Please be advised that on March 12th, 2013 CME Clearing will release a new version of PC-SPAN® software. This version offers improvements to Volatility Offsets calculations for futures and options products. It is available for download by registered PC-SPAN users at www.cme-ch.com.
This upgrade is optional as there are no changes in the Risk Parameter file formats in conjunction with this release. Also, there are no changes to CDS margin calculations.
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