SPAN(r) Advisory #02-07
May 8, 2002

NEW SPAN FILES FOR CME-OCC CROSS-MARGINING USE TRUE OCC CODES.
OLD FILES TO BE DISCONTINUED AFTER JUNE 28TH

We are pleased to announce the availability of SPAN� files for
CME-OCC cross-margining which use the true OCC symbol for equity
index options.  It is no longer necessary to use two-byte aliases
for the true 3-byte OCC product codes.  We hope this will make
using them simpler and more convenient.
 
The new files are available in either the "expanded-unpacked"
format, or in the XML-based format.  Either format can be used in
any PC-SPAN� version 4.x.  The new files can be downloaded from
the Internet at ftp.cme.com/pub/span/data/xma.

Typical filenames would be xm-cme-occ.20020506.s.pa2.zip and
xm-cme-occ.20020506.s.spn.zip, for the expanded-unpacked ("pa2")
and XML-based ("spn") format, respectively, for May 6th. 

Full details on these file formats are available on the SPAN
Information Pages at www.cme-ch.com.
 
For the time being, CME-OCC cross-margining SPAN files in the
older "unpacked" format, using two-byte aliases for the OCC
product codes, are still available from the same location -- for
example, xma0506s.zip, for the May 6th file.  THESE FILES WILL BE
DISCONTINUED AFTER JUNE 28, 2002, HOWEVER.
 
For more information, contact the CME Clearing House SPAN Hotline
at 312-648-3888

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