• Performance Bond Requirements: FX Outrights; Agriculture and Interest Rates Intra-Commodity Spread Charges - Effective Wednesday, December 26, 2012

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-557
      • Notice Date
      • 21 December 2012
      • Effective Date
      • 26 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

      Wednesday, December 26, 2012.

      Current rates as of:

      Friday, December 21, 2012.



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