• Adjustment to Effective Date for Change to ClearPort Exposure Limit Calculation – Now Effective Saturday May 5, 2012

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 12-151
      • Notice Date
      • 05 April 2012
      • Effective Date
      • 05 April 2012

    • The effective date for CME ClearPort shifting from the current RAV (Risk Account Value) algorithm to SPAN (Standard Portfolio Analysis of Risk) as the algorithm used to calculate credit usage for CME ClearPort trades has changed from April 14, 2012 to May 5th 2012.

       

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