• Performance Bond Requirements- Electricity and Petroleum Spread Outrights; Metals, Natural Gas, and Petroleum Spread Intra Charges; and Crude Oil Inter Credits - Effective Friday, February 4, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-44
      • Notice Date
      • 03 February 2011
      • Effective Date
      • 04 February 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, February 04, 2011.
       
      Current rates as of:
      Thursday, February 03, 2011.
       

       

       TIER CHANGES FOR Gold Futures (CX-GC) and Silver Futures (CX-SI)

      Note: The revisions are in bold
      .

      Tiers

       
      New
      Old
      3
      7th – 12th Nearby
      Greater than 6th Nearby
      4
      Greater than 12th Nearby

       

      TIER CHANGES FOR Singapore 180cst Fuel Oil vs. 380cst Fuel Oil Spread Swap Futures (NY-SD) Note: The revisions are in bold
      　
       
      .

      Tiers

       
      New
      Old
      1
      1st – 2nd Nearby
      All Months
      2
      Greater than 2nd Nearby

       

       

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