• Natural Gas Basis Outrights and Crude Oil Inter-Commodity Spread Credits - effective August 1, 2011

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 11-269
      • Notice Date
      • 01 August 2011
      • Effective Date
      • 01 August 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
      Monday, August 01, 2011


      Current rates as of:
      Monday, August 01, 2011