• Performance Bond Requirements-Effective Tuesday, August 18, 2009

      • To
      • Clearing Member Firms; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 09-355
      • Notice Date
      • 18 August 2009
      • Effective Date
      • 18 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 18, 2009.
       
      CME Energy Futures Outright Rates
       
      Mont Belvieu LDH Propane 5 Decimals (OPIS) Swap (NYM-B0)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      New
      $4,500
      $4,500
      Customer Rate
      New
      $6,075
      $4,500
       
      Mont Belvieu Ethane 5 Decimals (OPIS) Swap (NYM-C0)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      New
      $2,500
      $2,500
      Customer Rate
      New
      $3,375
      $2,500
       


      Mont Belvieu Normal Butane 5 Decimals (OPIS) Swap (NYM-D0)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      New
      $5,500
      $5,500
      Customer Rate
      New
      $7,425
      $5,500
       
       
      CME Energy Futures Intra Spread Rates
       
      Mont Belvieu LDH Propane 5 Decimals (OPIS) Swap (NYM-B0)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      New
      $250
      $250
      Customer Rate
      New
      $338
      $250
       
      Mont Belvieu Ethane 5 Decimals (OPIS) Swap (NYM-C0)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      New
      $650
      $650
      Customer Rate
      New
      $878
      $650
       
      Mont Belvieu Normal Butane 5 Decimals (OPIS) Swap (NYM-D0)
       
      Rate Type
       
      Change
      New
      Initial
      New
      Maintenance
      Clearing/Member Rate
      New
      $850
      $850
      Customer Rate
      New
      $1,148
      $850
       

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