Getting an The "extra bang for the buck" on SPAN margin

Discussion in 'Options' started by mance, May 8, 2005.

  1. just21

    just21

    http://www.optionsnerd.com/oex.htm

    Thanks, the link I found explains it. So what are the liquid electronic options on futures you can trade with Interactive Brokers?
     
    #11     May 10, 2005
  2. Xenia

    Xenia

    None of them is "liquid" (although arbitrage screen vs. floor).

    Quotes come from (E)MMs, no way to trade without them.

    CME: NQ, ES, ER2, EuroFX, Yen

    CBOT: YM, ZN, ZB
     
    #12     May 10, 2005
  3. mance

    mance

    Is there any chance that somebody could post us some SPAN Margins on ES credit spreads or even better condors?

    Thx,
     
    #13     May 10, 2005
  4. just21

    just21

    Liffe options are electronic and span margined. I am looking for a span calculator, no luck yet.
     
    #14     May 10, 2005
  5. just21

    just21

    PC span from the cme is $500.
     
    #15     May 10, 2005
  6. mance

    mance


    Hi Just 21!

    Are you sure that all liffe options are span margined?
    I read a product description of the CAC40 (french index) options and their margin calculation seems to be based on the maximum move (some 225 index Points )
    in either direction..

    The FTSE (Index and shares) options though are definetly SPAN margined,I downloaded the London SPAM calculator yesterday,didn't play with it yet...
     
    #16     May 11, 2005
  7. Xenia

    Xenia

    There is no reason why they should use the same method for FSTE100 and CAC40.
    The "new" euronext.LIFFE thing was LIFFE and MONEP/MATIF before they merged.
     
    #17     May 11, 2005
  8. mance

    mance

    Thx Xenia...
    Well in this case well have to limit ourselves to LIFFE options... :)

    Did you ever use the London SPAN calculation program?
    If yes how happy are you with it?
     
    #18     May 11, 2005
  9. Xenia

    Xenia

    No. What I do is to use IB TWS´s "check margin" feature before
    I open/close/adjust any position(s) that use SPAN or RBM (or whatever).

    Markets: CME, CBOT, EUREX (but the mentioned feature will work with any market)
     
    #19     May 11, 2005
  10. just21

    just21

    I meant LIFFE as in pre-Euronext days. What is the link for the span calculator,I could not find it?
     
    #20     May 11, 2005