• Performance Bond Requirements: Crude Oil and Refined Products Outrights and Inter-Commodity Spread Credits - Effective Friday, February 3, 2012

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-049
      • Notice Date
      • 03 February 2012
      • Effective Date
      • 03 February 2012
    • 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, February 03, 2012.
       
      Current rates as of: