• Performance Bond Requirements: CME OTC Credit Default Swaps- Effective Friday, September 23, 2011

      • To
      • Clearing Member Firms, Chief Financial Officers, Back Office Managers, Margin Managers
      • From
      • CME Clearing
      • #
      • 11-337
      • Notice Date
      • 20 September 2011
      • Effective Date
      • 23 September 2011
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to


      and subscribe to the Performance Bond Rates Advisory Notice listserver.

      As per its normal review of overall margin rates, 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, September 23, 2011.

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