CME Clearing is making changes to the CORE user interface and CORE API service to support the SPAN 2 framework’s margining of in-scope energy products. Consistent with this advisory, CME CORE API changes will now be implemented end-of-day October 20, 2023 to ensure market participants can continue using either the SPAN or SPAN 2 framework to margin in-scope energy products until the migration period is completed on October 20, 2023 . Users will continue to see both the SPAN and SPAN 2 frameworks live in CORE user interface and CORE API through October 20, 2023. Market participants that do not have exposures in in-scope energy products will continue to see margin results based on the SPAN framework across all workflows within CORE.
For the full text of this advisory, please click here.