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CME SPAN® Minimum Performance Bond Requirements
(SPAN refers to Standard Portfolio Analysis of Risk Performance bond system)
Revised 11/13/2008
(Last Revision: 11/11/2008)
Performance Bond Requirements
Performance Bond Rates
CME Index Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CBOT Stock Index Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CME TRAKRS (See Footnotes 1 and 2) Outright   Inter-Commodity/Inter-Exchange
CME Security Futures Outright Intra-Commodity  
CME Interest Rate Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CBOT Interest Rate Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CME Currency Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
FXMS Currency Spot Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CME Agricultural Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CME Forest Product Futures Outright Intra-Commodity  
CBOT Agricultural Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CME Weather Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CBOT Metal Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CME Auction Markets Outright    
GSCC Cross-Margining Outright    
LCH Cross-Margining     Inter-Commodity/Inter-Exchange
CBOT Energy Products Outright Intra-Commodity Inter-Commodity/Inter-Exchange
CME Housing Futures Outright Intra-Commodity Inter-Commodity/Inter-Exchange
Real Estate Index Outright    
Economic Events Outright    

List of Products:
By Name (Including the Initial to Maintenance Ratios, Volatility Scan Range and Short Option Minimum)
By Ticker

List of Allowable Products for OCC/NYCC Equity Cross-Margining Program
Tier Groups Detail
Additional Information and Footnote Descriptions
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This document is based on information that may change without notice. Please consult CME or your broker if you have any questions. THIS DOCUMENT SHALL IN NO WAY BE CONSTRUED AS BEING THE OFFICIAL RULES OF THE CME.

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