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Date/Time: Wed, 27 Nov 2024 21:33:19 +0000



Post From: [User Discussion] CME Group's SPAN 2 initial margin engine

[2023-07-06 15:36:05]
SKZ90 - Posts: 74
Is there a conspiracy to push Retail out of emini contracts into micro and nano contracts?

They even released their event contracts relatively recent, and have derivatives without delta attached to them through Calendar Spread Options.

Will this new system push intraday margin requirement through the roof?

https://www.cmegroup.com/clearing/risk-management/span-overview/launching-span-2.html