• Performance Bond Requirements- Agriculture, Crude Oil, Electricity, Metals, Natural Gas, and Petroleum Product Outrights - Effective Friday, March 4, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-79
      • Notice Date
      • 03 March 2011
      • Effective Date
      • 04 March 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, March 04, 2011.
       
      Current rates as of:
       
      Thursday, March 03, 2011.

       .

      TIER CHANGES FOR BRENT-DUBAI (PLATTS) SWAP FUTURES (NY-BK)

      Note: The revisions are in bold

      Tiers

      New

      Old

      3

      4th – 8th Nearby

      Greater than 4th Nearby

      4

      Greater than 8th Nearby

       

       

       

       

       

       

       

       

       

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