• Equities in SPAN 2® Framework Testing and Production Advisory - Effective August 22, 2024

      • To
      • Clearing Member Firms; Back Office Managers; Margin Managers; CME CORE Users; Bookkeeping Software Providers; ISVs
      • From
      • CME Clearing
      • #
      • 24-243
      • Notice Date
      • 22 August 2024
      • Effective Date
      • 22 August 2024

    • In conjunction with CME Clearing’s migration of the SPAN 2 framework for calculating performance bond requirements for equities products, daily testing is now available. CME Clearing plans to go-live with equities products in the SPAN 2 framework with the end of day cycle on October 18, 2024, pending regulatory review. This advisory summarizes testing enhancements to support equites products through CME CORE user interface, CORE API, deployable margin software risk parameter files (“RPF”) and in MARGIN reports published to clearing members.

      Click here for the full text of the advisory

      24-243

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