• New SPAN files allow estimation of the effect of planned margin changes

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 17-092
      • Notice Date
      • 07 March 2017
      • Effective Date
      • 07 March 2017
    • At the request of clearing firms and other market participants, CME has begun publishing a new SPAN file in the early morning. This new file will reflect changes in margin rates which are taking effect in that day’s end-of-day clearing cycle, and hence will allow the effect of those changes on margin requirements to be estimated.

      For the full text of the advisory, click here