Even my current broker AMP respects SPAN margin accurately. Other more professional brokers such as Advantage respect SPAN margin of course. Also, there are other things you need to care about except margin. Working with proper brokers is very important. Otherwise you may also experience my issues mentioned in this thread.
Most brokers that offer spread trading respect SPAN margins. Where most don't is when it comes to selling naked option selling or other risky strategies.
That's not what they told me some years ago. They said that even though the statement will show the spread margin discount, their risk dept still requires full maintenance margin for both legs 5 mins before the close. Of course it never made any sense, because they said that when market reopens an hour later, it is back to day-trading margins during new 6PM session. I gave up on trying to figure out the why of it all, and unfortunately that decision to always trade with full margin all the time has caused me to lose a great deal of money.
That's impossible. If they required full margins for both legs, I would have been margin called already (last year nat gas outright margin once exceeded $10K due to high volatility). The guy in the trade desk confirmed they respect SPAN margin for spread tradings (at least for my nat gas futures).
It is a little disconcerting to think that it is up to the brokers whether or not to respect SPAN margin requirements.
This thread is old but just in case someone like me stumbles upon it... In IBKR you can set the normal spread form, they call it "reverse"