Login
Delivery Info
Open Interest Reports
Web OTIS Access
 
Bulletins
Clearing Member Info
TCC Rules
Span Arrays

 

 

 

 

 

 

 

 

 


Risk/Margin

SPANŽ Arrays are now available on The Clearing Corporation's website! Click here for the SPAN Array page.  

Acceptable Securities and Haircut Rates (PDF)
Authorized U.S. Dollar Settlement Banks
Euro Link Margin Intervals and Spread Credits
Margin Parameters for ChemConnect
Margin Parameters for Chicago Climate Futures Exchange

Margin Parameters for CCorp OTC Benchmark Treasury Futures

 

 

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.

Copyright © 2000-2011, THE CLEARING CORPORATION. ALL RIGHTS RESERVED