I had an idea today and see that all of the sudden lots of other people are talking about spreads but my question is a little different. My idea is potentially to short cz9 and go long ch10. I did calendar spreads with options before but not futures. Being that the margin requirements are so low for this trade I wonder if it is at all worth trying out. (I usually trade 1 contract at a time but could feel confortable with 5 or more with the margin requirements here...) - Is this just a deep well with a sheet pulled over it or is there potential for conservative gains with limited risk? Any thoughts on this?