Live Demo

Analysis

The key to margin optimization lies in the interaction between commodities
('inter-commodity credit')

“New”
Switch

No prior position, initiate a switch position

“NO”
Switch

Switches you should NOT execute, despite apparent offsets

FCM
Transfers

Transfer position from one FCM to another

Inter-Exchange Switches

Same exact lookalike contract on Nymex vs ICE

Inter-Exchange-Inter-FCM Switches

Same exact lookalike contract; Nymex leg on FCM1; ICE leg on FCM2

Switch Packages or Rolls

M/Z Nymex/ICE Switch Roll

Margin Reconciliation

Are you being correctly charged by your clearing broker

Position
Limits

optimizes switch execution for position limit day

Awareness for
a Rainy Day

MF Global, Lehman, Peregrine

Leverage
Ratio

Monitor leverage ratio in real-time (e.g. Geneva Trading vs ABN)

‘No Switch’ Rec’s

Switches you should NOT execute under any circumstances!

‘New’ Switches

No Prior Position

Inter-Exchange-Inter-FCM Switches

Nymex Leg on FCM1, ICE Leg on FCM2