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| Current GC2 | Enhanced GC2 |
|---|---|
Allowable Clip Size – Most Restrictive Available Exposure/Dynamic Margin Rate Max Quantity Limit Available Exposure/Selected Product Margin Rate in RMT UI | Allowable Clip Size – Most Restrictive Available Exposure/Actual Product Specific Listed Contract Margin Rate Max Quantity Limit |
Futures Margin Rates – Static Values from Previous Friday End-of Day | Futures Margin Rates – Updated Daily COB |
Strategies (Futures and Options) Spread Discount Given after Order Acceptance | Strategies (Futures and Options) Order Acceptance Based on Spread Discount Value No change in Spread Usage calculation methodology |
Option Risk Values SPAN 13th Risk Array Static Values from Previous Friday End-of Day | Option Risk Values Option Delta * Futures Margin Rate Option Deltas Updated Daily COB Minimum Risk Value - $20 |
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