VOLUME 23 – BULLETIN #041
TO:
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ALL CLEARING MEMBERS
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FROM:
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CLIENT SERVICES AND SUPPORT
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DATE:
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March 3, 2003
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SUBJECT:
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Method 4 Spread Implementation
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Beginning March 10th, 2003, the daily customer SPANŽ arrays will incorporate SPAN’s Spread Method 4 with respect to CBOT-related inter-commodity spread positions for financial products. Both the regular (“PAR”) and expanded (“PA2”) versions of these arrays will include these inter-commodity spreads.
Should you wish to test the new expanded daily SPANŽ file or if you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
SPANŽ and Standard Portfolio Analysis of Risk TM are trademarks of the Chicago Mercantile Exchange. The Chicago Mercantile Exchange assumes no liability in connection with the use of SPAN by any person or entity. |