This Advisory supplements Clearing Advisory Notice 14-142, “High-Precision Risk Arrays for Margining Small Contracts.” Please click the Advisory Notice link above to read the full text of the original Advisory, containing specific layout information and usage. The exact link is at:
CME Group now publishes sample “production-parallel” SPAN files every day with the new high-precision “83” and “84” records to:
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.