Cme Margin Hike Gold

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    11-300

    TO:

    FROM:

    Clearing Member FirmsChief Financial OfficersBack Office ManagersMargin Managers

    SUBJECT:

    DATE: Wednesday, August 24, 2011

    To receive advanced notification of Performance Bond (margin) changes, through our free automatedmailing list, go to

    The rates will be effective after the close of business on

    and subscribe to the Performance Bond Rates Advisory Notice listserver.

    Current rates as of:

    Wednesday, August 24, 2011.

    Thursday, August 25, 2011.

    As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago MercantileExchange Inc., Clearing House Risk Management staff approved the performance bond requirements for thefollowing products listed below.

    http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html

    CME Clearing

    Performance Bond Requirements

    http://www.cmegroup.com/newsletter/web2lead/web2sf-old.htmlhttp://www.cmegroup.com/newsletter/web2lead/web2sf-old.htmlhttp://www.cmegroup.com/newsletter/web2lead/web2sf-old.html
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    SPAN MINIMUM PERFORMANCE BOND REQUIREMENTS

    Outright Rates

    NewMaintenance

    CurrentMaintenance

    CurrentInitial

    New InitialISOChangeRate Type DescriptionCC

    METALS - Outright Rates

    E-MINI GOLD FUTURES (8Q)

    Spec Increase USD 2,450 1,815 3,119 2,310Tier 18QHedge/Member Increase USD 1,815 1,815 2,310 2,310Tier 18Q

    Spec Increase USD 2,450 1,815 3,119 2,310Tier 28Q

    Hedge/Member Increase USD 1,815 1,815 2,310 2,310Tier 28Q

    Spec Increase USD 2,450 1,815 3,119 2,310Tier 38Q

    Hedge/Member Increase USD 1,815 1,815 2,310 2,310Tier 38Q

    Spec Increase USD 2,450 1,815 3,119 2,310Tier 48Q

    Hedge/Member Increase USD 1,815 1,815 2,310 2,310Tier 48Q

    10 TROY OZ GOLD FUTURES (MGC)

    Spec Increase USD 743 550 945 700Tier 1MGCHedge/Member Increase USD 550 550 700 700Tier 1MGC

    Spec Increase USD 743 550 945 700Tier 2MGC

    Hedge/Member Increase USD 550 550 700 700Tier 2MGC

    Spec Increase USD 743 550 945 700Tier 3MGC

    Hedge/Member Increase USD 550 550 700 700Tier 3MGC

    Spec Increase USD 743 550 945 700Tier 4MGC

    Hedge/Member Increase USD 550 550 700 700Tier 4MGC

    COMEX 100 GOLD FUTURES (GC)

    Spec Increase USD 7,425 5,500 9,450 7,000Tier 1GCHedge/Member Increase USD 5,500 5,500 7,000 7,000Tier 1GC

    Spec Increase USD 7,425 5,500 9,450 7,000Tier 2GC

    Hedge/Member Increase USD 5,500 5,500 7,000 7,000Tier 2GC

    Spec Increase USD 7,425 5,500 9,450 7,000Tier 3GC

    Hedge/Member Increase USD 5,500 5,500 7,000 7,000Tier 3GC

    Spec Increase USD 7,425 5,500 9,450 7,000Tier 4GC

    Hedge/Member Increase USD 5,500 5,500 7,000 7,000Tier 4GC

    Page 2 o8/24/2011 20 South Wacker Drive Chicago, IL 60606 Ph.: (312) 648-3888 Fax: (312) 930-3187 cmegroup.com

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    SPAN MINIMUM PERFORMANCE BOND REQUIREMENTS

    Outright Rates

    NewMaintenance

    CurrentMaintenance

    CurrentInitial

    New InitialISOChangeRate Type DescriptionCC

    COMEX MINY GOLD FUTURES (QO)

    Spec Increase USD 3,713 2,750 4,725 3,500Tier 1QO

    Hedge/Member Increase USD 2,750 2,750 3,500 3,500Tier 1QO

    Spec Increase USD 3,713 2,750 4,725 3,500Tier 2QO

    Hedge/Member Increase USD 2,750 2,750 3,500 3,500Tier 2QO

    Spec Increase USD 3,713 2,750 4,725 3,500Tier 3QO

    Hedge/Member Increase USD 2,750 2,750 3,500 3,500Tier 3QO

    Spec Increase USD 3,713 2,750 4,725 3,500Tier 4QO

    Hedge/Member Increase USD 2,750 2,750 3,500 3,500Tier 4QO

    Page 3 o8/24/2011 20 South Wacker Drive Chicago, IL 60606 Ph.: (312) 648-3888 Fax: (312) 930-3187 cmegroup.com