• High-Precision Risk Arrays for Margining Small Contracts

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 14-142
      • Notice Date
      • 08 April 2014
      • Effective Date
      • 08 April 2014

    • In the near future, CME Clearing and CME Clearing Europe will introduce high-precision risk arrays into SPAN margin calculations for certain products.  This will provide more precise margin calculations for small-size contracts.

      For more information please contact CME Clearing at 312-648-3888.

      14-142

       

      For the full text of the advisory, click here

       

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