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 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”).

To understand impacts to your individual portfolio, please refer to the margin requirements via the SPAN 2 risk parameter “x” file that will be published at approximately 8:00 am CST on February 27th, 2026. Margin requirements from the “x” file can also be consumed via CME CORE.

The addition and associated margin impacts will be effective after the close of business on February 27, 2026.