• CME CORE API Enhancements – SPAN 2® Framework Project - April 17, 2023

      • To
      • Clearing Member Firms; Back Office Managers; CME CORE Users
      • From
      • CME Clearing
      • #
      • 23-124
      • Notice Date
      • 17 April 2023
      • Effective Date
      • 17 April 2023

    • In conjunction with CME Clearing’s roll-out of the SPAN 2 framework for calculating performance bond requirements for energy products, CME has made investments in the CORE API service. These changes include:

      • Supporting margin calculation for SPAN and SPAN 2 Frameworks for historic points in time.
      • Supporting decomposition of margin results of futures and options margined in SPAN 2 framework.

      Click here for the full text of the advisory

      23-124

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