• SPAN 2(TM) Margin Framework Production Parallel Margin Reporting - Effective: November 17, 2020

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 20-436
      • Notice Date
      • 16 November 2020
      • Effective Date
      • 17 November 2020

    • CME Clearing is pleased to announce that production parallel testing of the new SPAN 2 margin framework is now underway for select energy futures and options on futures contracts. A new SPAN 2 Margin Breakdown Report will be available to Clearing Members to begin testing SPAN 2 margin requirements.

      For the full text of this advisory, please click here.

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