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Here goes: http://www.liffe.com/trade/span/span4/index.htm http://www.lch.com/services/technology/pcspanv4.asp Give us a post when you figure out how it works ;)

Thx Xenia... Well in this case well have to limit ourselves to LIFFE options... :) Did you ever use the London SPAN calculation program? If yes how happy are you with it?

Hi Just 21! Are you sure that all liffe options are span margined? I read a product description of the CAC40 (french index) options and their margin calculation seems to be based on the maximum move (some 225 index Points ) in either direction.. The FTSE (Index and shares) options...

Is there any chance that somebody could post us some SPAN Margins on ES credit spreads or even better condors? Thx,

Hi ktm thx for your answer.. There is an interesting difference between SPAN and the Eurex RBM: As far as I was able to undestand the system,our Eurex RBM uses only the difference in points between the strike and the present underlying. Let me give you a few live quotes...

Hi guys, I just registered and hope that you "oversees" options traders will be able to answer some of the questions I have. I've been trading/selling options for 2 yrs. now (mostly strangles on european index options like the EUROSTOXX and DAX) but am quite unhappy with the margin...