A ADX_trader Mar 31, 2009 #1 How to calcaulate this intermarket spread margin? If I long 1 DAX and short 3 ESTX50 futures and carry it overnight.
How to calcaulate this intermarket spread margin? If I long 1 DAX and short 3 ESTX50 futures and carry it overnight.
Z zzt Mar 31, 2009 #2 go to eurex website and download their 'margin calculator' app. IB just charges the exchange margin.