• Performance Bond Requirements: Crude Oil, Electricity, Equity Index, NGLs, and Refined Products Outrights; Interest Rates Intra-Commodity Spread Charges; Refined Products Inter-Commodity Spread Credits; FX Volatility Scans - March 6, 2015

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 15-068
      • Notice Date
      • 05 March 2015
      • Effective Date
      • 06 March 2015
    • To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to


      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

      Friday, March 06, 2015.

      Current rates as of:

      Thursday, March 05, 2015


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