• Performance Bond Requirements: Coal, Electricity, Interest Rates, Metals, and Natural Gas Outrights; Agriculture, Crude Oil, Interest Rates, and Refined Products Intra-Commodity Spread Charges and Ratios; Environmental Inter-Commodity Spread Credits; FX and Natural Gas Volatility Scans- March 20, 2015

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 15-084
      • Notice Date
      • 19 March 2015
      • Effective Date
      • 20 March 2015

    • 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

      Friday, March 20, 2015.

      Current rates as of:

      Thursday, March 19, 2015

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

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