• FX, Interest Rate, and Equity Index, Outright Inter and Vol Scan changes - effective September 6, 2011

      • To
      • Clearing Member Firms;Chief Financial Officers;Back Office Managers;Margin Managers
      • From
      • CME Clearing
      • #
      • 11-312
      • Notice Date
      • 02 September 2011
      • Effective Date
      • 06 September 2011
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
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      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
      Tuesday, September 06, 2011.
      Current rates as of:
      Friday, September 02, 2011.

      For the full text of this advisory...