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Margin Parameter Files

Calendar

ECC SPAN File

Date Description Filesize   Filetype
2019-08-19

SPAN Parameter File

6.2 MB ZIP

Inter-Commodity Spreads

Date Description Filesize   Filetype
2019-08-19

File containing the inter-commodity spread credits

15.1 MB CSV

Scanning Ranges

Date Description Filesize   Filetype
2019-08-19

File containing the price scan ranges and volatility scan range

211.7 kB CSV

 

Margin Buffer

Document title Filesize Filetype
Margin Buffer (2019-08-19) 67 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.