XML 107 R34.htm IDEA: XBRL DOCUMENT v2.4.0.6
Performance Bonds and Guaranty Fund Contributions (Tables)
12 Months Ended
Dec. 31, 2011
Performance Bonds and Guaranty Fund Contributions [Abstract]  
Cash and securities held as performance bonds and guaranty fund contributions at fair value
Cash and non-cash deposits held as performance bonds and guaranty fund contributions at fair value for CME and performance bonds for CMECE at December 31 were as follows:
 
 
2011
 
2010
(in millions)
 
Cash
 
Non-Cash
Deposits
and
IEF Funds
 
Cash
 
Non-Cash
Deposits
and
IEF Funds
Performance bonds
 
$
8,103.4

 
$
80,250.7

 
$
3,717.0

 
$
82,867.7

Guaranty fund contributions
 
1,156.3

 
3,869.8

 
231.8

 
2,828.3

Cross-margin arrangements
 
60.0

 
202.9

 
79.7

 
196.8

Performance collateral for delivery
 
14.2

 
12.0

 
10.0

 
2.1

Total
 
$
9,333.9

 
$
84,335.4

 
$
4,038.5

 
$
85,894.9

Letters of credit
At December 31, these letters of credit, which are not included in the accompanying consolidated balance sheets, were as follows:
(in millions)
 
2011
 
2010
Performance bonds
 
$
4,214.8

 
$
4,071.8

Performance collateral for delivery
 
1,449.3

 
1,416.6

Total Letters of Credit
 
$
5,664.1

 
$
5,488.4