3.1.9

Y

2024-06-14

N/A

N/A

February 20, 2024 (test only file).

Daily RPFs from July 2024.

All earlier RPFs are expected to produce errors.

All daily cycles from July 2024.

3.0.4 (beta release)

N

2024-04-04

N/A

N/A

February 16, 2024 (see note in release notes below)

C Cycle

2.0.0

2.0.0.1

2.0.0.2

2.0.4

2.0.7

2.2.4

2.2.15

2.2.18

2.2.29 

2.2.49

Y***

2021-11-22

2021-12-17

2021-12-23

2022-01-24

2022-03-14

2022-05-09

2022-07-29

2022-11-16

2023-01-30

2023-12-18

October 4 – December 3, 2021

December 15, 2021 – current

All Daily cycle files from January 28, 2022

C, S, I from December 15, 2021

C from all prior dates

Additional daily cycle files, as available

November 23** – December 3, 2021 (C files)

December 15, 2021 – current (C files)

March 24, 2022 – current (S files)

April 12, 2022 – current (I files)

June 17, 2022 – current (E files)

All daily cycle files from August 29, 2022

1.1.54

1.1.55

N

2021-10-04

2021-10-13

October 4 – December 3, 2021

December 15, 2021 – current

C

October 4 – 30, 2021

C

All Prior versions

N

Limited points in time

Limited points in time

Enhancements and Fixes

• This build supports margin for all in-scope Equity contracts in SPAN 2 methodology and is the candidate build for the production go-live of Equities in SPAN 2 framework.
• The deployable build was released with sample Risk Parameter File (“RPF”) for Feb 20, 2024. This risk data set is the first compatible RPF date and allows users to functionally test all in scope enhancements, bug fixes, performance and minimum requirement change.
• Users can go live with this build of the software in production at any time starting from the beginning of the go live window through the mandatory production cutover for Equities contracts in SPAN 2 framework. Following the production cutover, prior versions of the program will no longer be supported.
  • The go live window and mandatory production cutover dates will be communicated through a production advisory.
• As with the previous beta build (3.0.4), the "requirement amounts" section at the Pod and Product Group levels produces aggregated margin results in US dollars and the "currency amounts" section at the Pod level produces a margin breakdown in local currency.
• Users will be able to use this build to test chunked RPFs (multiple RPF packages for a single date and cycle) when they become available.
• A fix was made to the “Memo” field in the margin response message and it will be passed back for all position-level errors.
• This build fixes a performance issue observed in the prior released beta version (3.0.4). 

Changes to Technical Configurations 

• This build requires Windows users to support Visual C++ Redistributable for Visual Studio 2015-2022.

Notes

• This is a mandatory production build. Firms are requested to deploy this in the Production environment at the earliest convenience up until the mandatory production cutover date for Equities contracts. 
• The deployable build was released with sample Risk Parameter File (“RPF”) for Feb 20, 2024. This risk data set is the first compatible RPF date and allows users to functionally test all in scope enhancements, bug fixes, performance and minimum requirement change. This RPF data package is available over secure FTP at the following site: /pub/SPAN2/rpf/test. 
• Daily production risk parameter files supporting this build are expected be supported in July 2024 and will be confirmed with an advisory. Earlier versions of the risk parameter files are not compatible with this version of the program and will generate errors.

Known Issues

• None.