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 pod and crude pod. The list of current products margined under SPAN 2 methodology is available via the margin 002 report.

The addition and associated margin impacts will be effective after the close of business on August 21, 2026.

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. Margin requirements from the “x” file can also be consumed via CME CORE.

For the full text of this advisory, please click the link below.