• Performance Bond Requirements: Interest Rate Inter-Commodity Spreads- Effective Wednesday, December 28, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-472
      • Notice Date
      • 27 December 2011
      • Effective Date
      • 28 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 after the close of business on

      Wednesday December 28, 2011.

      Current rates as of:

      Tuesday, December 27, 2011.

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