CME Group - the SPAN® Pages - updated 01/04/12 01:01 PM
© 1988-2012 CME Group

SPAN® Risk Parameter File Layouts

for the Positional Formats

 

These pages contain the comprehensive description of file layouts for four positional formats for SPAN risk parameter files -- the unpacked format, the packed format, the expanded unpacked format, and the Paris expanded format.

Please note that: the London Clearing House produces SPAN files for the LIFFE and the other exchanges it clears in the London format, not described here.

 

Summary Description of Record Types -- In Logical Order