As per normal review, CME Clearing’s Risk Management staff approved the addition of the following products to the SPAN 2 framework’s in-scope product list within the SPAN 2 framework’s crude pod and natural gas pod. For avoidance of doubt, products that are added to the In-Scope Products list will be margined under the SPAN 2 methodology, however they may receive margin offsets against products that are margined under the SPAN methodology through Cross Model Offset (“CMO”).
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