Margin Requirement for Calendar Spreads?

Optimus Futures Trading Account Optimus Futures
1

Does Optimus Futures offer discounted margin for calendar spreads?

For example, if I want to trade a calendar spread of VIX futures, would the margin requirement be the listed $9,000 + $9,000?
Or if not, what would it be?

2

Hello @DDG51, thank you for your question. Exchanges frequently update their margins, making it challenging to keep up with the changes. I wanted to provide you with an accurate margin per exchange. Here is the link: Cboe U.S. Futures Exchange Margin Updates Notices.

Regarding spreads, the margin may differ based on the months, as brokers and FCMs might impose different limits due to the risk associated with VIX movements.

As a firm, we mainly cater to day traders or directional traders, and dealing with spreads in futures or options is sometimes outside our comfort zone. We recommend contacting us directly to discuss your strategy and margin expectations.

Best,
Matt Z
Optimus Futures