content

Margin Parameter Files

Calendar

ECC SPAN File

Date Description Filesize   Filetype
2020-02-27

SPAN Parameter File

6.8 MB ZIP

Inter-Commodity Spreads

Date Description Filesize   Filetype
2020-02-27

File containing the inter-commodity spread credits

16.3 MB CSV

Scanning Ranges

Date Description Filesize   Filetype
2020-02-27

File containing the price scan ranges and volatility scan range

218.8 kB CSV

 

Margin Buffer

Document title Filesize Filetype
Margin Buffer (2020-02-27) 70.5 kB CSV

Disclaimer:

'SPAN' is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile Exchange Inc. assumes no liability in connection with the use of SPAN by any person or entity.