Hi Guys! I am writing to ask you if someone knows the margin requirements in order to trade in OTC iTraxx, both Main and Crossover, and CDX (IG and HY), with a CCP.
Cause there are not a lot information on the CCP websites, and there are few information regarding OTC CDS indices transaction, just few information about futures on these credit indicex. I need just the margin requirements for an OTC transaction cleared by a CCP (like ICE) on iTraxx and CDX.
Thank guys.
Best Regards,
MC
Serving the Quantitative Finance Community
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- Martinghoul
- Posts: 188
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Re: Margin Requirement Trading iTraxx (Main-XO) and CDX (IG and HY)
I think some of the CCPs used to provide tools for this (I know LIFFE definitely did), but I am not really sure abt ICE. Might be worth calling them to ask about it.
Re: Margin Requirement Trading iTraxx (Main-XO) and CDX (IG and HY)
Your FCM should also be able to give you tools and/or estimates.