• Performance Bond Requirements: Refined Product Intra-Commodity Spread Charges; Coal, Ethanol, Freight, Metals, Natural Gas, and NGL Inter-Commodity Spread Credits- Effective Monday, September 26, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-340
      • Notice Date
      • 22 September 2011
      • Effective Date
      • 26 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 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, September 26, 2011.

      Current rates as of:

      Thursday, September 22, 2011.

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