In order to find the margin credits for futures spreads on the CME website, go to a product and select the "margins" tab. Within that "margins" tab, you will find more tabs, including the margins for "intramarket" ( same product, different month and year codes ) spreads, and "intermarket" spreads ( different products with a high enough positive correlation that the exchange offers a margin credit ). Although not usually listed in these tabs, you can find exchange circulars within the website that provide cross-exchange margin agreements. For example, ICE and CME have a cross-margining agreement for YM vs TF. There are also cross-margining agreements between Liffe/Euronext and Eurex. http://www.cmegroup.com/trading/int...tract=GE&floorContractCd=EDU5&expMonth=201509 As a side note, from my experience it takes an FCM with experienced Risk Managers and a sophisticated enough risk tracking system to margin spreads correctly. Your safest bet is to clear a major Chicago FCM. Banks and New Edge are also very adept at it and their risk managers will typically make available products and provide internal margin credits beyond what you would get from a major FCM without those resources. If your existing clearing firm deals primarily with the more retail-oriented types and scalpers and day traders, they might assign outright risk to each spread combination individual component - which is no good at all.
Just an FYI, if you use the exchange supported spreads, apparently it is much more compatible with most FCM's risk management software in terms of intraday margining.