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Inter-Commodity Spread Margin

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  • Inter-Commodity Spread Margin

    I trade a lot of inter-commodity spreads along the Treasury yield curve (i.e. NOB, BUB, etc.). Some of these the exchange actually lists as a tradeable product under there own symbol but others they do not and you need to leg into those or configure with an autospreader yourself. Regardless, if I use either the listed spread product or leg into them, as long as I trade them in an exchange recognized ratio, I receive a credit which reduces my margin requirements.

    Can AMP support the margin credit on the spread and if so do I need to use any particular platform (i.e. TT, CTS, CQG, etc.)? I also trade butterflies like the ZN Fly and ZB Fly which are also recognized by the exchange.

    https://www.cmegroup.com/trading/interest-rates/files/TreasurySwap_SpreadOverview.pdf

    Also, do you guys support the Ultra 10 year, the TN? I didn't see it on the margin page.

    I saw calendar spreads covered in another thread but not inter-commodity spreads.
    Last edited by ColdwaterRI; 05-10-2020, 02:53 PM.

  • #2
    Hello...Support?

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    • #3
      The best platform for your spreads and butterflies is the TT WEB platform. please use this link to get started with a free demo https://www.ampfutures.com/platforms/tt-platform/ the data is 10 min delayed on demo.

      Comment

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