• Performance Bond Requirements: Crude Oil and Electricity Interproduct Spread Credits: Effective Friday, March 11, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-86
      • Notice Date
      • 10 March 2011
      • Effective Date
      • 11 March 2011
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated

      mailing list, go to




      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 11, 2011.


      Current rates as of:


      Thursday, March 10, 2011.


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