SPAN DTD Revision History

02/11/1999

• New element wfprMeth (Weighted Futures Price Risk calculation method) was added to ccDef element

02/18/1999

• Element r (rate ID of the base rate class) was made optional in ccPort element

03/02/1999

• New ooePf element was added to exchange element

03/12/1999

• tLeg, pLeg, and rpLeg elements were made optional in dSpread element

04/02/1999

• New element cmbType was added to cmbPf element

09/03/1999

• New element addlReq was added to the oReq, curReq, nReq, gReq and dReq elements

11/25/1999

• oopDeltaMeth element was added to ooePf and oocPf elements
• pe element was added to debt, eDebt and equity elements
• cvf and sc elements were added/made optional to/in phy, debt, eDebt, equity, fut and cmb elements

01/07/2000

• New intrRate and divRate elements were added to series element
• divRate element was added to equity element
• intrRate element was added to fut element

02/07/2000

• New venueDef, tickTypeDef, feeTypeDef, and groupTypeRate elements were added to definitions element
• group element was modified to become a composite element
• New specs and group elements were added to all product family elements
• New venue, tick, and fee elements were introduced in specs container element
• venue and alias elements were added to series element
• venue element was added to all contract elements
• New tne, tbn, btn, and brk elements were added to tier element

03/10/2000

• New venueDef, tickTypeDef, feeTypeDef, and groupTypeRate elements were added to definitions element
• New arrayPrecision element was added to pfLink element

08/07/2000

• New optional aliasDesc element was added to specs element
• New optional limitsDesc element was added to venue element

11/29/2000

• p element (price) became optional for all types of contracts. Absence of p element means that price for this contract is not defined. Price will be set to 0.
• Optional pq element was added after p element for option contracts. If this element is present, it can have following values:
      0 - normal price, option value = price * cvf (normal way of calculating)
      1 - fixed cabinet, option value = option price
      2 - variable cabinet, option value = option price

05/09/2001

• New optional strikeCur element was added to option-type product family elements oopPf, oofPf, ooePf, and oocPf

03/22/2002

• New optional element isCollat (Collateral Asset Flag) was added to ccDef element
• New optional elements haircut and haircutRsv were added to the following products: phy and equity
• New element asset was added to ccPort

07/05/2002

• New optional elements qib (Qualified Institutional Buyer) and lue (Locked-Up Equity) were added to portfolio element
• New optional elements lovf, sovf, lpv, spv, sv, svt, svp, svpt, op,  ap, and dva were added to portfolio element
• New optional element dvas (container for the collection of daily adjustment data) was added to fut element
• New optional element vmRate  (value maintenance rates) was added to ccDef element
• New optional element ots  (container for open trades) was added to np element

07/30/2002

• New optional elements pl, otep, and plp were added to portfolio element
• New optional elements ote, lue, pl, otep, and plp were added to all value elements
• New optional element otss  (container for short open trades) was added to gp element
• New optional element aots  (container for as-of trades) was added to np and gp elements

08/07/2002

• New optional element dva was added to aot element

09/09/2002

• New optional elements priceType and volType were added to all contract elements
• Existing element tick was added to non-options and to option series, immediately before venue

10/08/2002

• New optional element superInterClearSpreads was added to clearingOrg and businessFunction elements

12/06/2002

• New optional elements dvs and dvcs were added to dvad element

9/11/2003

• New optional element i was added to sLeg element
• New optional elements sv, svt, ote, and pl were added to all position-type elements
   

3/30/2004

• Two new optional elements custUseLov and useLovPct were added to clearingOrg and ccDef elements
• New optional element svf was added to all option-type product family elements and series element

8/20/2004

• Optional element rate was added to tLeg, pLeg, rpLeg, and  sLeg, elements
• New optional element numLegsReq was added to sSpread

9/24/2004

• Optional elements refPriceFlag and refPrice were added to series element

8/2/2005

• Optional element defType was added to priceScanDef and volScanDef elements
• Optional element positionsAllowed was added to all product family elements