• Performance Bond Requirements: Electricity, FX, Natural Gas, NGLs, and Refined Products Outrights; Environmental Intra-Commodity Spread Charges; Natural Gas Volatility Scans- Effective Monday, April 21, 2014

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 14-161
      • Notice Date
      • 17 April 2014
      • Effective Date
      • 21 April 2014
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to http://www.cmegroup.com/newsletter/web2lead/web2sf‑old.html and subscribe to the Performance Bond Rates Advisory Notice listserver.

      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, April 21, 2014.

       Current rates as of:

       Thursday, April 17, 2014.

       

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