CME Just Doubled (And Tripled) Swiss Franc Margins

We suspect there will be a few more "taps on the shoulder" tonight (and tomorrow)...

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 Thursday, January 15, 2015.

DOUBLED!

 

The rates will be effective after the close of business on Friday, January 16, 2015. 

TRIPLED!

 

 

Source: CME