Currently, CME publishes special CME-OCC cross-margining SPAN files.  These SPAN files are used for calculating performance bond requirements for portfolios participating in the cross-margining program between CME, the Options Clearing Corporation, and the New York Clearing Corporation for futures and options on broad-based equity index futures and options.

Since the early 1990's, this file has been published in two different formats: the unpacked format, and the packed format.

Beginning in 2000, the file has also been published in the expanded-unpacked format and the XML format.  These newer formats are enhanced over the original formats in that they use the actual 3-byte product code for the OCC-cleared index options, rather than a 2-byte alias for the actual OCC product code.

All users of the CME-OCC cross-margining SPAN files have now switched from using the older unpacked or packed formats to the newer and better expanded-unpacked and XML formats. Accordingly, CME will cease publishing the two older formats -- the unpacked format and the packed format -- on Friday, December 13th.

SPAN Files on the Firm FTP Server:

�     The unpacked-format and packed-format files being eliminated are identified with the following naming convention: F999.CMEDATA.CSPN, where 999 is the firm number.

�     The expanded-unpacked-format which replaces the older format is identified as F999.CMEDATA.EXPSPAN.

SPAN Files on the Internet FTP site:

On CME's Internet FTP Web-Site at ftp.cme.com, the files are located in the /pub/span/data/xma directory:

�     The unpacked-format file being eliminated is identified as xmammdds.zip, where mmdd is the two-digit month and day numbers, or as xma.ccyymmdd.s.par.zip, where ccyymmdd is the full four-digit year, two-digit month and two-digit day numbers.

�     The new expanded-unpacked format file is identified as xm-cme-occ.ccyymmdd.s.pa2.zip.

�     The new XML-format file is identified as xm-cme-occ.ccyymmdd.s.spn.zip.

For more information, please contact Dale Michaels (312-930-3062), Jodi Abudardham (312-648-5427), or Ed Gogol (312-648-3674).

Thank you.