Kalshi Klear seeks CFTC approval for margin framework for event contracts

23rd September, 2026

Narayani Srinivasan
Andy Ross

The proposed shift from full collateralisation to risk-based margining could reshape the capital and clearing model for eligible event contracts, bringing prediction markets closer to conventional derivatives infrastructure.

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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