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ECC Margining Test Files
For testing purposes ECC provides a parameter file which can be downloaded and used for re-calculating margin requirements.
| Document title | Filesize | Filetype | |
|---|---|---|---|
| ECC SPAN Risk Parameters – Test 04 (2011-08-30) | 0.7 MB |
|
ZIP |
| ECC Test Positions 01 (2011-08-30) | 1.3 kB |
|
ZIP |
| Period Deltas (2011-08-30) | 7.2 kB |
|
HTML |
| Positions (2011-08-30) | 7.9 kB |
|
HTML |
| Intercommodity-Spreading Tier-Requirements (2011-08-30) | 9.7 kB |
|
HTML |
| Scanning Tier Requirements (2011-08-30) | 36.8 kB |
|
HTML |
| Short Option Minimum Tier Requirements (2011-08-30) | 7 kB |
|
HTML |
| Scan Risk Contributions (2011-08-30) | 8 kB |
|
HTML |
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.
Download PC-SPAN® Copies
You can download single copies of PC-SPAN® directly from CME Group Website for free.
Download Pos Conv Tool
The SPAN PosConv Tool can be used to create SPAN position files from an Excel Sheet. You can download the PosConv tool and the documentation .