CME Group Plans to Start Using Super-intercommodity Spreading in SPAN® Risk Parameter Files Starting 8/18/2008.

SPAN Advisory Notices

To	Clearing Member Firms, SPAN Users
From	CME Clearing
Subject	CME Group Plans to Start Using Super-intercommodity Spreading in SPAN® Risk Parameter Files Starting 8/18/2008
Notice Date	2008-07-31
Notice Number	SPAN 08-171
Effective Date	2008-08-18
Effective August 18, 2008 CME Group plans to begin using a feature of SPAN called super-intercommodity spreading in SPAN risk parameter files for CBOT-CME. It will initially be used to calculate margin requriements for such products as options on crush spreads, options on Eurodollar calendar spreads, etc. For the full text of this advisory, please click here.