Versions Compared

Old Version 5

changes.mady.by.user CME Group

Saved on

compared with

New Version Current

changes.mady.by.user CME Group

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Software Version/RPF Data Cross-Reference

Updated 2024-

...

10-

...

02 

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

3.1.10 (major release - required)

3.1.16 (patch - optional)

3.1.17 (patch - optional)

3.1.18 (patch - optional)

Y

2024-06-25

2024-08-23

2024-09-05

2024-09-11

N/A

N/A

Testing files (contain equities in SPAN 2):

  • February 20, 2024 - contains Equities (test only file).
  • EOD (C) cycle files from August 21, 2024

Daily production RPFs from July 2024.

  • All earlier RPFs are expected to produce errors.

All daily cycles from July 2024.

3.1.9

N

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


...

**Note all .c SPAN 2 files published after November 23, 2021 are files with ‘active only’ contracts to limit total file size. Prior .c SPAN 2 files contain all contracts, even those without open interest.

***Note these versions will reach end of life at the Equities in SPAN 2 framework mandatory production cutover date and will subsequently be unsupportedwill reach end of life at the Equities in SPAN 2 framework mandatory production cutover date and will subsequently be unsupported.

Version: v3.1.18

Release Date: 2024-09-11

Updates

Description

Enhancements and Fixes

  • This build is an optional patch release. Users are required to integrate with version 3.1.10 or higher on or before the go live for equities in the SPAN 2 framework.
    • 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, versions prior to 3.1.10 of the program will no longer be supported.
  • This build fixed an issue related to multi-threading with resulted in users experiencing a performance degradation as compared to versions earlier than 3.0.9. This impacted some but not all users.

Changes to Technical Configurations 

  • No change from prior v3.1.16.

Notes

  • This is an optional production build. Users are recommended, but not required, to deploy this build in the Production environment at the earliest convenience. This version can be deployed prior to the equities in SPAN 2 framework production go live date.

  • Data available for testing is described in version 3.1.16 below.

  • For more testing and go-live details, see the Equities in SPAN 2 Framework Testing and Production advisory.

Known Issues

  • None.

Version: v3.1.17

Release Date: 2024-09-05

Updates

Description

Enhancements and Fixes

  • This build is an optional patch release. Users are required to integrate with version 3.1.10 or higher on or before the go live for equities in the SPAN 2 framework.
    • 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, versions prior to 3.1.10 of the program will no longer be supported.
  • Fixes a bug related to thread locking which prevented some processes from shutting down properly. This impacted some but not all users.

Changes to Technical Configurations 

  • No change from prior v3.1.16.

Notes

  • This is an optional production build. Users are recommended, but not required, to deploy this build in the Production environment at the earliest convenience. This version can be deployed prior to the equities in SPAN 2 framework production go live date.

  • Data available for testing is described in version 3.1.16 below.

  • For more testing and go-live details, see the Equities in SPAN 2 Framework Testing and Production Advisory.

Known Issues

  • None.

Version: v3.1.16

Release Date: 2024-08-26

Updates

Description

Enhancements and Fixes

  • This build is an optional patch release. Users are required to integrate with version 3.1.10 or higher on or before the go live for equities in the SPAN 2 framework.
    • 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, versions prior to 3.1.10 of the program will no longer be supported.
  • Introduction of optional new attributes in the response schema: crossModelOffsetInitial and crossModelOffsetMaintenance. These optional fields more granularly express the existing crossModelOffset concept, which is an offset applied at the CCP level across risk Pods.
    •  A new version of the Schema, version 1.0.40, is available for download alongside the deployable software in the CME CORE 's download center - Software. Download Center.
      This is now the active version, but prior versions are not expected to produce errors with the new optional attributes.
  • As was introduced in earlier versions, 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.
  • This build improves performance of loading risk data during margin calculations. Users are encouraged to perform performance tests of this version and provide feedback. 

Changes to Technical Configurations 

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

Notes

  • This is an optional production build. Users are recommended, but not required, to deploy this build in the Production environment at the earliest convenience. This version can be deployed prior to the equities in SPAN 2 framework production go live date.

  • CME has made the following sets of risk parameter files (RPF) available for user testing.

    • Perform functional testing with any production risk parameter data file (RPF) from July 1, 2024 onward.
      • Please note this site requires entitlements, please contact CME to obtain.
      • Risk parameter file location: [user local site]/pub/SPAN2/rpf/
      • Production risk parameter file name: cme.span2.yyyymmdd.[cycle code].zip
    • Perform functional and impact analysis testing with test versions of the RPF data containing equities in the SPAN 2 framework from selected dates in August, then August 23, 2024 onward.
      • Please note this site requires entitlements, please contact CME to obtain.
      • Risk parameter file location: [user local site]/pub/SPAN2/rpf/
      • Test risk parameter file name: test.cme.span2.yyyymmdd.[cycle code].zip
    Please see also the advisory here for
  • For more testing and go
    • live details: https://www.cmegroup.com/notices/clearing/2024/08/Chadv24-243.pdf.
  • -live details, see the Equities in SPAN 2 Framework Testing and Production advisory.

Known Issues

  • None.

Version: v3.1.10

...

Updates

Description

Enhancements and Fixes

  • This build introduces a simulation for multi currency support for contracts in an existing Pod allowing users to functionally test a multi-currency margin result for a set of mocked test contracts. A subsequent production ready build is expected to be released in Q2 2024.
    • Contracts for testing in this build:
      • ES, DVE, FT1 and N1 futures (options excluded)
      • Please see See also the sample portfolio (csv format) and risk results message (json format) published in theCME CORE download centerDownload Center.
    • The equity products in-scope for testing are margined via SPAN 2 framework and will be displayed under the Pod "NATGAS" and the Product group "Henry Hub Natural Gas."
    • The "requirement amounts" section at the Pod and Product Group levels produces aggregated margin results in US dollars.
    • The "currency amounts" section at the Pod level produces a margin breakdown in local currency.
      • Users testing this build are expected to validate they can pass the "currency amounts" into their downstream processes to ensure their integration allows for multiple currencies in the same Pod.

Changes to Technical Configurations 

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

Notes

  • This release should not be deployed to production and it will only support risk parameter file(s) as a means of validating existing interface implementation. A subsequent production ready build is expected to be released in Q2 2024.
  • This build should be tested using a sample risk parameter file (RPF) which is available over secure FTP at the following site: /pub/SPAN2/rpf/test. The file has the naming convention prefix "Test" but otherwise matches standard naming convention.
  • Schema changes are out of scope for this build.

Known Issues

  • None.

...