Support Board
Date/Time: Sun, 15 Jun 2025 16:24:45 +0000
Post From: Calendar Spreads are not available.
| [2025-06-06 20:41:19] |
| User741544 - Posts: 12 |
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Also regarding risk can broker override full exchange margins on summed outrights somehow in the back end since they will know what the true risk of the positions are which will be nowhere near auto liquidation value? Differences can be huge. Just an example 12m SR3 calendar H26-H27 SPANs out at $200 overnight. Summed outright margin is about $1575 and 25% haircut on that spread would be about $394. I can live with that even though well above SPAN but the former I can’t.
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