ChAdv09-99...Exchange Inc., Clearing House Risk Management staff approved the performance bond...

09-99

TO:

FROM:

Clearing Member FirmsChief Financial Officers Back Office Managers Margin Managers

CME Clearing

SUBJECT:

DATE: Friday, March 13, 2009

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: Friday, March 13, 2009.

Monday, March 16, 2009.

SPAN MINIMUM PERFORMANCE BOND REQUIREMENTS

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CME INTEREST RATE FUTURES - Outright Rates

EURODOLLAR FUTURES (ED) Spec Decrease USD 1,485 1,100 1,215 900 Tier 01 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 01 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 02 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 02 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 03 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 03 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 04 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 04 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 05 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 05 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 06 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 06 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 07 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 07 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 08 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 08 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 09 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 09 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 10 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 10 ED Spec Decrease USD 1,485 1,100 1,215 900 Tier 11 ED Hedge/Member Decrease USD 1,100 1,100 900 900 Tier 11 ED

Page 2 of 343/13/2009 20 South Wacker Drive Chicago, IL 60606 Ph.: (312) 930-317 Fax: (312) 930-3187 cmegroup.com


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CME SECURITY FUTURES - Outright Rates

1st Source Corporation (SR8) Customer Rate Increase USD 25% 25% 30% 30% SR8 Clearing Increase USD 25% 25% 30% 30% SR8

Abercrombie & Fitch Co. (ANF) Customer Rate Increase USD 20% 20% 22% 22% ANF Clearing Increase USD 14% 14% 22% 22% ANF

ADC TELECOMMUNICATIONS INC (ADC)

Customer Rate Increase USD 20% 20% 30% 30% ADClearing Increase USD 18% 18% 30% 30% AD

AETNA INC (AET) Customer Rate Decrease USD 24% 24% 20% 20% AET Clearing Decrease USD 24% 24% 17% 17% AET

AFLAC INCORPORATED (AFL) Customer Rate Increase USD 20% 20% 25% 25% AFL Clearing Increase USD 18% 18% 25% 25% AFL

ALCOA INC. FUTURES (AO) Customer Rate Decrease USD 28% 28% 21% 21% AO Clearing Decrease USD 28% 28% 21% 21% AO

ALLIED IRISH BANKS-SPONS ADR (AIB)

Customer Rate Increase USD 21% 21% 30% 30% AIB Clearing Increase USD 21% 21% 30% 30% AIB

ALLIED WORLD ASSURANCE CO. HOLDINGS (AWH)

Clearing Decrease USD 20% 20% 15% 15% AW

AMCORE FINANCIAL, INC. (AM8) Customer Rate Increase USD 20% 20% 30% 30% AM8 Clearing Increase USD 20% 20% 30% 30% AM8

AMERICAN FINANCIAL GROUP, INC. (AF9)

Customer Rate Increase USD 20% 20% 30% 30% AF9 Clearing Increase USD 20% 20% 30% 30% AF9

AMERISOURCEBERGEN CORPORATION (ABC)

Clearing Decrease USD 16% 16% 9% 9% ABC



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AnnTaylor Stores Corporation (ANN) Customer Rate Increase USD 20% 20% 22% 22% ANClearing Increase USD 14% 14% 22% 22% AN

APACHE CORP. (AY) Customer Rate Decrease USD 23% 23% 20% 20% AY Clearing Decrease USD 23% 23% 18% 18% AY

APPLIED MATERIALS FUTURES (AM) Clearing Increase USD 9% 9% 15% 15% AM

ARCH COAL INC (ACI) Customer Rate Decrease USD 27% 27% 21% 21% ACI Clearing Decrease USD 27% 27% 21% 21% ACI

ARCHER DANIELS MIDLAND (ADM) Customer Rate Increase USD 20% 20% 22% 22% ADClearing Increase USD 15% 15% 22% 22% AD

ASPEN INSURANCE HOLDINGS LIMITED (AHL)

Customer Rate Increase USD 20% 20% 30% 30% AHL Clearing Increase USD 20% 20% 30% 30% AHL

ASTRAZENECA PLC (AZ9) Customer Rate Increase USD 20% 20% 30% 30% AZ9 Clearing Increase USD 20% 20% 30% 30% AZ9

ATHEROS COMMUNICATIONS, INC. (ATH)

Customer Rate Decrease USD 28% 28% 20% 20% ATH Clearing Decrease USD 28% 28% 19% 19% ATH

BAKER HUGHES INCORPORATED (BHI) Customer Rate Decrease USD 25% 25% 20% 20% BHI Clearing Decrease USD 25% 25% 20% 20% BHI

BALLY TECHNOLOGIES, INC. (BYI) Customer Rate Decrease USD 30% 30% 20% 20% BYI Clearing Decrease USD 30% 30% 19% 19% BYI

BANK MUTUAL CORPORATION (BKM) Customer Rate Increase USD 20% 20% 26% 26% BKClearing Increase USD 20% 20% 26% 26% BK

Bank of Florida Corporation (BOF) Customer Rate Decrease USD 30% 30% 24% 24% BOF Clearing Decrease USD 30% 30% 24% 24% BOF



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BANK OF MONTREAL (BMO) Clearing Decrease USD 19% 19% 14% 14% BM

BANNER CORPORATION (BAN) Customer Rate Increase USD 20% 20% 30% 30% BAN Clearing Increase USD 20% 20% 30% 30% BAN

BEST BUY COMPANY, INC. FUTURES (BB)

Clearing Increase USD 13% 13% 19% 19% BB

BIOMARIN PHARMACEUTICAL, INC. (BMR)

Customer Rate Increase USD 20% 20% 25% 25% BMClearing Increase USD 15% 15% 25% 25% BM

BJ SERVICES CO (BJS) Customer Rate Decrease USD 29% 29% 20% 20% BJS Clearing Decrease USD 29% 29% 19% 19% BJS

BLUE NILE, INC (NLE) Customer Rate Decrease USD 29% 29% 20% 20% NLE Clearing Decrease USD 29% 29% 20% 20% NLE

BOSTON PRIVATE FINANCIAL HOLDINGS (BPF)

Customer Rate Increase USD 20% 20% 25% 25% BPF Clearing Increase USD 20% 20% 25% 25% BPF

BP P.L.C. (BP9) Clearing Decrease USD 20% 20% 15% 15% BP9

BROOKLINE BANCORP, INC. (BRK) Clearing Decrease USD 20% 20% 15% 15% BRK

CABELA'S INCORPORATED (CAB) Customer Rate Increase USD 25% 25% 30% 30% CAB Clearing Increase USD 25% 25% 30% 30% CAB

CANADIAN IMPERIAL BANK OF COMMERCE (CM7)

Customer Rate Increase USD 20% 20% 26% 26% CMClearing Increase USD 16% 16% 26% 26% CM

CANADIAN SOLAR INC. (CSI) Customer Rate Decrease USD 30% 30% 25% 25% CSI Clearing Decrease USD 30% 30% 25% 25% CSI

CAPITAL BANK CORP (CBK) Customer Rate Increase USD 20% 20% 23% 23% CBK Clearing Increase USD 18% 18% 23% 23% CBK



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CAPITAL ONE FINANCIAL (COF) Customer Rate Increase USD 20% 20% 24% 24% COClearing Increase USD 16% 16% 24% 24% CO

CARDINAL HEALTH, INC. (CAH) Customer Rate Increase USD 20% 20% 23% 23% CAClearing Increase USD 13% 13% 23% 23% CA

CATERPILLAR FUTURES (CL) Clearing Increase USD 12% 12% 19% 19% CL

CENTERPOINT ENERGY, INC. (CNP) Clearing Decrease USD 20% 20% 14% 14% CN

CHEMICAL FINANCIAL CORPORATION (CF9)

Customer Rate Increase USD 20% 20% 28% 28% CF9 Clearing Increase USD 20% 20% 28% 28% CF9

CHEVRON TEXACO CORP FUTURES (CT)

Clearing Increase USD 14% 14% 20% 20% CT

CHIPOTLE MEXICAN GRILL, INC.-CI A (CMG)

Customer Rate Decrease USD 30% 30% 23% 23% CMClearing Decrease USD 30% 30% 23% 23% CM

CITIZENS, INC. (CIA) Customer Rate Decrease USD 26% 26% 20% 20% CIA Clearing Decrease USD 26% 26% 19% 19% CIA

CITY BANK LYNNWOOD WA (CTB) Customer Rate Increase USD 26% 26% 30% 30% CTB Clearing Increase USD 26% 26% 30% 30% CTB

CLAYMORE/BNY BRIC ETF (EEB) Customer Rate Increase USD 21% 21% 30% 30% EEB Clearing Increase USD 21% 21% 30% 30% EEB

Columbia Bancorp - OR (CBB) Customer Rate Increase USD 20% 20% 26% 26% CBB Clearing Increase USD 20% 20% 26% 26% CBB

COMCAST CORPORATION FUTURES (C4)

Customer Rate Decrease USD 30% 30% 20% 20% C4 Clearing Decrease USD 30% 30% 19% 19% C4

COMMUNITY BANK SYSTEM, INC. (CBU)

Clearing Decrease USD 20% 20% 14% 14% CB



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CONN'S, INC. (CON) Customer Rate Decrease USD 30% 30% 20% 20% COClearing Decrease USD 30% 30% 20% 20% CO

CONSTELLATION BRANDS, INC.-CI (STZ)

Clearing Decrease USD 17% 17% 11% 11% STZ

COVIDIEN LTD. (COV) Customer Rate Decrease USD 30% 30% 22% 22% COClearing Decrease USD 30% 30% 22% 22% CO

Crown Castle International Corp. (CCI) Customer Rate Increase USD 20% 20% 23% 23% CCI Clearing Increase USD 14% 14% 23% 23% CCI

DEAN FOOD COMPANY (DNF) Customer Rate Decrease USD 24% 24% 20% 20% DNF Clearing Decrease USD 24% 24% 17% 17% DNF

DEUTSCHE SUISSE GROUP (DB9) Customer Rate Increase USD 24% 24% 30% 30% DB9 Clearing Increase USD 24% 24% 30% 30% DB9

Dime Community Bancshares, Inc. (DCO)

Customer Rate Increase USD 20% 20% 27% 27% DCClearing Increase USD 20% 20% 27% 27% DC

Dollar Financial Corp. (DLL) Customer Rate Increase USD 20% 20% 30% 30% DLL Clearing Increase USD 15% 15% 30% 30% DLL

Donegal Group, Inc. - Cl A (DGI) Clearing Increase USD 12% 12% 19% 19% DGI

ENCANA CORPORATION (EC9) Customer Rate Decrease USD 30% 30% 20% 20% EC9 Clearing Decrease USD 30% 30% 17% 17% EC9

Enstar Group Ltd. (ESG) Customer Rate Decrease USD 30% 30% 23% 23% ESClearing Decrease USD 30% 30% 23% 23% ES

Evercore Partners Inc. - Cl A (EVR) Customer Rate Increase USD 25% 25% 30% 30% EVR Clearing Increase USD 25% 25% 30% 30% EVR



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FIRST BANCORP PUERTO RICO (FBP) Customer Rate Decrease USD 26% 26% 21% 21% FBP Clearing Decrease USD 26% 26% 21% 21% FBP

FIRST COMMONWEALTH FINANCIAL CORPOR (FCF)

Clearing Increase USD 12% 12% 20% 20% FCF

FIRST NIAGARA FIN FUT (FNF) Clearing Decrease USD 20% 20% 15% 15% FNF

FIRST SOLAR, INC. (FSR) Customer Rate Increase USD 22% 22% 30% 30% FSR Clearing Increase USD 22% 22% 30% 30% FSR

First South Bancorp, Inc. - NC (FSB) Customer Rate Increase USD 20% 20% 25% 25% FSB Clearing Increase USD 19% 19% 25% 25% FSB

FORD MOTOR COMPANY FUTURES (FD)

Customer Rate Increase USD 25% 25% 30% 30% FD Clearing Increase USD 25% 25% 30% 30% FD

FOSTER WHEELER LTD. (FWL) Customer Rate Increase USD 20% 20% 22% 22% FWClearing Increase USD 16% 16% 22% 22% FW

FX ENERGY, INC. (FXE) Customer Rate Decrease USD 30% 30% 25% 25% FXE Clearing Decrease USD 30% 30% 25% 25% FXE

GERON CORPORATION FUTURES (GE9)

Customer Rate Increase USD 21% 21% 26% 26% GE9 Clearing Increase USD 21% 21% 26% 26% GE9

Global Cash Access Holdings, Inc. (GCA)

Customer Rate Increase USD 20% 20% 30% 30% GCClearing Increase USD 20% 20% 30% 30% GC

GOLDMAN SACHS GROUP, INC. FUTURES (GS)

Customer Rate Increase USD 20% 20% 28% 28% GS Clearing Increase USD 19% 19% 28% 28% GS

HealthSpring, Inc. (HSI) Customer Rate Increase USD 20% 20% 22% 22% HSI Clearing Increase USD 13% 13% 22% 22% HSI



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HSBC HOLDINGS PLC (HBC) Customer Rate Increase USD 20% 20% 26% 26% HBClearing Increase USD 9% 9% 26% 26% HB

IMS HEALTH INCORPORATED (IHI) Customer Rate Decrease USD 21% 21% 20% 20% IHI Clearing Decrease USD 21% 21% 14% 14% IHI

ING GROEP N.V.-SPONSORED ADR (ING)

Customer Rate Increase USD 20% 20% 30% 30% ING Clearing Increase USD 20% 20% 30% 30% ING

INTL FLAVORS & FRAGRANCES, INC (IFF)

Clearing Increase USD 11% 11% 18% 18% IFF

ISHARES MSCI EAFE GROWTH INDEX FUND (EFG)

Customer Rate Increase USD 20% 20% 29% 29% EFG Clearing Increase USD 20% 20% 29% 29% EFG

J.C. PENNY FUTURES (JC)

Clearing Increase USD 9% 9% 14% 14% JC

JDS UNIPHASE CORPORATION (JDS) Customer Rate Decrease USD 30% 30% 25% 25% JDS Clearing Decrease USD 30% 30% 25% 25% JDS

KIMCO COMPANY FUTUR (KIM) Customer Rate Decrease USD 27% 27% 22% 22% KIM Clearing Decrease USD 27% 27% 22% 22% KIM

KNIGHTSBRIDGE TANKERS LIMITED (VLC)

Customer Rate Decrease USD 30% 30% 24% 24% VLC Clearing Decrease USD 30% 30% 24% 24% VLC

KOHL'S CORPORATION (KI) Clearing Increase USD 8% 8% 13% 13% KI

LaBRANCHE & CO INC. (LA9) Customer Rate Increase USD 20% 20% 25% 25% LA9 Clearing Increase USD 20% 20% 25% 25% LA9

LA-Z-BOY INCORPORATED (LZB) Customer Rate Increase USD 25% 25% 30% 30% LZB Clearing Increase USD 25% 25% 30% 30% LZB

LLOYDS TSB GROUP PLC -SP ADR (LYG)

Customer Rate Increase USD 20% 20% 30% 30% LYG Clearing Increase USD 18% 18% 30% 30% LYG



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LSB INDUSTRIES, INC. (LXU) Customer Rate Decrease USD 30% 30% 23% 23% LXU Clearing Decrease USD 30% 30% 23% 23% LXU

M.D.C. HOLDINGS, INC. (MDC) Clearing Increase USD 12% 12% 20% 20% MD

MARSHALL LISLEY CORP. FUTURES (MI9)

Customer Rate Increase USD 24% 24% 30% 30% MI9 Clearing Increase USD 24% 24% 30% 30% MI9

MARVELL TECHNOLOGY GROUP LTD. (MRV)

Customer Rate Decrease USD 30% 30% 24% 24% MRClearing Decrease USD 30% 30% 24% 24% MR

MATTEL, INC. FUTURES (M9) Clearing Increase USD 11% 11% 18% 18% M9

MCDONALD'S CORPORATION FUTURES (MA)

Clearing Decrease USD 14% 14% 8% 8% MA

MOBILE TELESYSTEMS OJSC (MBT) Customer Rate Increase USD 25% 25% 30% 30% MBClearing Increase USD 25% 25% 30% 30% MB

MYRIAD GENETICS, INC. (MYG) Customer Rate Increase USD 20% 20% 25% 25% MYClearing Increase USD 18% 18% 25% 25% MY

NEWMONT MINING CORP. HLDG. CO. (NW)

Customer Rate Increase USD 20% 20% 23% 23% NW Clearing Increase USD 15% 15% 23% 23% NW

NEWS CORPORATION FUTURE (QY) Customer Rate Decrease USD 30% 30% 20% 20% QY Clearing Decrease USD 30% 30% 19% 19% QY

NORTHSTAR REALTY FINANCE CORP. (NRF)

Customer Rate Increase USD 20% 20% 24% 24% NRF Clearing Increase USD 18% 18% 24% 24% NRF

Oceaneering International, Inc., (OII) Customer Rate Increase USD 20% 20% 24% 24% OII Clearing Increase USD 19% 19% 24% 24% OII

ODYSSEY HEALTHCARE, INC. (ODS) Customer Rate Decrease USD 30% 30% 25% 25% ODClearing Decrease USD 30% 30% 25% 25% OD



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Old Second Bancorp, Inc. (OSB) Customer Rate Increase USD 20% 20% 30% 30% OSClearing Increase USD 20% 20% 30% 30% OS

ONYX PHARMACEUTICALS, INC. (ONX) Customer Rate Increase USD 20% 20% 25% 25% ONClearing Increase USD 17% 17% 25% 25% ON

OPPENHEIMER HOLDINGS INC. - Cl A (OPY)

Customer Rate Increase USD 20% 20% 25% 25% OPClearing Increase USD 18% 18% 25% 25% OP

Park National Corporation (PRK) Customer Rate Increase USD 20% 20% 25% 25% PRK Clearing Increase USD 20% 20% 25% 25% PRK

PLAINS EXPLORATION & PRODUCTION CO. (PXP)

Customer Rate Decrease USD 30% 30% 24% 24% PXP Clearing Decrease USD 30% 30% 24% 24% PXP

Platinum Underwriters Holdings, Ltd (PTP)

Clearing Decrease USD 20% 20% 14% 14% PTP

PNC Financial Services (GH) Customer Rate Increase USD 20% 20% 26% 26% GH Clearing Increase USD 15% 15% 26% 26% GH

POPULAR, INC. (BPO) Customer Rate Increase USD 20% 20% 30% 30% BPClearing Increase USD 15% 15% 30% 30% BP

POWERSHARES DYNAMIC OIL & GAS PORT (PXJ)

Customer Rate Increase USD 20% 20% 30% 30% PXJ Clearing Increase USD 20% 20% 30% 30% PXJ

POWERSHARES QQQ (Q99) Clearing Increase USD 10% 10% 17% 17% Q99

PRIVATEBANCORP, INC. (PVB) Customer Rate Increase USD 20% 20% 25% 25% PVB Clearing Increase USD 17% 17% 25% 25% PVB

Provident Financial Services, Inc. (PFS) Customer Rate Increase USD 20% 20% 30% 30% PFS Clearing Increase USD 20% 20% 30% 30% PFS



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PUBLIC STORAGE, INC. (PSA) Customer Rate Increase USD 20% 20% 22% 22% PSA Clearing Increase USD 14% 14% 22% 22% PSA

RANGE RESOURCES CORPORATION (RNG)

Customer Rate Increase USD 20% 20% 30% 30% RNClearing Increase USD 20% 20% 30% 30% RN

Republic Bancorp, Inc. - Cl A (RB8) Customer Rate Increase USD 23% 23% 28% 28% RB8 Clearing Increase USD 23% 23% 28% 28% RB8

Republic First Bancorp, Inc. (FRB) Clearing Increase USD 9% 9% 19% 19% FRB

RESOURCE AMERICA, INC.- CL A (REX) Customer Rate Increase USD 20% 20% 26% 26% REX Clearing Increase USD 20% 20% 26% 26% REX

RIVERBED TECHNOLOGY, INC. (RVB) Customer Rate Decrease USD 30% 30% 20% 20% RVB Clearing Decrease USD 30% 30% 17% 17% RVB

RIVERVIEW BANCORP INC (RVS) Customer Rate Increase USD 21% 21% 30% 30% RVS Clearing Increase USD 21% 21% 30% 30% RVS

Rowan Companies, Inc. (RDC) Customer Rate Increase USD 20% 20% 26% 26% RDClearing Increase USD 20% 20% 26% 26% RD

S.Y. Bancorp, Inc. (SYB) Clearing Increase USD 14% 14% 19% 19% SYB

Sanders Morris Harris Group Inc. (SMH) Customer Rate Increase USD 20% 20% 28% 28% SMClearing Increase USD 17% 17% 28% 28% SM

SEAGATE TECHNOLOGY (STX) Customer Rate Increase USD 20% 20% 30% 30% STX Clearing Increase USD 13% 13% 30% 30% STX

Selective Insurance Group, Inc. (SI9) Customer Rate Increase USD 20% 20% 26% 26% SI9 Clearing Increase USD 20% 20% 26% 26% SI9

Sherwin-Williams Co. (SHW) Clearing Increase USD 11% 11% 19% 19% SH



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SM SCHLUMBERGER LTD (SM) Customer Rate Increase USD 20% 20% 27% 27% SM Clearing Increase USD 18% 18% 27% 27% SM

Southwest Airlines Co. (LUV) Clearing Increase USD 7% 7% 14% 14% LUV

SPDR TRUST SERIES 1 (SY9) Clearing Increase USD 9% 9% 17% 17% SY9

ST JUDE MEDICAL INC (STJ) Clearing Increase USD 10% 10% 15% 15% STJ

STATE AUTO FINANCIAL CORPORATION (STF)

Customer Rate Increase USD 20% 20% 26% 26% STF Clearing Increase USD 20% 20% 26% 26% STF

STATE STREET CORP. (STT) Customer Rate Increase USD 21% 21% 30% 30% STT Clearing Increase USD 21% 21% 30% 30% STT

STEWART INFORMATION SERVICES CORPOR (STC)

Customer Rate Increase USD 20% 20% 26% 26% STC Clearing Increase USD 20% 20% 26% 26% STC

STRATEGIC HOTELS & RESORTS, INC. (BEE)

Customer Rate Increase USD 26% 26% 30% 30% BEE Clearing Increase USD 26% 26% 30% 30% BEE

STREET TRACKS GOLD TRUST FUTURES (GL9)

Customer Rate Decrease USD 30% 30% 20% 20% GL9 Clearing Decrease USD 30% 30% 18% 18% GL9

Sun Bancorp, Inc. - NJ (SNB) Clearing Increase USD 14% 14% 20% 20% SNB

SUNTRUST BANKS, INC. FUTURES (0Z) Customer Rate Increase USD 20% 20% 26% 26% 0Z Clearing Increase USD 19% 19% 26% 26% 0Z

SY SYMANTEC CORP (SY) Customer Rate Decrease USD 26% 26% 20% 20% SY Clearing Decrease USD 26% 26% 20% 20% SY

TEMPLE-INLAND, INC FUTURES (TIN) Customer Rate Increase USD 23% 23% 29% 29% TIN Clearing Increase USD 23% 23% 29% 29% TIN



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TEXTRON INC. FUTURES (TXT) Customer Rate Increase USD 24% 24% 30% 30% TXT Clearing Increase USD 24% 24% 30% 30% TXT

THE BANK OF NOVA SCOTIA (BNS) Customer Rate Increase USD 20% 20% 27% 27% BNS Clearing Increase USD 20% 20% 27% 27% BNS

THE MEDICINES COMPANY (MDO) Customer Rate Decrease USD 30% 30% 20% 20% MDClearing Decrease USD 30% 30% 17% 17% MD

THE PEPSI BOTTLING GROUP, INC. (PBG)

Customer Rate Decrease USD 30% 30% 20% 20% PBClearing Increase USD 30% 30% 9% 9% PB

TierOne Corporation (TON)

Customer Rate Increase USD 20% 20% 30% 30% TOClearing Increase USD 17% 17% 30% 30% TO

TIVO INC. (TVO) Customer Rate Increase USD 25% 25% 30% 30% TVO Clearing Increase USD 25% 25% 30% 30% TVO

TORONTO-DOMINION BANK (TD0) Clearing Increase USD 11% 11% 20% 20% TD0

TOTAL S.A. (TOT) Customer Rate Decrease USD 26% 26% 21% 21% TOT Clearing Decrease USD 26% 26% 21% 21% TOT

TRANSOCEAN INC. (RIG) Customer Rate Decrease USD 27% 27% 20% 20% RIG Clearing Decrease USD 27% 27% 20% 20% RIG

U.S. BANCORP (UB) Clearing Increase USD 11% 11% 16% 16% UB

UCBH Holdings, Inc. (UCB)

Customer Rate Increase USD 20% 20% 30% 30% UCClearing Increase USD 20% 20% 30% 30% UC

ULTRA PETROLEUM CORP. (UPL) Customer Rate Decrease USD 30% 30% 22% 22% UPL Clearing Decrease USD 30% 30% 22% 22% UPL



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Umpqua Holdings Corporation (UMP) Customer Rate Increase USD 20% 20% 29% 29% UMClearing Increase USD 20% 20% 29% 29% UM

United Bankshares, Inc. (UB8) Customer Rate Increase USD 20% 20% 26% 26% UB8 Clearing Increase USD 20% 20% 26% 26% UB8

UNITED STATES OIL FUND (USO) Clearing Increase USD 7% 7% 13% 13% US

UNITED STATES STEEL CORP (X) Customer Rate Decrease USD 30% 30% 21% 21% X Clearing Decrease USD 30% 30% 21% 21% X

UNITED THERAPEUTICS CORPORATION (UTH)

Customer Rate Increase USD 20% 20% 23% 23% UTH Clearing Increase USD 13% 13% 23% 23% UTH

UNUMPROVIDENT CORP FUTURES (UNM)

Clearing Increase USD 22% 22% 30% 30% UNCustomer Rate Increase USD 22% 22% 30% 30% UN

URBAN OUTFITTERS, INC. (URB) Customer Rate Decrease USD 30% 30% 21% 21% URClearing Decrease USD 30% 30% 21% 21% UR

V.F. CORPORATION FUTURES (VFC) Clearing Increase USD 8% 8% 13% 13% VFC

WASHINGTON BANKING CO (WBC) Customer Rate Decrease USD 21% 21% 20% 20% WBClearing Decrease USD 21% 21% 14% 14% WB

Webster Financial Corporation (WB8) Customer Rate Increase USD 20% 20% 30% 30% WBClearing Increase USD 20% 20% 30% 30% WB

WELLS FARGO & CO. FUTURES (WF) Customer Rate Increase USD 24% 24% 30% 30% WF Clearing Increase USD 24% 24% 30% 30% WF

Wilshire Bancorp, Inc. (WIB) Customer Rate Decrease USD 28% 28% 22% 22% WIB Clearing Decrease USD 28% 28% 22% 22% WIB

WYETH FUTURES (WY) Clearing Increase USD 9% 9% 15% 15% WY



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XEROX CORPORATION (XRX) Customer Rate Decrease USD 30% 30% 22% 22% XRX Clearing Decrease USD 30% 30% 22% 22% XRX



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CME INTEREST RATE FUTURES - Intra Spreads

Eurodollar (ED) - 1 Year Butterfly [Mo. 01] (EURODOLLAR FUTURES)

Spec Decrease USD 1,620 1,200 608 450 ED Hedge/Member Decrease USD 1,200 1,200 450 450 ED




Spec Decrease USD 1,080 800 473 350 ED Hedge/Member Decrease USD 800 800 350 350 ED


Spec Decrease USD 743 550 473 350 ED Hedge/Member Decrease USD 550 550 350 350 ED











Eurodollar (ED) - 1 Year Butterfly [Mo. 17-Subsequent] (EURODOLLAR FUTURES) Spec Decrease USD 135 100 101 75 ED Hedge/Member Decrease USD 100 100 75 75 ED

Eurodollar (ED) - 1 Year Condor [Mo. 02] (EURODOLLAR FUTURES)




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Spec Increase USD 169 125 270 200 ED Hedge/Member Increase USD 125 125 200 200 ED













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Eurodollar (ED) - 1 Year Condor [Mo. 21-Subsequent] (EURODOLLAR FUTURES) Spec Increase USD 68 50 101 75 ED Hedge/Member Increase USD 50 50 75 75 ED

Eurodollar (ED) - 3 Month Butterfly [Mo. 01] (EURODOLLAR FUTURES)














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Eurodollar (ED) - 3 Month Butterfly [Mo. 15-Subsequent] (EURODOLLAR FUTURES) Spec Increase USD 34 25 68 50 ED Hedge/Member Increase USD 25 25 50 50 ED

Eurodollar (ED) - 3 Month Condor [Mo. 01] (EURODOLLAR FUTURES)








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Eurodollar (ED) - 3 Month Condor [Mo. 16-Subsequent] (EURODOLLAR FUTURES) Spec Decrease USD 135 100 68 50 ED Hedge/Member Decrease USD 100 100 50 50 ED



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Eurodollar (ED) - 3 Month Double Butterfly [Mo.01] (EURODOLLAR FUTURES)














Eurodollar (ED) - 3 Month Double Butterfly [Mo.10-Subsequent] (EURODOLLAR FUTURES) Spec Decrease USD 203 150 101 75 ED Hedge/Member Decrease USD 150 150 75 75 ED











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Current Maintenance

Current Initial










Eurodollar (ED) - All Months Butterfly [Mo. 01] (EURODOLLAR FUTURES)














Eurodollar (ED) - All Months Butterfly [Mo. 10 & Subsequent] (EURODOLLAR FUTURES) Spec Decrease USD 101 75 68 50 ED Hedge/Member Decrease USD 75 75 50 50 ED



Intra Spreads

New Maintenance

Current Maintenance

Current Initial


Eurodollar (ED) - All Months Condor [Mo. 01] (EURODOLLAR FUTURES)


















Eurodollar (ED) - All Months ED Double Butterfly [Mo.01] (EURODOLLAR FUTURES) Spec Decrease USD 473 350 338 250 ED Hedge/Member Decrease USD 350 350 250 250 ED





Intra Spreads

New Maintenance

Current Maintenance

Current Initial
















Intra Spreads

New Maintenance

Current Maintenance

Current Initial






Eurodollar (ED) - All Months ED Double Condor (Mo.1) (EURODOLLAR FUTURES) Spec Decrease USD 473 350 338 250 ED Hedge/Member Decrease USD 350 350 250 250 ED







Eurodollar (ED) - All Months ED Double Condor (Mo.8-Subsequent) (EURODOLLAR FUTURES)




Intra Spreads

New Maintenance

Current Maintenance

Current Initial


Eurodollar (ED) - Tier 1 vs. Tier 1 [mth 01-04 vs. mth 01-04 ] (EURODOLLAR FUTURES) Spec Decrease USD 945 700 338 250 ED Hedge/Member Decrease USD 700 700 250 250 ED

Eurodollar (ED) - Tier 1 vs. Tier 10 [mth 01-04 vs. mth 37-40 ] (EURODOLLAR FUTURES) Spec Decrease USD 1,485 1,100 1,148 850 ED Hedge/Member Decrease USD 1,100 1,100 850 850 ED


Eurodollar (ED) - Tier 1 vs. Tier 2 [mth 01-04 vs. mth 05-08 ] (EURODOLLAR FUTURES) Spec Decrease USD 1,485 1,100 608 450 ED Hedge/Member Decrease USD 1,100 1,100 450 450 ED











Intra Spreads

New Maintenance

Current Maintenance

Current Initial



Eurodollar (ED) - Tier 2 vs. Tier 3 [mth 05-08 vs. mth 09-12 ] (EURODOLLAR FUTURES) Spec Decrease USD 1,080 800 743 550 ED Hedge/Member Decrease USD 800 800 550 550 ED


Eurodollar (ED) - Tier 2 vs. Tier 5 [mth 05-08 vs. mth 17-20 ] (EURODOLLAR FUTURES) Spec Decrease USD 1,080 800 1,013 750 ED Hedge/Member Decrease USD 800 800 750 750 ED











Intra Spreads

New Maintenance

Current Maintenance

Current Initial
















Intra Spreads

New Maintenance

Current Maintenance

Current Initial






Inter-commodity Spread Rates

New Maintenance

New InitialCurrent Maintenance

Current Initial

RatioChange Rate Type

CME INTEREST RATE FUTURES - Inter-commodity Spread Rates

Eurodollar (ED) Tier 1 vs. CME Eurozone HICP Inflation Index (HC)

Spread Credit Rate Decrease +1:-1 60% 60% 50% 50%

Eurodollar (ED) Tier 1 vs. Euroyen (EY)

































Inter-commodity Spread Rates

New Maintenance

New InitialCurrent Maintenance

Current Initial

RatioChange Rate Type













Date post:	11-Mar-2020
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ChAdv09-99...Exchange Inc., Clearing House Risk Management staff approved the performance bond...

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