You can burn through ALOT of money very quickly screwing around with one-lot futures in CL or ES or 6E or GC or ZB or just about any futures contract. Consider: the initial margin requirement to carry one ES future contract overnight is $4,758. There IS another way. Some random inter and intra market spread overnight initial margin requirements: 2 NQ versus 1 ES: $3,374 1 CME mini Dow versus 1 ICE mini Russell: $2,100 Eurodollar Jun14-Sep-Dec-Mar Condor: $148 5 ZF versus 3 ZN: $1,964 2 ZF versus 1 ZN: $655 2 Eurodollar Dec '21 versus 1 ZF: $957 1 Jun14 Eurodollar vs 2 Sep Eurodollar vs 1 Dec Eurodollar Butterfly: $82 1 NG 3/15 vs 2 NG 4/15 vs 1 NG 5/15 Butterfly: $688 1 NG 4/14 vs 2 NG 5/14 vs 1 NG 6/14 Butterfly: $385 1 CL 4/14 vs 2 CL 5/14 vs 1 CL 6/14 Butterfly: $440 1 CL 5/14 vs 1 CL 6/14 Calendar Pair: $385 1 CL 12/14 vs 1 RBOB 12/14 Crack Spread: $1,760 1 HO 12/14 vs 2 HO 1/15 vs 1 HO 2/15 Butterfly: $165 1 ZC 5/14 vs 2 ZC 7/15 vs 1 ZC 9/14 Butterfly: $540 1 ZB 7/14 vs 1 ZB 9/14 Calendar Pair: $189