New exchange for spreading in theCBOE Futures Exchange SPAN file

Recently the Options Clearing Corporation began including data in the SPAN® file it produces for the CBOE Futures Exchange, to allow spreading against certain Eurex US products.  Specifically, at the end of the file, it began including data for an "exchange" with acronym EUR and exchange code EU.

Since this "exchange" was not defined in the PC-SPAN Organization Master file, attempting to load the CBOE Futures Exchange SPAN file into PC-SPAN caused errors.  To eliminate these errors, we have added this "exchange" to the Master file.

The updated Organization Master file can be downloaded from the normal location at ftp.cme.com/pub/span/util/orgmast.exe.  Running this file will extract its contents, a file named orgmast.mst, which can then be copied to the PC-SPAN master file directory, typically c:\span4\master.

If you wish to add the record yourself, simply select Organization Master under the "Tools" menu.  Expand the "Clearing Organization" section, and click once on "Options Clearing Corp."  Then press the Insert key to pop up a dialog box for adding a new exchange.  Enter EUR for the exchange acronym, Eurex US for spreading as the exchange name, and EU as the exchange code.  Then click on OK twice and confirm that you want the changes to the Organization Master file saved.  Then close and restart PC-SPAN.

For more information call the SPAN Hotline at 312-648-3888.