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Thanks. Can you provide a link to verify the amount? Can't seem to find it on the CME site, and my broker has problems quoting me accurate spread margins. Reasons to support this trade idea: - Likely future decline in risk-free rate - If recession happens and vol spikes, spread likely...

Anyone know what the maintenance margin is for going long ESH23 / Short ESH24 (futures calendar spread)?

Anyone know how much margin/span credit the CME extends for a long JPY/ Short GBP position?

I just purchased some options on futures in IB and was surprised to find that despite using up my available cash, the firm seems to still be extending me buying power. Could it be that the my options on futures position is margineable? I'm surprised by this if so.

Thanks. I actually did follow the approach you're recommending but encountered the problem nonetheless. Called IB to get down to the bottom of it. Issue is it takes a day to approve non-default requests.

I just signed up for IB and funded my account to to make a fairly standard options on futures trade. They notified me to update my trading permissions...I requested permission to trade options on futures. Seems like I got an instant approval. Now, when I try to place the trade, the platform...

So does a Z SOFR contract in December reflect expectations of where rates will be by (future) mid-March?

Thank you. You seem really knowledgeable about this topic. Just a quick question: Does this mean that, on any given day, the price of these contracts reflects the market's expectation for SOFR rates at the actual settlement date in the future? To give you a hypothetical example, if traders in...

Yes, I am sure. https://www.barchart.com/futures/quotes/SQZ23/overview

SOFR futures have that unique expiration feature where they settle four months after the headline contract date. Does this essentially mean that, on any given day, the price of these contracts is indicating the market's expectation for SOFR rates at the actual settlement date in the future...

Thanks, appreciate your insight.

Thanks, so if I understand you correctly, the settlement price will roughly equal the weighted average of price from March 20 through June 20? The corresponding contract for FF is ZQH24, which has a settlement at end of March. Wondering how that is similar? Does it price weighted average of...

Was looking at March 24 SOFR (SQH24) and barchart says it settles in June. Does that seem right? If so will the contract on settlement express where rates land in June (on settlement date) or March? Thx

Luana, you are a founder of Kalshi right? Does it seem disingenuous to you that the founder of a firm that lets traders bet on policy decisions is asking this question? I may be jumping to conclusions, but your question seems like dishonest behavior. If you are trying to draw attention to...

Thx so in your example 1 ZT is worth 8/5 SQ?

Thx for responding. Looking at the March 2024 contract for SOFR. Just balancing based on size of contracts.

Anyone know about how to balance a SOFR 2YR spread? How many 2Yrs per SOFR contract? Thx

Thanks Ilan!

Any one know what span margin is for long Franc contract short Pound 1:1?

Thanks, Ilan