• Performance Bond Requirements-Effective August 25, 2009-CME Energy Futures Outright Rates

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 09-366
      • Notice Date
      • 24 August 2009
      • Effective Date
      • 25 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 changes are effective at the close of business on Tuesday, August 25, 2009.
       
      CME Energy Futures Outright Rates
       

      GASOIL 10PPM CARGOES CIF NWE V ICE GASOIL BALMO SWAP - (NYM-3V)

      – Tier 1
       
       
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      Increase
      $9,450
      $6,750
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      Increase
      $7,000
      $5,000
       
      GASOIL 10PPM CARGOES CIF NWE V ICE GASOIL BALMO SWAP - (NYM-3V)
       – Tier 2
       
       
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      New
      N/A
      $9,450
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      New
      N/A
      $7,000
       
      GASOIL 10PPM CARGOES CIF NWE V ICE GASOIL BALMO SWAP - (NYM-3V)
       – Tier 3
       
       
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      New
      N/A
      $6,750
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      New
      N/A
      $5,000
       
      GASOIL 10PPM CARGOES CIF NWE V ICE GASOIL BALMO SWAP - (NYM-3V)
       – Tier 4
       
       
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      New
      N/A
      $5,400
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      New
      N/A
      $4,000
       
      GASOIL 0.1 BARGES FOB RDAM V. ICE GASOIL BALMO SWAP - (NYM-6V)
       
       
       
      Rate Type
      Change
      Current
      New
      Non-Member Customer Initial Rate
      Decrease
      $8,100
      $4,050
      Clearing Member/Hedger/Member Initial & Maintenance Rate
      Decrease
      $6,000
      $3,000
       
       

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.