• PC-SPAN Upgrade-Effective Sunday, July 15, 2012

      • To
      • Clearing Member Firms; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-294
      • Notice Date
      • 13 July 2012
      • Effective Date
      • 15 July 2012
    • Please be advised that CME Clearing will be releasing a new version of PC-SPAN which will be made available beginning Sunday, July 15th.  The new version (4.5.555) includes the following:
             HVaR OTC FX related fixes
             Minor bug fixes
             Reporting changes
      This version is required for correct OTC FX margin calculations. The new version is not required for other products.
      Please contact the CME Clearing Risk Hotline at clearing.riskmanagement@cmegroup.com  or 312.648.3888 if you have further questions.

      For the full text of this advisory...