• 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
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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


      Tuesday, February 15, 2011.


      Current rates as of:


      Monday, February 14, 2011.


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