I tried asking this in IB live chat awhile ago but did not get a clear cut answer. Also tried emailing management but no answer back yet. My question is, why won't IB recognise a 1:1 spread between the e-mini SP and e-mini Nasdaq? The CME span margin for this spread is $3,750 as opposed to $11,063 ($4,313 ES + 6,750 NQ) I am currently margined. Thanks.
I understand that Span margining between the products is not implemented yet for IB. I think it is high on the agenda.
Def, Any update on how far this is away? I trade this spread a bit, and it would be great if I wasn't margined 3 times what I should be. Thanks
span is being rolled out right now for the US markets. Odds are your account already has it. If not, should be any day.