• Reminder - Change to ClearPort Exposure Limit Calculation to be Implemented

      • To
      • Clearing Member Firms, Back Officer Managers
      • From
      • CME Clearing
      • #
      • 12-228
      • Notice Date
      • 30 May 2012
      • Effective Date
      • 02 June 2012

    • On Saturday June 2nd, CME ClearPort will be shifting from the current RAV (Risk Account Value) algorithm to SPAN (Standard Portfolio Analysis of Risk) as the algorithm used to calculate credit usage in RAV Manager for ClearPort trades.

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

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