• Performance Bond Requirements - Natural Gas Outrights, Intraspreads, and Volatility Scans - Effective Tuesday, June 28, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-227
      • Notice Date
      • 28 June 2011
      • Effective Date
      • 28 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 Tuesday, June 28, 2011.
       
      Current rates as of:
      Tuesday, June 28, 2011.
       
       TIERS FOR SOCAL PIPE SWAP (NY-XN)

       

                                                              NY-XN Tiers

      Tiers

      New

      Old

      1

      1st Month

      All Months

      2

      2nd Month

       

      3

      Months 3 - 6

       

      4

      Months 7 - 12

       

      5

      Months 13+

       

       

       

       

       

       

       

       

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

       

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