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by gruez 3102 days ago
>- I don't see CME and CBOT. The most reliably venues (you can replicate the spot with a multileg trade).

since those are futures, arbitraging them brings a bunch of other problems. mainly, keeping your (futures) account with enough cash to prevent liquidation (if there are drastic price swings). this is easier said than done because a short position requires 100% margin (afaik).
2 comments
zeusk 3102 days ago
Not exactly if you do a spread or calendar trade.
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jnordwick 3102 days ago
Maintenance margin is 40%, I believe.
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gruez 3101 days ago
except for short on cme, which requires 100%. http://www.cmegroup.com/education/cme-bitcoin-futures-freque...
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jnordwick 3101 days ago
I think you are reading that wrong. Initial margin is 100% to 110% of maintenance margin (44%) depending on how they classify you (almost everybody here is a speculator not hedger).

Current maintenance margin is about $34k on a single contract (5 BTC).

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