The good folks at the CME have pointed me to this link as a tool for calculating the above margin:
http://www.cmegroup.com/clearing/margins/intras.html#e=CME&a=INTEREST+RATES&p=ED
However, it is time consuming as there are many many pages to wade through.
Anybody know of quick and dirty way to perform this calc?
My broker IB is not much better set up to inform the trader before he puts on the trade, so any help etc etc ....
http://www.cmegroup.com/clearing/margins/intras.html#e=CME&a=INTEREST+RATES&p=ED
However, it is time consuming as there are many many pages to wade through.
Anybody know of quick and dirty way to perform this calc?
My broker IB is not much better set up to inform the trader before he puts on the trade, so any help etc etc ....