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  • Paris Expanded SPAN File Format for MATIF and Monep Products

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There is no change to the location on the CME's FTP site where SPAN files for the Paris markets are published.  They continue to be available in the same directory as previously, namely ftp.cme.com/pub/span/data/mat.  The files are named with a new and improved file naming convention, described below.

The new Paris expanded-format SPAN files are also available on the Web site of ClearNet SA (the clearing organization for Euronext) at www.clearnetsa.com/clearing.   At this page, click Data Download link at the top middle of the page to bring up the page from which the SPAN files can be downloaded.  The file denoted as FPXXBC is the MATIF "all products" file, OPXXBC is the Monep file, and OPXXBD is the Monep-SBF market-maker crossmargining file.  After clicking on the desired link, a menu of available files will be displayed, with the date and time at which the file was posted.  The most recently posted file is the one for the just-concluded business date.  Each file is available as either a zip file or as a non-compressed standard text file.  Note that the files are named here using a different naming convention than that used on the CME's FTP site.

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Registered users of PC-SPAN version 4 are invited to download, without charge, build #302 of version 4.01a from the CME's PC-SPAN software distribution website at www.cme-ch.com/pcspan.  For more information about PC-SPAN version 4, please see www.cme-ch.com/span/span-pcspan-400.htm.  For ordering http://www.swreg.org.  For more ordering information, please see www.cme-ch.com/span/span-pcspan-orderform.htm.Download SPAN.

New File Naming Conventions

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Strike prices in the Paris-expanded SPAN file format are not limited to six bytes, as was the case in previously-used positional SPAN file formats.  Accordingly the format for the "expanded" position file has been enhanced by the definition of a new, type "5" record, which allows positions in products with larger strike prices to be loaded.  The new record type is described at www.cme-ch.com/span/spanl201.htm.

Currency Conversions

All Paris Bourse products are margined in Euros (currency code EUR).  But the Paris Bourse is not including any currency conversion rates in its Paris-expanded format SPAN files.  This caused a problem in cases where the portfolio currency is specified as some other currency, for example USD, since there was no way to determine what the correct exchange rate from EUR to USD is.

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