• Performance Bond Requirements: Natural Gas Basis Outrights and Intra-Commodity Spreads- Effective Monday, June 27, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-225
      • Notice Date
      • 27 June 2011
      • Effective Date
      • 27 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


      Monday, June 27, 2011.


      Current rates as of:


      Monday, June 27, 2011.

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