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  • Paris Expanded SPAN File Format for MATIF and Monep Products

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Euronext Paris (the Paris Bourse) adopted the

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"Paris expanded" SPAN® file format for MATIF and Monep products on Friday September 8, 2000.

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The build of PC-SPAN® version 4.01a,

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contains an additional fix needed for Paris.

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The original "unpacked" format SPAN file for the MATIF market is no longer produced, and has been replaced by two new files, one for MATIF and one for Monep, in the new Paris-expanded format.

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 SA (the clearing organization for Euronext) at www.clearnetsa.com/clearing.   At this page, click on the 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.

Currently, prices for some contracts are not included in the new Paris files on their expiration day.  The Paris Bourse has informed us that due to popular demand they will be correcting this in the near future and will begin including these prices in their SPAN files.November 28, 2000, is now Euronext Paris's target date for launching Clearing 21 for equities and margining them via SPAN.  At that time, Euronext Paris will begin publishing two additional SPAN files in the new Paris-expanded format, one for the SBF market and one for the SNM market.  We hope to make sample SPAN files for these two new markets available shortly.  These files will include parameters to drive a new method of determining scan risk for equity products called liquidation risk.

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Additional information about SPAN for the Paris markets

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