D dont May 16, 2005 #1 Is there a span calculator available on the net That I can use to calculate margin requirements for EUREX options trades?
Is there a span calculator available on the net That I can use to calculate margin requirements for EUREX options trades?
J just21 May 16, 2005 #2 Check out the SPAN thread under the options section. Eurex use risk based margin which is similar but not quite the same as SPAN, http://www.eurexchange.com/clearing/rbm/calculator.html to download their calculator. A free Liffe/Euronext Span calculator is available at http://www.liffe.com/trade/span/span4/index.htm PC-Span for the cme is $500. www.marginclick.com covers all markets.
Check out the SPAN thread under the options section. Eurex use risk based margin which is similar but not quite the same as SPAN, http://www.eurexchange.com/clearing/rbm/calculator.html to download their calculator. A free Liffe/Euronext Span calculator is available at http://www.liffe.com/trade/span/span4/index.htm PC-Span for the cme is $500. www.marginclick.com covers all markets.
