• Performance Bond Requirements - Agriculture, Coal, NGL, Refined Product, and Petroleum Spread Outrights; Crude Oil and Metal Intra Charges - Effective Friday, February 18, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-66
      • Notice Date
      • 17 February 2011
      • Effective Date
      • 18 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 Friday, February 18, 2011.
       
       
      Current rates as of:
      Thursday, February 17, 2011.
       
      TIER CHANGES FOR Golf Coast No 6 Fuel Oil Crack Swap (NY-MG)
      Note: The revisions are in bold.
        

      Tiers

      New

      Old

      1

      1st – 3rd Nearby

      All Months

      2

      Greater than 3rd Nearby

       

       

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

       

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