http://www.cmegroup.com/notices/clearing/2017/12/Chadv17-480.pdf Outrights? Okay, to be expected. But the calendar spread? Ouch! They aren't messing around.
When the bag closes, by the Christmas break will it be possible for brokers to start operating with cryptocurrencies?
Actual numbers were published. Maint starting at 38,485, init starting at $42,333 Calendar starting at $37,000. http://www.cmegroup.com/trading/equity-index/us-index/bitcoin_performance_bonds.html