• Performance Bond Requirements: New Petroleum Cracks and Spreads Inter-Commodity Spread- Effective Monday, December 19, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-454
      • Notice Date
      • 16 December 2011
      • Effective Date
      • 19 December 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 at Intraday on

      Monday, December 19, 2011.

      Current rates as of:

      Friday, December 16, 2011.

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