• Performance Bond Requirements: Equity Index, FX, and Interest Rate Outrights; Environmental, Ethanol, Freight, and Natural Gas Intra-Commodity Spread Charges - Effective Tuesday, October 23, 2012

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-452
      • Notice Date
      • 18 October 2012
      • Effective Date
      • 23 October 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, October 23, 2012.

      Current rates as of:

      Thursday, October 18, 2012.



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