• Performance Bond Requirements - CME Interest Rates Inter-Spread Changes - Effective Friday, February 19, 2010

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 10-70
      • Notice Date
      • 18 February 2010
      • Effective Date
      • 19 February 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, February 19, 2010.




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