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”). For the avoidance of doubt, products that are added to 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 list of current products margined under SPAN 2 methodology is available via the margin 002 report.

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