Have fun with ET´s 990N threads ...
www.elitetrader.com/vb/showthread.php?threadid=34815
www.elitetrader.com/vb/showthread.php?threadid=37884
www.elitetrader.com/vb/showthread.php?threadid=38661
Here is the Eurex RBM stuff:
- Risk Based Margining (Jan 2003)
www.eurexchange.com/clearing/rbm/download.html
- EUREX Margin Calculator
www.eurexchange.com/clearing/rbm/calculator.html
No. What I do is to use IB TWS´s "check margin" feature before
I open/close/adjust any position(s) that use SPAN or RBM (or whatever).
Markets: CME, CBOT, EUREX (but the mentioned feature will work with any market)
There is no reason why they should use the same method for FSTE100 and CAC40.
The "new" euronext.LIFFE thing was LIFFE and MONEP/MATIF before they merged.
None of them is "liquid" (although arbitrage screen vs. floor).
Quotes come from (E)MMs, no way to trade without them.
CME: NQ, ES, ER2, EuroFX, Yen
CBOT: YM, ZN, ZB
Re: GLOBEX
They have (E)MMs for ES and NQ options. Always use
limit orders and try to get a better fill than what you see.
( also: options on ER2, EuroFX, Yen )
They tried to copy TT´s MD trader and were forced to change the look & feel.
www.patsystems.com
www.tradingtechnologies.com
www.elitetrader.com/vb/showthread.php?threadid=36783
Some margin systems take into account the volatility of the underlying.
This can get pretty uncomfortable as soon as vol is exploding for whatever reason.
I do not know if SPAN and Eurex RBM will behave the same way with respect to vol.