SPAN Risk Parameter Files
- SPAN Risk Parameter Files, which is distributed by JSCC every business day, are data files that are necessary for calculating Margin Requirement via SPAN® calculation logic. Generally, application software such as PC-SPAN® is used to calculate Margin Requirement. The data included in SPAN Risk Parameter Files are set based on the SPAN Parameters such as the Price Scan Range, which is also published by JSCC.
＜Obtaining SPAN Risk Parameter Files＞
Using PC-SPAN®
- You can calculate Margin Requirement for your positions with PC-SPAN®, application software for personal computers. You can purchase PC-SPAN® from the Chicago Mercantile Exchange. Please see CME’s homepage for details.
＜CME homepage (Ordering PC-SPAN®)＞
http://www.cmegroup.com/clearing/risk-management/span-purchase.html
Specification of SPAN Risk Parameter Files
- According to the following rule, filename of SPAN Risk Parameter File is set :
- (Example 1) TSE0104s.zip
- Filename: TSE + Date (4 digits) + s (Ordinary Files)
- (Example 2) TSE0104i.zip
- File name: TSE + Date (4 digits) + i (Files for Intra-Day Margin Call)
SPAN Risk Parameter Files are provided in a compressed format (zip). Decompression software such as Lhasa is required to decompress the Files.
Please refer to the following file for Commodity Codes for SPAN Risk Parameter Files
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Commodity Code for SPAN Risk Parameter File |  |
SPAN®and PC-SPAN®are registered trademarks of Chicago Mercantile Exchange Inc. (CME). All rights concerning SPAN®belong to CME, and JSCC is licensed by CME to use these products. The Chicago Mercantile Exchange assumes no responsibility in connection with the use of SPAN®by any person or entity.
The "pdf" format refers to the portable document format from Adobe.
To view a file in this format, you must get Acrobat Reader which is available here.
