• Performance Bond Requirements-Effective Monday, August 10, 2009-CME Energy Futures Super-Intercommodity Scanning Based Spread Rates

      • To
      • Clearing Member Firms; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 09-347
      • Notice Date
      • 11 August 2009
      • Effective Date
      • 10 August 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 at the close of business on August 10, 2009.
       
      CME Energy Futures Super-Intercommodity Scanning BasedSpread Rates
       
      Super Scan: Natural Gas (NG) vs. Natural Gas Financial (HP) vs. Natural Gas (NN) - All Months 
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
      Customer Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
       
      Super Scan: Crude Oil (CL) vs. Crude Oil Financial (WS) vs. Crude Oil (CS) - All Months 
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
      Customer Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
       
      Super Scan: Heating Oil (HO) vs. Heating Oil Financial (BH) vs. Heating Oil (MP) - All Months 
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
      Customer Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
       
      Super Scan: RBOB (RB) vs. RBOB Financial (RT) vs. RBOB (RL) - All Months 
       
      Rate Type
       
      Change
      Current
      Initial
      Current
      Maintenance
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
      Customer Rate
      Increase
      98.00%
      98.00%
      99.00%
      99.00%
       
      Super scanning based spreads will occur when any combination of two or more of the legs are in a portfolio.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.