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1 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 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, November 10, rates as of: Thursday, November 09, In this current advisory there are changes to the Short Option Minimum and/or the Volatility Scan Range. Below are descriptions of what each change affects: The Short Option Minimum (SOM) is a charge that is applied only to portfolios concentrated in short options that do not generate a minimum margin requirement level when margins are calculated using the normal 16 SPAN scenarios. The SOM charge per short calls or short puts is a percentage of the outright margin on one underlying futures contract. The volatility scan range is the change in implied volatility that is used in each of SPAN s 16 scenarios.
2 CC Outright Rates Description ISO AUSTRALIAN COKING (PLATTS) LOW VOL () COAL - Outright Rates Spec Mnth 1 Decrease USD 23,100 21,000 19,250 17,500 Hedge/Member Mnth 1 Decrease USD 21,000 21,000 17,500 17,500 Spec Mnth 2 Decrease USD 23,100 21,000 19,250 17,500 Hedge/Member Mnth 2 Decrease USD 21,000 21,000 17,500 17,500 Spec Mnths 3-4 Decrease USD 23,100 21,000 19,250 17,500 Hedge/Member Mnths 3-4 Decrease USD 21,000 21,000 17,500 17,500 Spec Mnths 5-11 Decrease USD 23,100 21,000 19,250 17,500 Hedge/Member Mnths 5-11 Decrease USD 21,000 21,000 17,500 17,500 Spec Mnths Decrease USD 15,400 14,000 13,200 12,000 Hedge/Member Mnths Decrease USD 14,000 14,000 12,000 12,000 Spec Mnths 15+ Decrease USD 12,100 11,000 10,450 9,500 Hedge/Member Mnths 15+ Decrease USD 11,000 11,000 9,500 9,500 ENVIRONMENTAL - Outright Rates IN DELIVERY MONTH EUA FUTURES () Spec Mth 1 Increase EUR Hedge/Member Mth 1 Increase EUR Spec Mths 2+ Increase EUR Hedge/Member Mths 2+ Increase EUR FREIGHT ROUTE TC14 (BALTIC) FUTURES () FREIGHT - Outright Rates Spec Mnth 1 Decrease USD 5,500 5,000 4,400 4,000 Hedge/Member Mnth 1 Decrease USD 5,000 5,000 4,000 4,000 Spec Mnths 2+ Decrease USD 5,500 5,000 4,400 4,000 Hedge/Member Mnths 2+ Decrease USD 5,000 5,000 4,000 4,000 FREIGHT ROUTE TD3 (BALTIC) FUTURES () Spec Mnth 1 Decrease USD 3,850 3,500 3,300 3,000 Hedge/Member Mnth 1 Decrease USD 3,500 3,500 3,000 3,000 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+ Decrease USD 3,300 3,000 2,750 2,500 Hedge/Member Mnths 3+ Decrease USD 3,000 3,000 2,500 2,500 Page 2 of 7
3 CC Outright Rates Description ISO ARGUS PROPAN(SAUDI ARAMCO) FUT () NGL/PETROCHEMICALS - Outright Rates Spec Mnth 2 Increase USD 23,100 21,000 26,950 24,500 Hedge/Member Mnth 2 Increase USD 21,000 21,000 24,500 24,500 Spec Mnth 3+ USD 23,100 21,000 Hedge/Member Mnth 3+ USD 21,000 21,000 MIN ARGUS PROPANE SAUDI ARAMCO FUT (MAS) MAS MAS Spec Mnth 2 Increase USD 2,310 2,100 2,695 2,450 Hedge/Member Mnth 2 Increase USD 2,100 2,100 2,450 2,450 Page 3 of 7
4 CRUDE OIL - BRENT (ICE) CALENDAR SWAP FUTURES (NY-CY - CME) vs LIGHT SWEET CRUDE OIL FUTURES (NY-CL - CME) BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ - CME) vs LIGHT SWEET CRUDE OIL FUTURES (NY-CL - CME) BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB - CME) vs LIGHT SWEET CRUDE OIL FUTURES (NY-CL - CME) CRUDE OIL FINANCIAL FUTURES (NY-WS - CME) vs BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ - CME) CRUDE OIL FINANCIAL FUTURES (NY-WS - CME) vs BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB - CME) CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26 - CME) vs BRENT (ICE) CALENDAR SWAP FUTURES (NY-CY - CME) CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26 - CME) vs BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ - CME) CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-26 - CME) vs BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB - CME) DUBAI CRUDE OIL (PLATTS) FUTURES (NY-DCD - CME) vs OMAN CRUDE OIL (NY-OQ - CME) Spread Credit Rate +1:-1 80% 80% DUBAI CRUDE OIL (PLATTS) FUTURES (NY-DCD - CME) vs SINGAPORE FUEL OIL 180 CST (PLATTS) CALENDAR SWAP FUTURES (NY-UA - CME) Spread Credit Rate +19:-3 80% 80% WTI CALENDAR SWAP FUTURES (NY-CS - CME) vs BRENT CRUDE OIL LAST DAY FINANCIAL FUTURES (NY-BZ - CME) WTI CALENDAR SWAP FUTURES (NY-CS - CME) vs BRENT CRUDE OIL PENULTIMATE FINANCIAL FUTURES (NY-BB - CME) Page 4 of 7
5 ELECTRICITY - HENRY HUB NATURAL GAS FUTURES (NY-NG - CME) vs NYISO ZONE A 5 MW OFF-PEAK CALENDAR-MONTH DAY-AHEAD LBMP SWAP FUTURES (NY-K4 - CME) Spread Credit Rate Decrease +1: % 60% 50% 50% MISO Indiana Hub (formerly Cinergy Hub) Real-Time Off-Peak Calendar-Month 5 MW Futures (NY-H4-CME) vs PJM Northern Illinois Hub Day-Ahead Off-Peak Calendar-Month 5 MW Futures (NY-L3-CME) Spread Credit Rate Decrease +1:-1 85% 85% 70% 70% PJM NI HUB 5 MW REAL TIME OFF-PEAK (NYM-B6 - CME) vs CINERGY HUB 5 MW OFF-PEAK CALENDAR-MONTH REAL-TIME SWAP (NYM-H4 - CME) Spread Credit Rate Decrease +1:-1 60% 60% 50% 50% PJM NORTHERN ILLINOIS HUB 5 MW OFF-PEAK CAL REAL-TIME LMP SWAP FUT (NY-B6- CME) vs PJM AEP DAYTON HUB OFF-PEAK CAL DA LMP SWAP FUT (NY-R7- CME) Spread Credit Rate Decrease +1:-1 75% 75% 65% 65% PJM Northern Illinois Hub Day-Ahead Off-Peak Calendar-Month 5 MW Futures (NY-L3-CME) vs MISO Indiana Hub (formerly Cinergy Hub) Day-Ahead Off-Peak Calendar-Month 5 MW Futures (NY-K2-CME) Spread Credit Rate Decrease +1:-1 85% 85% 70% 70% PJM NORTHERN ILLINOIS HUB PEAK CAL LMP SWAP FUT (NY-V3- CME) vs PJM NORTHERN ILLINOIS HUB 5 MW OFF-PEAK CAL REAL-TIME LMP SWAP FUT (NY-B6- CME) Spread Credit Rate Decrease +1:-1 85% 85% 70% 70% PJM NORTHERN ILLINOIS HUB PEAK CAL LMP SWAP FUT (NY-V3- CME) vs PJM NORTHERN ILLINOIS HUB OFF-PEAK CAL DA LMP SWAP FUT (NY-L3- CME) Spread Credit Rate Decrease +1:-1 75% 75% 70% 70% PJM NORTHERN ILLINOIS OFF-PEAK CALENDAR-MONTH DAY AHEAD SWAP (NYM-L3 - CME) vs PJM AEP DAYTON HUB OFF-PEAK CALENDAR-MONTH DAY-AHEAD LMP SWAP (NYM-R7 - CME) Spread Credit Rate Decrease +1:-1 75% 75% 70% 70% PJM WESTERN HUB OFF-PEAK CAL REAL-TIME LMP SWAP FUT (NY-N9- CME) vs PJM NORTHERN ILLINOIS HUB 5 MW OFF-PEAK CAL REAL-TIME LMP SWAP FUT (NY-B6- CME) Spread Credit Rate Decrease +1:-1 73% 73% 60% 60% PJM WESTERN HUB OFF-PEAK CAL REAL-TIME LMP SWAP FUT (NY-N9- CME) vs PJM NORTHERN ILLINOIS HUB OFF-PEAK CAL DA LMP SWAP FUT (NY-L3- CME) Spread Credit Rate Decrease +1:-1 83% 83% 70% 70% PJM WESTERN HUB OFF-PEAK CALENDAR-MONTH DA LMP SWAP FUT (NY-E4-CME) vs PJM NORTHERN ILLINOIS HUB 5 MW OFF-PEAK CALENDAR-MONTH RT LMP SWAP FUT (NY-B6-CME) Spread Credit Rate Decrease +1:-1 77% 77% 65% 65% PJM WESTERN HUB OFF-PEAK CALENDAR-MONTH DA LMP SWAP FUT (NY-E4-CME) vs PJM NORTHERN ILLINOIS HUB OFF-PEAK CALENDAR-MONTH DA LMP SWAP FUT (NY-L3-CME) Spread Credit Rate Decrease +1:-1 83% 83% 70% 70% Page 5 of 7
6 FX - AUSTRALIAN DOLLAR (AD - CME) vs AUSTRALIAN DOLLAR/JAPANESE YEN CROSSRATE (AJ - CME) Spread Credit Rate +1:-1 30% 30% AUSTRALIAN DOLLAR (AD - CME) vs BRAZILIAN REAL (BR - CME) Spread Credit Rate +2:-5 30% 30% AUSTRALIAN DOLLAR (AD - CME) vs RUSSIAN RUBLE (RU - CME) Spread Credit Rate +1:-2 30% 30% AUSTRALIAN DOLLAR/CANADIAN DOLLAR CROSSRATE (AC - CME) vs EURO FX /CANADIAN DOLLAR CROSSRATE (CC - CME) Spread Credit Rate Increase +1:-1 0% 0% 30% 30% AUSTRALIAN DOLLAR/JAPANESE YEN CROSSRATE (AJ - CME) vs AUSTRALIAN DOLLAR/NEW ZEALAND DOLLAR CROSSRATE (RY - CME) Spread Credit Rate +1:-1 40% 40% BRAZILIAN REAL (BR - CME) vs RUSSIAN RUBLE (RU - CME) Spread Credit Rate +3:-2 30% 30% CANADIAN DOLLAR (CD - CME) vs CANADIAN DOLLAR/JAPANESE YEN CROSSRATE (CY - CME) Spread Credit Rate +2:-1 30% 30% CANADIAN DOLLAR (CD - CME) vs SOUTH AFRICAN RAND (RA - CME) Spread Credit Rate +1:-2 30% 30% CROSS RATE BRITISH POUND/SWISS FRANC (BF - CME) vs CROSS RATE BRITISH POUND/JAPANESE YEN (BY - CME) Spread Credit Rate Increase +1:-1 25% 25% 45% 45% CROSS RATE BRITISH POUND/SWISS FRANC (BF - CME) vs CROSS RATE CHINESE RENMINBI/EURO (RME - CME) Spread Credit Rate Decrease +4:-3 30% 30% 0% 0% CROSS RATE EURO FX/AUSTRALIAN DOLLAR (CA - CME) vs CROSS RATE EURO FX/BRITISH POUND (RP - CME) Spread Credit Rate Increase +1:-1 0% 0% 30% 30% CROSS RATE EURO FX/AUSTRALIAN DOLLAR (CA - CME) vs CROSS RATE EURO FX/SWISS FRANC (RF - CME) Spread Credit Rate Increase +1:-1 0% 0% 30% 30% EURO FX (EC - CME) vs TURKISH LIRA (TRY - CME) Spread Credit Rate Decrease +3:+2 65% 65% 30% 30% EURO FX/AUSTRALIAN DOLLAR CROSSRATE (CA - CME) vs EURO FX /NORWEGIAN KRONE CROSSRATE (CN - CME) Spread Credit Rate +1:-1 30% 30% EURO FX/BRITISH POUND CROSSRATE (CME - RP) vs NORWEGIAN KRONE (CME - UN) Spread Credit Rate +2:-1 30% 30% Page 6 of 7
7 EURO FX/BRITISH POUND CROSSRATE (CME - RP) vs SWEDISH KRONA (CME - SE) Spread Credit Rate +2:-1 30% 30% EURO FX/SWISS FRANC CROSSRATE (RF - CME) vs BRITISH POUND/JAPANESE YEN CROSSRATE (BY - CME) Spread Credit Rate +1:-1 30% 30% HUNGARIAN FORINT (FR - CME) vs TURKISH LIRA FX (USD) (TRY - CME) Spread Credit Rate Decrease +1:+2 60% 60% 35% 35% MEXICAN PESO (CME - MP) vs RUSSIAN RUBLE (CME - RU) Spread Credit Rate +2:-1 30% 30% MEXICAN PESO (CME - MP) vs SOUTH AFRICAN RAND (CME - RA) Spread Credit Rate +1:-1 30% 30% NEW ZEALAND DOLLAR (NE - CME) vs RUSSIAN RUBLE (RU - CME) Spread Credit Rate +2:-3 25% 25% NATURAL GAS - HENRY HUB NATURAL GAS FUTURES (NY-NG - CME) vs NYISO ZONE A 5 MW OFF-PEAK CALENDAR-MONTH DAY-AHEAD LBMP SWAP FUTURES (NY-K4 - CME) Spread Credit Rate Decrease +1: % 60% 50% 50% REFINED PRODUCTS - DUBAI CRUDE OIL (PLATTS) FUTURES (NY-DCD - CME) vs SINGAPORE FUEL OIL 180 CST (PLATTS) CALENDAR SWAP FUTURES (NY-UA - CME) Spread Credit Rate +19:-3 80% 80% Page 7 of 7
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
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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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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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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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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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
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
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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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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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
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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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
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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
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
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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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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
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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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
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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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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#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
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
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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
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
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
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
contract specifications for currency products
Specifications for Currency s Page 1 of 11 specifications for currency products & 0.0001=$10.00 AUSTRALIAN DOLLAR 100,000 Australian dollars AUSTRALIAN DOLLAR One Australian dollar futures BRAZILIAN REAL
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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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
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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
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
May 21, SUBJECT: HOLIDAY CLEARING SCHEDULE-MEMORIAL DAY, May 28, 2012
12-215 IMPORTANT MEMORANDUM TO: FROM: Clearing Member Firms Chief Financial Officers Back Office Managers CME Clearing SUBJECT: HOLIDAY CLEARING SCHEDULE-MEMORIAL DAY, May 28, 2012 For updated trading
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
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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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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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
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TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: C Clearing SUBJECT: CH Adv 15-221: Performance Bond Requirements DATE: Thursday, July 30, 2015 To receive advanced
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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
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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
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
CME Group Acceptable Performance Bond Collateral for Base Guaranty Fund Products
CME Group Acceptable Performance Bond Collateral for Base Guaranty Fund Products Asset Class Cash Guaranty Fund100% Australian dollar British pound Canadian dollar Euro Japanese yen New Zealand dollar
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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