• CME to introduce scanning-based spreads with more than five legs - Effective March 25, 2022

      • To
      • Clearing Member Firms; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 21-433
      • Notice Date
      • 22 November 2021
      • Effective Date
      • 25 March 2022

    • CME Clearing will introduce scanning-based super-intercommodity spreads with six or more legs into its production SPAN risk parameter file effective with the end-of-day clearing cycle on Friday, March 25, 2022.

      Click here for the full text of the advisory

      21-433

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