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Does anyone have thoughts or know of talks that had gone on for portfolio margining for commodities markets? Something similar to the pilot that ran for equities http://www.prmia.org/Chapter_Pages/Chicago/Doug%20Engmann%20-%20Portfolio%20Margin%20Jun%2007.pdf Thanks!

Since energy ftrs contracts are daily settled, what happens when the price of the contract has a ridiculously large move either in the positive or negative direction? Does Exchange enforce margin call that same day? How long do you have to post margin before the trader's position is...

Sorry, what is meant by 20/70 and 20/80?

Can someone weigh in on meaningful length for moving averages of energy futures prices? Be it for 1-M, 2-M or quarterly futures prices for energy commodities? Does it depend on what type of energy (light sweet oil, natural gas)? There has been some posting for 50day moving averages... is that...

Do we know how often they roll the front contracts of these futures?

Ok, good. And what about all the future horizons in between... 2-Month, 3-Month, ... 6-Month futures contracts? Are they used in other exchange traded funds, or energy futures swaps? Thank you much.

Hello: Are there future-based ETF's for which the underlying futures contracts are 2-Month, 3-Month futures contracts for nat gas or crude oil? Or are they just 1-Month futures like the ones in USO's? Thx

Hello: In many articles, roll yield is discussed when the futures contracts are rolled over to the next front month contract. Are there trading strategies or risk mgmt for things like ETF Energy Ftrs that we would be interested in how ... a) the price of 3-Month (or 2-Month or 1-Month)...