Thanks. Interesting but hard to interpret what the actual numbers will be. It speaks of 'moves of 8%' for equity-indexes to be a reference for margins, but no mention of the actual risk, ie. no connection to the volatility of the index.Quote from kny3:
Here's a link to the new US option margin rules. This takes effect 4/2/07 (that's April 2), but I think it will vary from broker to broker as to how quickly they implement and whether they use minimums, at least for a while.
http://www.cboe.com/tradtool/MarginReq.aspx
kny 3
We'll see how it develops.
Ursa..