• Update High-Precision Risk Arrays for Margining Small Contracts

      • To
      • Clearing Member Firms; Back Office Managers; Service Providers
      • From
      • CME Clearing
      • #
      • 14-208
      • Notice Date
      • 28 May 2014
      • Effective Date
      • 01 October 2014

    • This Advisory supplements Clearing Advisory Notice 14-142, “High-Precision Risk Arrays for Margining Small Contracts.” Please click the Advisory Notice link above to read the full text of the original Advisory, containing specific layout information and usage. The exact link is at:
      http://www.cmegroup.com/tools-information/lookups/advisories/clearing/files/Chadv14-142.pdf

      14-208

      FOR THE FULL TEXT OF THE ADVISORY, CLICK HERE


      CME Group now publishes sample “production-parallel” SPAN files every day with the new high-precision “83” and “84” records to:

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.