When positions in physically-deliverable futures contracts go into the delivery process, they are typically assessed a special delivery margin requirement. CME will shortly introduce a new data field into its SPAN files, to assist firms in calculating this requirement and to allow its calculation to be automated.
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.