• Performance Bond Requirements - NYMEX Crude Oil, Petroleum Products, and Petroleum Spreads Outrights - Effective Friday, May 21, 2010

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 10-215
      • Notice Date
      • 20 May 2010
      • Effective Date
      • 21 May 2010

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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 Friday, May 21, 2010.

       

      Current rates as of:

      Thursday, May 20, 2010.

       

       
      TIER CHANGES FOR WTI - BRENT CALENDAR SWAP (BK)
      Note: The revisions are in bold.
       
      BK Tiers
      Tiers
      New
      Old
      1
      1st Nearby
      All Months
      2
      2nd Nearby - 4th Nearby
      3
      Greater than 4th Nearby
       
       
       
       

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

       

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