• Adjustment to Effective Date for Change to ClearPort Exposure Limit Calculation - Now Effective Saturday June 2, 2012

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 12-188
      • Notice Date
      • 03 May 2012
      • Effective Date
      • 02 June 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 May 5, 2012 to June 2, 2012.

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

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