S soler May 20, 2005 #1 would anyone kindly explain to me how does Ib calculate short futures option's margin? specially those that is out of the money?on their web site,there is clear explaination...thx
would anyone kindly explain to me how does Ib calculate short futures option's margin? specially those that is out of the money?on their web site,there is clear explaination...thx
I ids May 21, 2005 #3 We use SPAN. There cannot be simple and clear explanation. If you are interested, try to start here: http://www.cme.com/clearing/rmspan/span/compont2480.html
We use SPAN. There cannot be simple and clear explanation. If you are interested, try to start here: http://www.cme.com/clearing/rmspan/span/compont2480.html
