• Performance Bond Requirements: New Product CME Variance Futures - Effective Monday, June 3, 2013

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 13-256
      • Notice Date
      • 31 May 2013
      • Effective Date
      • 03 June 2013
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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

      Monday, June 3, 2013.



      This is a new product advisory for CME Variance Futures. Performance Bonds/Margins on these contracts will change on a daily basis, this advisory is designed to be indicative of current rates.

      Rates will be published daily on our Performance Bond/Margin page at


      Should you have any questions please contact the Clearing House Risk Staff at (312) 648-3888




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