PDF《10-469》

10-469 TO: FROM: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers CME Clearing SUBJECT: DATE: Thursday, November 18,

2010 Performance Bond Requirements: To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to 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 and subscribe to the Performance Bond Rates Advisory Notice listserver. http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html Current rates as of: Thursday, November 18, 2010. Friday, November 19, 2010. SPAN MINIMUM PERFORMANCE BOND REQUIREMENTS Outright Rates New Maintenance Current Maintenance Current Initial New Initial ISO Change Rate Type Description CC AGRICULTURE - Outright Rates BUTTER FUTURES (DB) Spec Increase USD 2,430 1,800 2,700 2,000 DB Hedge/Member Increase USD 1,800 1,800 2,000 2,000 DB CASH BUTTER FUTURES (CB) Spec Increase USD 1,215

900 1,350 1,000 CB Hedge/Member Increase USD

900 900 1,000 1,000 CB CLASS IV MILK FUTURE (DK) Spec Increase USD

810 600 1,080

800 Months 2-5 DK Hedge/Member Increase USD

600 600

800 800 Months 2-5 DK LUMBER110 FUTURES (LB) Spec Increase USD 1,650 1,100 1,950 1,300 LB Hedge/Member Increase USD 1,100 1,100 1,300 1,300 LB MINI-SIZED SOYBEANS FUTURES (YK) Spec Increase USD

743 550

878 650 New Crop YK Hedge/Member Increase USD

550 550

650 650 New Crop YK Spec Increase USD

743 550

878 650 Old Crop YK Hedge/Member Increase USD

550 550

650 650 Old Crop YK NYMEX COTTON (TT) Spec Increase USD 2,200 2,000 2,750 2,500 TT Hedge/Member Increase USD 2,000 2,000 2,500 2,500 TT OATS FUTURES (O) Spec Increase USD 1,148

850 1,283

950 O Hedge/Member Increase USD

850 850

950 950 O ROUGH RICE FUTURES (14) Spec Increase USD 1,283

950 1,350 1,000

14 Hedge/Member Increase USD

950 950 1,000 1,000

14 SOYBEAN CALENDAR SWAP (SNS) Spec Increase USD 3,375 2,500 4,388 3,250 Old Crop SNS Hedge/Member Increase USD 2,500 2,500 3,250 3,250 Old Crop SNS Spec Increase USD 3,375 2,500 4,388 3,250 New Crop SNS Hedge/Member Increase USD 2,500 2,500 3,250 3,250 New Crop SNS SOYBEAN CRUSH COMBO (31) Spec Increase USD 8,262 6,120 9,180 6,800 Old Crop

31 Hedge/Member Increase USD 6,120 6,120 6,800 6,800 Old Crop

31 Spec Increase USD 8,262 6,120 9,180 6,800 New Crop

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20 South Wacker Drive Chicago, IL

60606 Ph.: (312) 648-3888 Fax: (312) 930-3187 cmegroup.com SPAN MINIMUM PERFORMANCE BOND REQUIREMENTS Outright Rates New Maintenance Current Maintenance Current Initial New Initial ISO Change Rate Type Description CC Hedge/Member Increase USD 6,120 6,120 6,800 6,800 New Crop

31 SOYBEAN FUTURES (S) Spec Increase USD 3,713 2,750 4,388 3,250 New Crop S Hedge/Member Increase USD 2,750 2,750 3,250 3,250 New Crop S Spec Increase USD 3,713 2,750 4,388 3,250 Old Crop S Hedge/Member Increase USD 2,750 2,750 3,250 3,250 Old Crop S SOYBEAN OIL FUTURES (07) Spec Increase USD 1,755 1,300 2,025 1,500 Old Crop

07 Hedge/Member Increase USD 1,300 1,300 1,500 1,500 Old Crop

07 Spec Increase USD 1,755 1,300 2,025 1,500 New Crop

07 Hedge/Member Increase USD 1,300 1,300 1,500 1,500 New Crop

07 SUGAR

11 FUTURES NYMEX (YO) Spec Increase USD 2,200 2,000 2,750 2,500 YO Hedge/Member Increase USD 2,000 2,000 2,500 2,500 YO FX - Outright Rates AUSTRALIAN DOLLAR FUTURES (AD) Spec Increase USD 2,970 2,200 3,240 2,400 AD Hedge/Member Increase USD 2,200 2,200 2,400 2,400 AD E-MICRO AUD/USD FUTURES (M6A) Spec Increase USD