Anyone know what sort of margin relief is standard when taking intermarket spread positions in US equity futures (NQ, ES, YM)? Which brokers currently offer the best spread credits? (And is there a public link to view the credits they are offering?) How do the credits typically change during periods of increased volatility? Thanks!
https://www.cmegroup.com/clearing/margins/inters.html#exchange=CME§or=EQUITY+INDEX&pageNumber=1 When they ratio against the "SP - S&P 500 FUTURES" they mean the big contract that was 5x the size of the E mini.