• Performance Bond Requirements: CME-Equity Index Intra Charges- Effective Tuesday, February 15, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-62
      • Notice Date
      • 14 February 2011
      • Effective Date
      • 15 February 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

       

      Tuesday, February 15, 2011.

       

      Current rates as of:

       

      Monday, February 14, 2011.

       

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