• Performance Bond Requirements: Interest Rate Outrights -Effective Tuesday, January 17, 2012

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-020
      • Notice Date
      • 13 January 2012
      • Effective Date
      • 17 January 2012
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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, January 17, 2012.

      Current rates as of:

      Friday, January 13, 2012.

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