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Margin Parameter Files

Calendar

ECC SPAN File

Date Description Filesize   Filetype
2017-11-17

SPAN Parameter File

4.4 MB ZIP

Inter-Commodity Spreads

Date Description Filesize   Filetype
2017-11-17

File containing the inter-commodity spread credits

11.2 MB CSV

Scanning Ranges

Date Description Filesize   Filetype
2017-11-17

File containing the price scan ranges and volatility scan range

117.5 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.