Customer Service
info@cmegroup.com
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The CME Clearing Risk team determines initial performance bond/initial margin utilizing the CME Group proprietary SPAN margin system. The SPAN system is a global industry standard, made available by license agreement, that:
Performance Bonds / Margins for CME Group Products
Performance bonds/margins vary according to product and market volatility. View current requirements to see the impact of recent markets on your trading account requirements.
SPAN
Standard Portfolio Analysis of Risk (SPAN) is a highly sophisticated, value-at-risk methodology that calculates performance bond/margin requirements by analyzing the "what-if's" of virtually any market scenario.
SPAN Documentation and Software Distribution
A number of different documents and guides relate to using SPAN. Please ensure you get all the information you need.