SPAN MARGIN SYSTEM The Standard Portfolio Analysis of Risk (SPAN) margin system provides a method to integrate both futures and options on futures contracts into the same system to assess a portfolio’s risk. Contracts - Spread trade - Document - PDFSEARCH.IO

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	SPAN MARGIN SYSTEM The Standard Portfolio Analysis of Risk (SPAN) margin system provides a method to integrate both futures and options on futures contracts into the same system to assess a portfolio’s risk. Contracts Add to Reading List Document Date: 2010-10-13 16:49:51 Open Document File Size: 93,71 KB Share Result on Facebook Company Up Futures / Down Futures / / Currency USD / / Organization ICE Clear U.S. Risk Department / / / SocialTag Economics Futures contract Financial risk CME SPAN Margin Option Short Futures exchange Spread trade Financial economics

SPAN MARGIN SYSTEM The Standard Portfolio Analysis of Risk (SPAN) margin system provides a method to integrate both futures and options on futures contracts into the same system to assess a portfolio’s risk. Contracts Add to Reading List