Performance Bond Requirements: REVISED: Petroleum Outrights; Interest Rate Intra-Commodity Spread Rates; FX Inter-Commodity Spread Credits- Effective Monday, January 23, 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

Monday, January 23, 2012.

Current rates as of:

Friday, January 20, 2012. 

This advisory is a revised version of advisory notice #: 12-029 – “Petroleum Outrights; Interest Rate Intra-Commodity Spread Rates; FX Inter-Commodity Spread Credits” sent out Friday, January 20, 2012. Only revisions are to the Eurodollar Intra-Commodity Rates for Eurodollar Double Butterfly. The rest of the advisory remains the same as Friday’s.

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