Please be advised that on January 11, 2013, CME Clearing will begin including parameters necessary to support volatility offsets into PA2 SPAN files without modified-split (ftp://ftp.cmegroup.com/pub/span/data/cme/noMOD).
CME Clearing started including these parameters in PA2 files with modified split (ftp://ftp.cmegroup.com/pub/span/data/cme) on December 3, 2012. For more details on support for volatility offset methodology please see following advisory: http://www.cmegroup.com/tools-information/lookups/advisories/clearing/files/Chadv12-511_introducing_volatility_offset_addition_to_span_margin_methodology.pdf
Please contact the CME Clearing Risk Hotline at firstname.lastname@example.org or 312.648.3888 for more information.
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