SPAN Margin - Short for Standardized Portfolio Analysis of Risk (SPAN). This is a leading margin system, it 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.
SPAN Margin : short for standardized portfolio analysis of risk (span). this is a leading margin system, it 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.