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1 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: C Clearing SUBJECT: CH Adv : Performance Bond Requirements DATE: Thursday, July 30, 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, July 31, rates as of: Thursday, July 30, 2015.
2 M INDIANA HUB 5MW OFPK CALDAY DA (FAD) ELECTRICITY - FAD FAD FAD FAD Spec Days Increase USD Hedge/Member Days Increase USD Spec Days 16+ Increase USD Hedge/Member Days 16+ Increase USD PJM AEP DAYTON HUB DA OP DAILY (PEO) PEO PEO PEO PEO Spec Days Increase USD Hedge/Member Days Increase USD Spec Days 16+ Increase USD Hedge/Member Days 16+ Increase USD FX - AZILIAN REAL FUTURES () Spec Jan 15 - Dec Decrease USD 3,850 3,500 3,300 3, Hedge/Member Jan 15 - Dec Decrease USD 3,500 3,500 3,000 3, Spec Jan16 - Dec16 Decrease USD 4,730 4,300 4,070 3,700 Hedge/Member Jan16 - Dec16 Decrease USD 4,300 4,300 3,700 3,700 Spec Jan17 - Dec17 Decrease USD 5,214 4,740 4,400 4,000 Hedge/Member Jan17 - Dec17 Decrease USD 4,740 4,740 4,000 4,000 Spec Jan18+ Decrease USD 6,270 5,700 5,280 4,800 Hedge/Member Jan18+ Decrease USD 5,700 5,700 4,800 4,800 E-MICRO CHF/USD FUTURES (MSF) MSF MSF Spec Decrease USD Hedge/Member Decrease USD SSIAN BLE FUTURES () Spec Jan 15 - Dec Decrease USD 9,020 8,200 8,580 7, Hedge/Member Jan 15 - Dec Decrease USD 8,200 8,200 7,800 7, Spec Jan 16 - Dec Decrease USD 10,340 9,400 9,790 8, Hedge/Member Jan 16 - Dec Decrease USD 9,400 9,400 8,900 8, Spec Jan 17 - Dec Decrease USD 12,320 11,200 11,660 10, Hedge/Member Jan 17 - Dec Decrease USD 11,200 11,200 10,600 10, Page 2 of 9
3 Spec Jan 18+ Decrease USD 14,960 13,600 14,190 12,900 Hedge/Member Jan 18+ Decrease USD 13,600 13,600 12,900 12,900 SWISS FRANC FUTURES (SF) SF SF Spec Decrease USD 6,050 5,500 5,500 5,000 Hedge/Member Decrease USD 5,500 5,500 5,000 5,000 ALUMINUM MW TRANS PREM PLATTS SWAPS () TALS - Spec Mth 1 Decrease USD 1,265 1, Hedge/Member Mth 1 Decrease USD 1,150 1, Spec Mths 2-9 Decrease USD 1,265 1, Hedge/Member Mths 2-9 Decrease USD 1,150 1, Spec Mths 10+ Decrease USD 1,265 1, Hedge/Member Mths 10+ Decrease USD 1,150 1, NATURAL GAS - SUMAS BASIS FUT (NK) NK NK Spec Mnth 1 Increase USD Hedge/Member Mnth 1 Increase USD Page 3 of 9
4 3.5% F OIL(PLTS) GES FOB RDM CRCK (BOB) PETROLEUM CRACKS AND SPREADS - BOB BOB Spec Mnth 1 Decrease USD 13,970 12,700 12,573 11,430 Hedge/Member Mnth 1 Decrease USD 12,700 12,700 11,430 11,430 ARGS PRPANE FR EST VS EURO CIF ARA () Spec Mth 1 Decrease USD 35,200 32,000 29,920 27,200 Hedge/Member Mth 1 Decrease USD 32,000 32,000 27,200 27,200 Spec Mths 2-3 Decrease USD 24,200 22,000 21,780 19,800 Hedge/Member Mths 2-3 Decrease USD 22,000 22,000 19,800 19,800 Spec Mths 4+ Decrease USD 24,200 22,000 21,450 19,500 Hedge/Member Mths 4+ Decrease USD 22,000 22,000 19,500 19,500 EURO 3.5% FUEL OIL SPREAD (FK) FK FK FK FK Spec Mnth 2 Decrease USD 3,300 3,000 2,750 2,500 Hedge/Member Mnth 2 Decrease USD 3,000 3,000 2,500 2,500 Spec Mnths 3-11 Decrease USD 1,870 1,700 1,683 1,530 Hedge/Member Mnths 3-11 Decrease USD 1,700 1,700 1,530 1,530 EURO DIESEL 10PPM VS. ICE (ET) ET ET Spec Mnths 7+ Decrease USD 1, Hedge/Member Mnths 7+ Decrease USD EUROPEAN NAPTHA CRACK SPREAD FUT (EN) EN EN Spec Mnths 2-4 Decrease USD 1,650 1,500 1,485 1,350 Hedge/Member Mnths 2-4 Decrease USD 1,500 1,500 1,350 1,350 FUEL OIL CRACK VS. ICE (FO) FO FO Spec Mnth 1 Decrease USD 2,200 2,000 1,980 1,800 Hedge/Member Mnth 1 Decrease USD 2,000 2,000 1,800 1,800 GASOIL 0.1 CIF NWE V. ISE FUTURES (TU) TU TU TU TU Spec Mth 1 Increase USD 5,060 4,600 6,050 5,500 Hedge/Member Mth 1 Increase USD 4,600 4,600 5,500 5,500 Spec Mths 2-3 Increase USD 3,410 3,100 4,180 3,800 Hedge/Member Mths 2-3 Increase USD 3,100 3,100 3,800 3,800 GASOIL 0.1CIF D VS. ICE GAS () Spec Mnth 1 Increase USD 4,290 3,900 5,148 4,680 Hedge/Member Mnth 1 Increase USD 3,900 3,900 4,680 4,680 Spec Mnth 2 Increase USD 4,433 4,030 5,280 4,800 Hedge/Member Mnth 2 Increase USD 4,030 4,030 4,800 4,800 Spec Mnths 3+ Increase USD 3,003 2,730 3,608 3,280 Hedge/Member Mnths 3+ Increase USD 2,730 2,730 3,280 3,280 Page 4 of 9
5 GLFCST JET PLATTS UP/DN FUT () Spec Mnth 1 Decrease USD 3,850 3,500 3,410 3,100 Hedge/Member Mnth 1 Decrease USD 3,500 3,500 3,100 3,100 Spec Mnth 2 Decrease USD 1,870 1,700 1,650 1,500 Hedge/Member Mnth 2 Decrease USD 1,700 1,700 1,500 1,500 Spec Mnths 6+ Decrease USD Hedge/Member Mnths 6+ Decrease USD GRP THREE SUB-OCT GS (PLT) VS RBOB (A8) A8 A8 Spec Mnth 1 Increase USD 2,943 2,675 4,180 3,800 Hedge/Member Mnth 1 Increase USD 2,675 2,675 3,800 3,800 GRP3 ULSD VS NY HR ULSD FUT (A6) A6 A6 Spec Mnths 3+ Decrease USD Hedge/Member Mnths 3+ Decrease USD GULF CO NO6 FUELOIL 3% V. EURO 3.5% () Spec Mnth 1 Decrease USD 1,265 1,150 1,100 1,000 Hedge/Member Mnth 1 Decrease USD 1,150 1,150 1,000 1,000 Spec Mnth 2-6 Decrease USD Hedge/Member Mnth 2-6 Decrease USD Spec Mnths 7+ Decrease USD Hedge/Member Mnths 7+ Decrease USD GULF COAST NO.6 FUEL OIL CRACK FUT (MG) MG MG Spec Mnth 4+ Decrease USD 1,606 1,460 1,375 1,250 Hedge/Member Mnth 4+ Decrease USD 1,460 1,460 1,250 1,250 GULF COAST UNL87 GAS M2 VS RBOB SPD () Spec Mnth 1 Increase USD 2,750 2,500 3,300 3,000 Hedge/Member Mnth 1 Increase USD 2,500 2,500 3,000 3,000 Spec Mnth 2 Increase USD 1,650 1,500 1,980 1,800 Hedge/Member Mnth 2 Increase USD 1,500 1,500 1,800 1,800 Spec Mnths 3+ Increase USD 1,100 1,000 1,320 1,200 Hedge/Member Mnths 3+ Increase USD 1,000 1,000 1,200 1,200 JAPAN C&F NAPHTHA CRACK SPREAD (JB) JB JB Spec Increase USD 2,200 2,000 2,585 2,350 Hedge/Member Increase USD 2,000 2,000 2,350 2,350 LA CARBOB GASOLINE(OPIS)FUT (JL) JL JL Spec Increase USD 5,500 5,000 6,600 6,000 Hedge/Member Increase USD 5,000 5,000 6,000 6,000 Page 5 of 9
6 MIN GSL.1 PLTS CRGS CIFNWE VS GSL (MGF) MGF MGF MGF MGF Spec Mth 1 Increase USD Hedge/Member Mth 1 Increase USD Spec Mths 2-3 Increase USD Hedge/Member Mths 2-3 Increase USD MIN ULSD 10PPM CRGOS CIF D VS GSL (UCM) UCM UCM UCM UCM Spec Mnth 1 Decrease USD Hedge/Member Mnth 1 Decrease USD Spec Mnth 2+ Decrease USD Hedge/Member Mnth 2+ Decrease USD MINI 3.5% FUEL OIL FOB CRK SPD FUT (MFR) MFR MFR Spec Mnth 1 Decrease USD 1,397 1,270 1,257 1,143 Hedge/Member Mnth 1 Decrease USD 1,270 1,270 1,143 1,143 MINI 380CST VS 3.5% FUEL OIL FUT () Spec Mnths 3-6 Decrease USD Hedge/Member Mnths 3-6 Decrease USD Spec Mnths 7-15 Decrease USD Hedge/Member Mnths 7-15 Decrease USD Spec Mths 16+ Decrease USD Hedge/Member Mths 16+ Decrease USD MINI EUR DIESEL10PPM VS ICE GS FUT (MUD) MUD MUD Spec Mnths 7+ Decrease USD Hedge/Member Mnths 7+ Decrease USD MINI RBOB V. EBOB(ARGUS) NWE GS (MXB) MXB MXB MXB MXB Spec Mnth 1 Increase USD 1,188 1,080 1,595 1,450 Hedge/Member Mnth 1 Increase USD 1,080 1,080 1,450 1,450 Spec Mnth 2 Decrease USD Hedge/Member Mnth 2 Decrease USD NAPHTHA (PLTS) CARGES CIF NWE CRACK (NOB) NOB NOB Spec Mnths 2-4 Decrease USD 14,685 13,350 13,217 12,015 Hedge/Member Mnths 2-4 Decrease USD 13,350 13,350 12,015 12,015 Page 6 of 9
7 NEW YORK FUEL OIL 1% V. EURO 1% FO () Spec Mnth 1 Decrease USD 2,079 1,890 1,705 1,550 Hedge/Member Mnth 1 Decrease USD 1,890 1,890 1,550 1,550 Spec Mnth 2 Decrease USD 1,188 1,080 1, Hedge/Member Mnth 2 Decrease USD 1,080 1, Spec Mnths 3+ Decrease USD Hedge/Member Mnths 3+ Decrease USD NY ULSD VS. NY HR ULSD FUT (7Y) 7Y 7Y 7Y 7Y Spec Mnth 1 Decrease USD 1,958 1,780 1,760 1,600 Hedge/Member Mnth 1 Decrease USD 1,780 1,780 1,600 1,600 Spec Mnths 3+ Decrease USD 1,430 1,300 1,100 1,000 Hedge/Member Mnths 3+ Decrease USD 1,300 1,300 1,000 1,000 RBOB GAS VS EURO BOB OXY NWE BARGES (XER) XER XER XER XER Spec Mnth 1 Increase USD 1,426 1,296 1,4 1,740 Hedge/Member Mnth 1 Increase USD 1,296 1,296 1,740 1,740 Spec Mnth 2 Decrease USD 1,188 1, Hedge/Member Mnth 2 Decrease USD 1,080 1, RBOB GAS VS EUROBOB(ARGUS) NWE GS (EXR) EXR EXR EXR EXR Spec Mnth 1 Increase USD 11,880 10,800 15,950 14,500 Hedge/Member Mnth 1 Increase USD 10,800 10,800 14,500 14,500 Spec Mnth 2 Decrease USD 9,900 9,000 1,100 1,000 Hedge/Member Mnth 2 Decrease USD 9,000 9,000 1,000 1,000 RBOB GAS VS. NY HR ULSD FUT (RH) RH RH Spec Increase USD 2,860 2,600 3,146 2,860 Hedge/Member Increase USD 2,600 2,600 2,860 2,860 RBOB UP-DOWN CALENDAR FUT (RV) RV RV Spec Mnth 1 Decrease USD 2,750 2,500 2,200 2,000 Hedge/Member Mnth 1 Decrease USD 2,500 2,500 2,000 2,000 SING 380 FUEL OIL VS FUEL OIL ROTDM () Spec Mnths 3-6 Decrease USD 4,840 4,400 3,300 3,000 Hedge/Member Mnths 3-6 Decrease USD 4,400 4,400 3,000 3,000 Spec Mnths 7-15 Decrease USD 4,840 4,400 3,080 2,800 Hedge/Member Mnths 7-15 Decrease USD 4,400 4,400 2,800 2,800 Spec Mths 16+ Decrease USD 4,400 4,000 2,860 2,600 Hedge/Member Mths 16+ Decrease USD 4,000 4,000 2,600 2,600 Page 7 of 9
8 SINGAPORE GASOIL VS ICE (GA) GA GA Spec Mnths 3+ Increase USD Hedge/Member Mnths 3+ Increase USD SINGAPORE JET KERO GASOIL FUT (RK) RK RK Spec Mnth 1 Decrease USD 1, Hedge/Member Mnth 1 Decrease USD ULSD 10PPM CIF D VS. ICE GAS (Z7) Z7 Z7 Z7 Z7 Spec Mnth 1 Decrease USD 9,570 8,700 8,580 7,800 Hedge/Member Mnth 1 Decrease USD 8,700 8,700 7,800 7,800 Spec Mnth 2+ Decrease USD 4,400 4,000 3,960 3,600 Hedge/Member Mnth 2+ Decrease USD 4,000 4,000 3,600 3,600 Page 8 of 9
9 Intra Spreads NATURAL GAS - Intra Spreads PEPL TEXAS/OKLAHOMA (MAINLINE) (NK) - All Months (SUMAS BASIS FUT) NK NK Spec Increase USD Hedge/Member Increase USD PETROLEUM CRACKS AND SPREADS - Intra Spreads York Heating Oil (Platts) v. NYX Heating Oil Swap - All Months (NY HO (PLATTS) VS NY HR ULSD) YH YH Spec Increase USD 1,320 1,200 1,540 1,400 Hedge/Member Increase USD 1,200 1,200 1,400 1,400 Inter-commodity Spread Rates Ratio EQUITY INDEX - Inter-commodity Spread Rates Indian Rupee/USD Futures (SIR - C) vs E-mini CNX Nifty Index Futures (II - C) Spread Credit Rate +1:-5 55% 55% FX - Inter-commodity Spread Rates Indian Rupee/USD Futures (SIR - C) vs E-mini CNX Nifty Index Futures (II - C) Spread Credit Rate +1:-5 55% 55% Page 9 of 9
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
CH Advisory 15-439 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, December 17, 2015 To
The rates will be effective after the close of business on Friday, March 09, 2012.
12-106 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, March 09, 2012 To receive advanced
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing. Performance Bond Requirements
15-030 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, January 29, 2015 To receive advanced
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15-103 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, April 09, 2015 To receive advanced
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17-503 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Wednesday, December 20, 2017 To receive advanced
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers. CME Clearing FROM: SUBJECT:
10-415 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Thursday, September 30, 2010 To receive advanced
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18-431 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Tuesday, October 30, 2018 To receive advanced
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17-399 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, October 12, 2017 To receive advanced
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing. Performance Bond Requirements
11-407 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Wednesday, November 09, 2011 To receive advanced
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16-092 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, February 25, 2016 To receive advanced
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18-071 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements TE: Thursday, February 15, 2018 To receive advanced
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, March 29, 2018 To receive advanced notification
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, October 11, 2018 To receive advanced notification
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14-348 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, September 04, 2014 To receive advanced
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CH-ADV-17-454 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Monday, November 27, 2017 To receive
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14-007 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Wednesday, January 08, 2014 To receive advanced
The rates will be effective after the close of business on Saturday, January 22, 2011.
11-22 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Thursday, January 20, 2011 To receive advanced
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18-362 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Tuesday, September 11, 2018 To receive advanced
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17-355 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements TE: Thursday, September 14, 2017 To receive advanced
The rates will be effective after the close of business on Friday, December 17, 2010.
10-507 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Thursday, December 16, 2010 To receive advanced
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16-052 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Wednesday, January 27, 2016 To receive advanced
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17-474 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, December 07, 2017 To receive advanced
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11-96 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Thursday, March 17, 2011 To receive advanced
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17-423 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, November 09, 2017 To receive advanced
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ADV: TO: CH ADV 16-237 Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Monday, June 20, 2016 To receive
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Wednesday, May 31, 2017 To receive advanced notification
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, June 16, 2017 To receive advanced notification
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19-007 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, January 04, 2019 To receive advanced
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, February 09, 2017 To receive advanced notification
Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers TO: FROM: CME Clearing SUBJECT:
16-247 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, June 24, 2016 To receive advanced
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#17-511 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, December 21, 2017 To receive advanced
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14-494 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, December 19, 2014 To receive advanced
This change will apply to the following NYMEX and COMEX products. Additionally, the following SOM rates will apply:
10-480 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Monday, November 29, 2010 To receive advanced
UPDATED: Performance Bond Requirements
10-100 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: UPDATED: Performance Bond Requirements DATE: Tuesday, March 09, 2010 To receive
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09-267 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Monday, June 22, 2009 To receive advanced
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10-241 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Friday, June 04, 2010 To receive advanced
CME Group Exchange ADV Report - Monthly July 2018 Page 1 of 17
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CMEG Exchange Volume Report - Monthly
Interest Rate Futures 30-YR BOND 6,648,412 5,165,847 28.7% 5,115,363 30.0% 6,648,412 5,165,847 28.7% 10-YR NOTE 32,939,146 28,552,463 15.4% 23,377,816 40.9% 32,939,146 28,552,463 15.4% 5-YR NOTE 18,302,408
CMEG Exchange Volume Report - Monthly
Interest Rate Futures 10-YR NOTE 31,980,532 28,177,174 13.5% 53,075,110-39.7% 230,838,289 190,325,491 21.3% 10-YR SWAP RATE 82,200 90,582-9.3% 22,333 268.1% 307,782 322,787-4.6% 1-MONTH EURODOLLAR 7,907
SUBJECT: Performance Bond Requirements Effective Wednesday, September 24 th, 2008
TO: FROM: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers CME Clearing SUBJECT: Performance Bond Requirements Effective Wednesday, September 24 th, 2008 DATE: To receive
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Tuesday, February 06, 2018 To receive advanced notification
ICE SWAP TRADE, LLC. Swap Execution Facility Rulebook. Version: EFFECTIVE DATE: January 1, 2018
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing. Performance Bond Requirements
12-362 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, August 23, 2012 To receive advanced
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