VIX and Margin

Discussion in 'Index Futures' started by SoCalOptionsWriter, Oct 30, 2022.

  1. Trading a VIX futures spread, short M1-long M2, and my margin is about half of the long position, or $13K. Isn't this high for SPAn margin? Or is it portfolio/Reg T because of the VIX's unusual index characteristics and it's a CBOE, rather than CME, product, if that means anything?
     
  2. Robert Morse

    Robert Morse Sponsor

    Ayn Rand likes this.
  3. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    What specific months are you currently short and long?

    Here are example margins ( long nov/short dec):
    upload_2022-10-31_7-39-28.png
     
    Real Money likes this.
  4. Short Nov / Long Dec
     
  5. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    upload_2022-10-31_8-0-7.png

    Like @Robert Morse said, your broker may charge higher margins for different reasons. Hope this helps and trade goes your way!
     
  6. Tks
     
    CannonTrading_Ilan likes this.