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OneChicago Q&A On Security Futures Margins

Date 23/08/2002

The SEC and CFTC recently published final rules on margin requirements for security futures trading in the U.S. As a service to OneChicago's customers, we have compiled a Q&A document that addresses questions of potential interest to market participants regarding security futures margins. This document is available for download on OneChicago's Web site, and covers such topics as:
  • Standard margin requirements for security futures trades
  • Offsets for positions in stock options, cash equities, or other security futures
  • Reduced margin requirements for spreads, collars, and conversions
  • Acceptable forms of collateral for satisfying margin requirements
  • Use of SPAN for margin calculations
  • Special exemptions to the requirements, such as for qualified market makers
To learn more, you can click the link below to access OneChicago's Web site and obtain the Margin Q&A document.

You can also download the full text of the margin rules as published in the Federal Register from the same Web site page:

Read the Margin Q&A document by clicking: here.