As per normal review, CME Clearing’s Risk Management staff approved the addition of the following products from the SPAN 2 framework’s cross model offset (“CMO”) against products that are margined in the SPAN 2 framework’s natural gas and crude pods. For avoidance of doubt, products that are added or removed to or from CMO continue to be margined under the SPAN methodology, however they may receive margin offsets against products that are margined under the SPAN 2 methodology.

The associated changes will be effective after the close of business on April 15, 2025.

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