Getting an The "extra bang for the buck" on SPAN margin

Quote from just21:

So what are the liquid electronic options on
futures you can trade with Interactive Brokers ?
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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
 
Is there any chance that somebody could post us some SPAN Margins on ES credit spreads or even better condors?

Thx,
 
Quote from just21:

Liffe options are electronic and span margined. I am looking for a span calculator, no luck yet.
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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 though are definetly SPAN margined,I downloaded the London SPAM calculator yesterday,didn't play with it yet...
 
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.
 
Quote from Xenia:

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.
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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?
 
Did you ever use the London SPAN calculation program ?
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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)
 
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