• Performance Bond Requirements: Equity Index, FX, and Interest Rates Intra-Commodity Spreads and Outright Margin Changes- Effective Wednesday, June 20, 2012

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-253
      • Notice Date
      • 19 June 2012
      • Effective Date
      • 20 June 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

      Wednesday, June 20, 2012.

      Current rates as of:

      Tuesday, June 19, 2012.

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