• Performance Bond Requirements: Equity, Interest Rates, and FX Inter-Commodity Spread Credits- Effective Tuesday, April 24, 2012

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-168
      • Notice Date
      • 23 April 2012
      • Effective Date
      • 24 April 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, April 24, 2012.

      Current rates as of:

      Monday, April 23, 2012.

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