SPAN® Parameter File

CaeSarSPAN Parameter File

Description of SPAN®’s risk parameter file

The SPAN®[1] Risk Parameter file is downloaded from a source (ftp-server or similar).

The Nasdaq Commodities end of day SPAN® file is generated and distributed in the evening of each day being a trading day in any of Nasdaq Commodities' market.

Nasdaq Commodities has introduced the Intra-day SPAN® files from March 17th, 2014. For details regarding the Intra-day SPAN please contact Clearing Risk

The FTP Location Site: 

The SPAN® file has the following structure and location

The SPAN® files have the following name standard

  • Example EOD SPAN®: NSPANPAR_-001__-SE-_____-140407-001.txt
  • Example Intra-Day SPAN®: NSPANI___-001__-SE-_____-140407-015.txt

Full description of the SPAN® file:

[1]SPAN® is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile Exchange Inc. assumes no liability in connection with the use of SPAN® by any person or entity.