• Performance Bond Requirements: Energy Outrights; FX, Interest Rates Intra-commodity Spread Charges; Energy, Metals Inter-commodity Spread Credits - Effective Monday, December 19, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-453
      • Notice Date
      • 16 December 2011
      • Effective Date
      • 19 December 2011
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html 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, December 19, 2011.
      Current rates as of:
      Friday, December 16, 2011.

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