To provide unconverted firms with additional time for testing, the deadline for converting to the new combined SPAN file is being pushed back.
The new deadline is Friday, December 4, 2009. The last date on which the legacy CME/CBOT, COMEX and NYMEX SPAN files will be available is the prior day, Thursday December 3.
Please note that margin results obtained via the new combined SPAN files will not be precisely equal to those obtained from the legacy separate files. For many portfolios, optimal results will be obtained with the new combined files.
For more information please contact CME Clearing’s SPAN Hotline at 312-648-3888.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.