• Performance Bond Requirements: Equity Index, FX, Interest Rates, and Refined Products Outrights; Agriculture Intra-Commodity Spread Charges; Refined Products Inter-Commodity Spread Credits; FX and Equity Volatility Scans and Refined Products Splitting Methodologies - July 1, 2015

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 15-182
      • Notice Date
      • 30 June 2015
      • Effective Date
      • 01 July 2015

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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, July 01, 2015.

      Current rates as of:

      Tuesday, June 30, 2015.

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