Global Information Lookup Global Information

CME SPAN information


The Standard Portfolio Analysis of Risk, or SPAN, is a system for calculating margin requirements for futures and options on futures. It was developed by the Chicago Mercantile Exchange in 1988.

SPAN is a portfolio margining method that uses grid simulation. It calculates the likely loss in a set of derivative positions (also called a portfolio), and sets this value as the initial margin payable by the firm holding the portfolio. In this manner, SPAN provides for offsets between correlated positions and enhances margining efficiency.

and 23 Related for: CME SPAN information

Request time (Page generated in 0.7782 seconds.)

CME SPAN

Last Update:

The Standard Portfolio Analysis of Risk, or SPAN, is a system for calculating margin requirements for futures and options on futures. It was developed...

Word Count : 97

Chicago Mercantile Exchange

Last Update:

and COMEX. CME, CBOT, NYMEX, and COMEX are now markets owned by CME Group. After the merger, the value of the CME quadrupled in a two-year span, with a market...

Word Count : 1534

Span

Last Update:

Payments Network CME SPAN, Standard Portfolio Analysis of Risk, for futures contracts Span Developments, former UK builder Denard Span (born 1984), a baseball...

Word Count : 201

Lexi Thompson

Last Update:

before heading into the season-ending CME Group Tour Championship. On November 18, 2018, Thompson won the CME Group Tour Championship with an 18-under...

Word Count : 3641

Electronic Broking Services

Last Update:

originally created as a partnership by large banks and then became part of CME Group. EBS was created by a partnership of large foreign exchange (FX) market...

Word Count : 608

Vincent Viola

Last Update:

Angeles Times. Retrieved May 7, 2017. "NYMEX Strategic Advisor Resigns". CME Group. September 26, 2005. Retrieved June 22, 2024. "New York businessman...

Word Count : 1369

Leo Melamed

Last Update:

executive, and a pioneer of financial futures. He is the chairman emeritus of CME Group (formerly the Chicago Mercantile Exchange). Melamed was born Leibel...

Word Count : 1011

Canadian Military Engineers

Last Update:

The Canadian Military Engineers (CME; French: Génie militaire canadien) is the military engineering personnel branch of the Canadian Armed Forces. The...

Word Count : 2676

Futures exchange

Last Update:

used to compute initial margins. They include the CME-owned SPAN (a grid simulation method used by the CME and about 70 other exchanges), STANS (a Monte Carlo...

Word Count : 3567

Dow Jones Industrial Average

Last Update:

Average. In the derivatives market, the CME Group through its subsidiaries the Chicago Mercantile Exchange (CME) and the Chicago Board of Trade (CBOT)...

Word Count : 6536

Mesentery

Last Update:

been extrapolated to colonic surgery. Total or complete mesocolic excision (CME), use planar surgery and extensive mesenterectomy (high tie) to minimise...

Word Count : 3589

Michael Spencer

Last Update:

focused on electronic markets and post-trade business which was acquired by CME Group in November 2018. NEX Group was formerly known as ICAP, until the sale...

Word Count : 3961

American Association of Clinical Endocrinologists

Last Update:

CME courses that assist physicians seeking to earn ECNU distinction. The ACE Self-Assessment Program (ASAP) is a continuing medical educational (CME)...

Word Count : 1571

Chicago

Last Update:

which is owned, along with the Chicago Board of Trade (CBOT), by Chicago's CME Group. In 2017, Chicago exchanges traded 4.7 billion in derivatives.[citation...

Word Count : 22379

2010 flash crash

Last Update:

other than the NYSE. However, CME Group, a large futures exchange, stated that, insofar as stock index futures traded on CME Group were concerned, its investigation...

Word Count : 8416

List of articles related to the Sun

Last Update:

Articles related to the Sun include: Corona Solar wind Coronal mass ejection(CME) Solar eclipse total eclipse annular eclipse hybrid eclipse partial eclipse...

Word Count : 344

Great Lakes region

Last Update:

owned, along with the Chicago Board of Trade (CBOT) by Chicago's CME Group. The CME Group, in addition, owns the New York Mercantile Exchange (NYMEX)...

Word Count : 4574

Solar cycle

Last Update:

structures lose stability, leading to solar flares and coronal mass ejections (CME). Flares consist of an abrupt emission of energy (primarily at ultraviolet...

Word Count : 9992

LSWR N15 class

Last Update:

class hence becoming known as King Arthurs. The chief mechanical engineer (CME) of the newly formed company, Richard Maunsell, modified the Urie locomotives...

Word Count : 6449

Solar flare

Last Update:

energy releases may also produce coronal mass ejections (CMEs), although the relationship between CMEs and flares is not well understood. Associated with solar...

Word Count : 4188

Tiger Flowers

Last Update:

black community, Tiger was remembered as a deacon for the Butler Street CME Church and as a member of the lodges of Masons, Elks, and Knights of Pythias...

Word Count : 1346

Hosa Wells Okunbo

Last Update:

Okunbo was the founder and chairman of the following Nigerian companies: CMES-OMS Petroleum Development Company (CPDC), which, in September 2019, signed...

Word Count : 1195

Financialization

Last Update:

figures of the nominal value of contracts traded at the CME each month. In November 1993, the CME boasted that it had set a new monthly record of 13.466...

Word Count : 4903

PDF Search Engine © AllGlobal.net