Calendar Spread Margin For Currency

Rs 1500 for spread of 1 month rs 1800 for spread of 2 months rs 2000 for spread of 3.

Calendar spread margin for currency. A currency futures position in one expiry month which is hedged by an offsetting position in a different expiry month would be treated as a calendar spread. The benefit for a calendar spread would continue till expiry of the near month contract. If the amount calculated as per the above calculations is a negative figure spread margin would be 0.

Rs 400 for spread of 1 month rs 500 for spread of 2 months rs 800 for spread of 3 months rs 1000 for spread of 4 months and more. The average spread 1 2 pip to profit ratio is 2 6 on the daily average range 45 pip. Margin calculation on calendar spread is done by applying the spread margin on the spread position value and then adjusting the amount with the spread profit or loss to arrive at spread margin.

I don t have too many funds to buy several contracts for covered call writing so i want to set up long calendar spreads with call options but i d like to be sure how margin works for this spread contruction. Spread amongst all currency. The calendar spread margin shall be as follows.

Eur jpy non usd pair with low spread. Spread daily range 1 9. Notifications below are based on filters which can be adjusted via economic and webinar calendar pages.

Rs 700 for spread of 1 month rs 1000 for spread of 2 months rs 1500 for spread of 3 months and more. Hi i m a beginner and next week i ll try to begin trading at ib with a margin account. This currency pair is more sensitive and has big movements.

A calendar spread is a trading strategy for futures and options to minimize risk and cost by buying two contracts or options with the same strike price and different delivery dates.