Starting Monday, September 11, 2023, the Account Management Service for risk limit setting for CME ClearPort and CME Globex will be updated to align with the roll out of the SPAN 2 Margin framework. The risk limit methodologies will remain the same and will be enhanced to incorporate SPAN 2 risk data to compute portfolio requirements. This topic details the SPAN 2 Approximation File and offering.
As part of the SPAN 2 Framework launch, CME Group is creating a new SPAN 2 approximation file that can be loaded into existing SPAN replication processes. The purpose of the SPAN 2 Approximation Service is to enable market participants that perform pre-trade margin checks with the ability to run their current margin programs while computing SPAN 2 approximated margin requirements, simply by initializing this new SPAN 2 approximation file.
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| First time users requiring access to SFTP or users requiring entitlements to an existing SFTP username should contact posttradeservice@cmegroup.com Post Trade Services to request access. Please provide your existing SFTP username, if necessary. |
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For questions or support, contact PostTradeServices@cmegroup.comPost Trade Services.