VOLUME 23 - BULLETIN #056
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 18, 2003
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SUBJECT:
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Cross-Margin Span Array Change
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Beginning March 25th, 2003, the expanded version (“PA2”) of the cross-margin customer SPANŽ arrays will be using 3 (three) digit Options Clearing Corp. (“OCC”) commodity codes rather than the 2 (two) digit Span-defined codes. The regular version (“PAR”) of the cross-margin arrays will remain unchanged.
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. |