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

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-189
      • Notice Date
      • 02 June 2011
      • Effective Date
      • 03 June 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.