In the near future, CME Clearing and CME Clearing Europe will introduce high-precision risk arrays into SPAN margin calculations for certain products. This will provide more precise margin calculations for small-size contracts.
For more information please contact CME Clearing 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.