• Performance Bond Requirements: Nymex Electricity and Petroleum Spread Outrights; DME Crude Oil, Nymex Crude Oil, and Metals Intra Charges; Coal, Natural Gas, and NGL Intercommodity Credits- Effective Friday, March 18, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-96
      • Notice Date
      • 17 March 2011
      • Effective Date
      • 18 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 18, 2011.

       

      Current rates as of:

       

      Thursday, March 17, 2011.

       

      TIER CHANGES FOR JET CARGOES (PLATTS) CIF NWE VS. GASOIL FUTURES SWAP (NY-JC) and JET BARGES (PLATTS) FOB RDAM VS. GASOIL FUTURES SWAP (NY-JR)

      Note: The revisions are in bold.

       

      Tiers

      New

      Old

      1

      1st Nearby

      All Months

      2

      2nd Nearby

      		  

      3

      Greater than 2nd Nearby

      		  

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

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