Consistent with this advisory, CME has begun producing risk parameter files including Equities in the SPAN 2 Framework. As part of a subsequent release on September 23, 2024, CME is now producing for all margin cycles a set of smaller risk parameter file packages (“chunks”) which users download instead of the existing RPF files to maximize file download performance and/or to limit the quantity of data downloaded. These new chunked RPF data packages are optional for deployable margin software users and compatible with versions v3.1.10 and higher. Users of CME’s other margin calculator services, CME CORE and the CORE API, are not impacted by the file chunking.

See below for the full text of the advisory

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