# CME SPAN Margin Methodology

> Standard Portfolio Analysis of Risk system developed by the Chicago Mercantile Exchange to calculate performance bond (margin) requirements across derivatives portfolios.

Canonical: https://instrumentledger.com/contracts/cme-span-margin-model
Last updated: 2026-10-24T16:09:49.288Z

## CME SPAN Margin Methodology (SPAN)

- Type: product
- Jurisdiction: United States
- Regulatory body: CME SPAN Margin Methodology
- Wikidata: Not supplied

Standard Portfolio Analysis of Risk system developed by the Chicago Mercantile Exchange to calculate performance bond (margin) requirements across derivatives portfolios.

### Recorded metadata

| Field | Value |
| --- | --- |
| coverageDesk | Instrument Ledger |
| regulatoryBody | CME SPAN Margin Methodology |
### Related research

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