• Margin Parameters in the New Combined SPAN Files

      • To
      • Clearing Member Firms and Back Office Managers
      • From
      • CME Clearing
      • #
      • 09-293
      • Notice Date
      • 08 July 2009
      • Effective Date
      • 08 July 2009
    • This advisory provides additional information about the new combined SPAN® files, which contain data for NYMEX, COMEX, DME, CME, CBOT and OneChicago products.

      As previously announced, firms may begin using the new combined SPAN files this Friday, July 10.  The separate SPAN files being replaced – the “ccl” files containing data for CME and CBOT, and the files for COMEX and NYMEX – will be published through Friday July 31 but will be eliminated thereafter.

      For the full text of this advisory, please click here.

      Please direct any questions to the CME Group Risk Hotline at 312-648-3888.