CME Group to Launch Next Generation of CME SPAN Margin Methodology

Discussion in 'Index Futures' started by ETJ, May 29, 2019.

  1. bone

    bone

    Well obviously this affects me and my clients because SPAN margin offsets are a big deal for us. I spent most of last week researching everything I could find on SPAN-2 - there’s not much. I have a friend who’s a Risk Manager at s Major Chicago FCM - I’m going to call him this week. It’s going to be a gradual roll-out. My sense is that this Version is not really about changing margins “real-time” intraday / it’s likely more about providing easily obtainable margin offset calculations for the tens of thousands of inter and intra market spread combinations - futures, options, and cleared Swaps.
     
    #11     Jun 2, 2019
    Overnight likes this.