Are any of you all trading VIX spreads using IB? I just looked at the Feb/Mar spread on CFE and it says $880/800 for the margin requirement...IB is showing $5,301/4,241 for the spread...the next spread has an initial of like $8k. Wtf. I know I've mentioned this before on here awhile back, it is just shocking to see how much they jack up the margin requirements.
Correction:Forgot sept isn't expired. So it is actually $1,881.