• Performance Bond Requirements - Power Tier Changes - Effective Friday, February 19, 2010

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 10-74
      • Notice Date
      • 18 February 2010
      • Effective Date
      • 19 February 2010

    • 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 Friday, February 19, 2010.

       

      TIER CHANGES FOR NYMEX PJM DAYTON DA PEAK (D7), NYISO ZONE J PEAK MONTHLY SWAP (KJ), NYISO ZONE J 5MW PEAK CALENDAR-MONTH DAY-AHEAD SWAP (D3), PJM NORTHERN ILLINOIS HUB PEAK CALENDAR-MONTH DAY-AHEAD SWAP (N3)

       

      Note: The revisions are in bold.

       

       

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

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