SPAN Margin
Short for standardized portfolio analysis of risk (SPAN). This is a leading margin system, which has been adopted by most options and futures exchanges around the world. SPAN is based on a sophisticated set of algorithms that determine margin according to a global (total portfolio) assessment of the one-day risk for a trader's account.
Options and futures writers are required to have a sufficient amount of margin in their accounts to cover potential losses. The SPAN system, through its algorithms, sets the margin of each position to its calculated worst possible one-day move. The system, after calculating the margin of each position, can shift any excess margin on existing positions to new positions or existing positions that are short of margin.
Options and futures writers are required to have a sufficient amount of margin in their accounts to cover potential losses. The SPAN system, through its algorithms, sets the margin of each position to its calculated worst possible one-day move. The system, after calculating the margin of each position, can shift any excess margin on existing positions to new positions or existing positions that are short of margin.
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