• ERIS Interest Rate Swap Futures Calendar Spreads and Inter Commodity Spreads - Effective Friday, December 7, 2012

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-533
      • Notice Date
      • 07 December 2012
      • Effective Date
      • 07 December 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
      Friday, December 07, 2012

       Current rates as of:

      Friday, December 07, 2012



       For the full text of this advisory...