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Clearing Corp Bulletins Printer Friendly Version Printer Friendly Version
VOLUME 23 – BULLETIN #041

TO:

ALL CLEARING MEMBERS

FROM:

CLIENT SERVICES AND SUPPORT

DATE:

March 3, 2003

SUBJECT:

Method 4 Spread Implementation

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:

John Compall

 

john.compall@clearingcorp.com

Shawn Gebbia

786-5748

shawn.gebbia@clearingcorp.com

Marc MacQuarrie

786-5732

marc.macquarrie@clearingcorp.com

Ross McDonald

786-3804

ross.mcdonald@clearingcorp.com

Molly McMahon

786-5731

molly.mcmahon@clearingcorp.com

Mark Steffen

786-5761

mark.steffen@clearingcorp.com

Jill Turner

786-5718

jill.turner@clearingcorp.com

     

Thomas Andrews

Director

thomas.andrews@clearingcorp.com

     

Client Services and Support E-Mail Address

css@clearingcorp.com

Clearing Corporation Web Site

http://www.botcc.com

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.

   
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