| May 10, 2002 "TYPE 9" RECORDS TO BE REMOVED FROM CME SPAN FILE ON MAY 24TH
For several years, the CME SPAN file has contained, at the very bottom, a number of records identified as record type "9". These were originally intended to support margining of debt securities such as Treasury bonds, bills and notes.
These records are no longer in use, however, and accordingly will be removed from the CME's SPAN files. The last day in which the type "9" records will be in the CME's SPAN files will be Thursday May 23rd. Beginning Friday May 24th, the CME SPAN files will no longer contain these records. It is very unlikely that any firm's implementation of SPAN will be affected by this, since (a) CME is the only exchange including these records in its SPAN file and (b) firms' SPAN implementations are programmed to ignore these records. Nevertheless, sample SPAN files without these records may be obtained on the Internet at ftp.cme.com/pub/span/util, in the file "cme-no-nines.zip". This file contains sample end-of-day SPAN files without the type "9" records, in both the "unpacked" and "packed" formats, for business date May 9, 2002. For more information, contact the CME Clearing House SPAN Hotline at 312-648-3888
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