Risk / Margin

Risk/Margin

SPAN® 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
Margin Parameters for Eurex US
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

SPAN® 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.