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InvestHub.com's
Finance Dictionary and Glossary of Investment Terms

SPAN Margin  

Definition 1.

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.
 
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