• Performance Bond Requirements: Interest Rate Outrights and Natural Gas Intraspreads - Effective Friday, December 3, 2010

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 10-485
      • Notice Date
      • 02 December 2010
      • Effective Date
      • 03 December 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, December 3, 2010.


      Current rates as of:


      Thursday, December 2, 2010.


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