SPAN Advisory Notices
To Clearing Member Firms and Back Office Managers
From Clearing House Department
Subject Special Security Futures SPAN file to be discontinued after Jan. 28
Notice Date 2005-01-12
Notice Number SPAN 05-01
Effective Date  

In 2003, CME began publishing a special "Security Futures" SPAN file, containing security futures listed by OneChicago and NQLX.  Using this file, it was possible to obtain margin credits for offsetting positions in OneChicago and NQLX products.

NQLX discontinued all trading in security futures products on December 17, 2004, and since that time, the special Security Futures SPAN file has contained only OneChicago products.  These OneChicago products, of course, are also available in the normal CME SPAN files, where they appear as normal CME products.  The only difference is that in the CME SPAN files, they use two-byte product codes instead of the full six-byte OneChicago codes.

Since there is no longer any need for the special Security Futures SPAN files, their publication will be discontinued.  The last date on which they will be published is Friday, January 28, 2005.

For more information please contact the CME SPAN Hotline at 312-648-3888.