Performance Bond Requirements: Crude Oil and Power Outrights; Crude Oil Intra-Commodity Spreads; and Power Inter-Commodity Spread Credits- Effective Friday, June 3, 2011

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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, June 3, 2011.

Current rates as of:

Thursday, June 2, 2011.

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