When writing credit spreads your broker will require you to have a certain amount of equity as a maintenance requirement when you go on margin. Several members on this board have talked about investing that collateral somewhere to improve returns. I was wondering if there was a better option than what I'm doing: having it parked in my broker's (Ameritrade) money market sweep option. That's a piddling 2.84%. Surely there must be a better way. I was thinking of just parking it in an ETF like DIA but that is too risky. It must be more conservative so that in case one of my credit spreads goes awry and I have to liquidate to meet my obligations, I am not at risk for selling at a loss. Basically I am looking to (conservatively) juice up my returns when writing credit spreads and hopefully this board will have good advice!