Software Version/RPF Data Cross-Reference
Updated 2024-06-
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Software Version(s) | Version Supported in Production? | Release Date(s) | Compatible RPF Dates – SPAN* | Version of SPAN File(s) Available | Compatible RPF Dates – SPAN 2* | Version of SPAN 2 File(s) Available |
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3.1.10 | Y | 2024-06-25 | 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. |
3.1.9 | YN | 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 |
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***Note these versions will reach end of life at the Equities in SPAN 2 framework mandatory production cutover date and will subsequently be unsupported.
Version: v3.1.
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Release Date: 2024-06-
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Updates | Description |
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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. Note this version supersedes the prior released version, 3.1.9.
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The deployable build was released - This build fixes a bug discovered in version 3.1.9 which impacted liquidity and concentration calculations.
- The below enhancements and fixes were originally made available in version 3.1.9 below and have not changed in version 3.1.10.
- 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).
Performance Analysis |
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Energy contracts | Improved performance, observed 10% faster | Equity contracts and complex portfolios | Same performance expected |
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Changes to Technical Configurations | - This build requires Windows users to support Visual C++ Redistributable for Visual Studio 2015-2022.
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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.
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Known Issues | |
Version: v3.1.9
Release Date: 2024-06-14
Updates | Description |
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Enhancements and Fixes | - This build is superseded by version 3.1.10 above and not expected to be integrated by users.
- This build supports margin for all in-scope Equity contracts in SPAN 2 methodology.
- 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.
- 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.
- 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).
Performance Analysis |
|---|
Energy contracts | Improved performance, observed 10% faster | Equity contracts and complex portfolios | Same performance expected |
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Changes to Technical Configurations | - This build requires Windows users to support Visual C++ Redistributable for Visual Studio 2015-2022.
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Notes | - 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.
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Known Issues | |
Version: v3.0.4 (Beta)
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