
       
      Melbourne Regional HDD Futures (4F)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      8.00%
      6.00%
      Clearing/Member Rate
      NA
      6.00%
      6.00%
       
      Melbourne Regional HDD Seasonal Strip Futures (4FJ)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      8.00%
      6.00%
      Clearing/Member Rate
      NA
      6.00%
      6.00%
       
      Bankstown Sydney CDD Futures (6T)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      12.00%
      9.00%
      Clearing/Member Rate
      NA
      9.00%
      9.00%
       
      Bankstown Sydney CDD Seasonal Strip Futures (6TF)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      12.00%
      9.00%
      Clearing/Member Rate
      NA
      9.00%
      9.00%
       


       
       
      Brisbane CDD Futures (7T)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      8.00%
      6.00%
      Clearing/Member Rate
      NA
      6.00%
      6.00%
       
      Brisbane CDD Seasonal Strip Futures (7TF)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      8.00%
      6.00%
      Clearing/Member Rate
      NA
      6.00%
      6.00%
       
      Melbourne Regional CDD Futures (8T)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      17.50%
      13.00%
      Clearing/Member Rate
      NA
      13.00%
      13.00%
       
      Melbourne Regional CDD Seasonal Strip Futures (8TF)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Customer Rate
      NA
      17.50%
      13.00%
      Clearing/Member Rate
      NA
      13.00%
      13.00%
       
       

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