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This would be a very high spread: Ca. 0.5% slippage per round trip; not to mention the liquid front month has to be rolled every month, not every quarter like treasury futures. I think the CME micro rate futures are a ripoff of unsuspecting retail investors trying to play with rates, or a very...

I think the 2 responses that you received from IB customer service are technically correct, but not addressing the issue. The point is not to fulfill margin requirements, but if and how the cash balances will be netted for interest calculation purposes. Even T-bills are technically NOT moved to...

Putting in ISINs in TWS doesn't work. Searching for non-U.S. government bonds in Bond Scanner with the only condition issuer=Germany yields no results. Perhaps the latter is because it's off market hours; but I should be able to view bonds off market hours - can this be fixed please? "most...

Unfortunately customer service doesn't know all their margin rules - neither phone nor online chat customer service. I hope def will reply here soon with the facts regarding the changes that he mentioned.

"that provide offset" - please let us know which are the ones that provide offset, and how we the customers are able to see / identify the ones that provide offset of futures cash collateral. Also, are any Japanese government bond included in this list that would provide offset for JPY based...

Where precisely can we see which government bonds provide what I think in your terminology is "margin offset" for futures collateral? Risk navigator only shows the margin requirement of bonds and other things, but not if they can replace cash as futures collateral, and not the effect on...

I think everybody reading this thread now understands that the issue is government bonds as a substitute for cash as futures collateral, which is an issue different from the margin requirement of said government bonds. def, how are we supposed to take a look and check this (even for EUR...

I'm not def; but I noticed that IB recently introduced European FOPs on /ES (but not cash settled) expiring on third Fridays.

SSFs not a substitute for stocks for the majority of use cases, as we discussed before, not to mention that they are not available to U.S. residents. But thanks for confirming that IB will be offering Korean stocks. I'm looking forward to it, and will move my external portfolio of Korean stocks...

Starting Dec 14 2023, foreign investor registration and trade reporting in Korea will be abolished.

Yes, I would say sweep to securities is usually preferred if you have a combined account and a positive total cash balance.

Thanks for the update, def!

https://www.reuters.com/markets/asia/investing-south-korean-stocks-get-easier-foreigners-2023-regulator-2023-01-24/ : South Korea plans to scrap a number of regulations in the local stock market within this year to make investment easier for foreign investors, its financial regulator said on...

Hi def, any news on EUR futures margin offset with government bonds (or other instruments)? Just asking because you mentioned "hopefully next week". Would be nice to hear progress in this area. Thanks!

I would really appreciate if you can check on German government bonds for futures collateral, def. Thanks in advance!

I'm not sure what exactly your first question is - the last few pages in this thread were about T-bills. If you read the thread, you will notice that I asked the exact same question about allowable collateral (other than cash) for EUR denominated futures. Let us know if you have an answer; you...

The reason why you don't get a fill when you put in a buy order at the ASK that IB indicates, might be that your order quantity is less than the minimum quantity of that ASK quote. IB doesn't show the minimum quantities of the order book. I usually go to Fidelity to get an idea what the order...

Good to know, thank you. I have not bought many T-bills yet; I'm just getting started. I typically got an immediate fill at IB when I put in a limit order at the best ask per Fidelity for my order quantity. I will try putting in a limit slightly higher than the mid price next time and then wait...

The formula is correct, except when you have positive excess cash (beyond maintenance margin requirements) in commodities. This will not earn interest, and will not be netted with negative cash in securities. Because of this, you can also have slightly more or less favorable outcomes depending...

That's correct. To be precise, you have to look on the day T+3 on your statement of T+2 which will reflect the interest based on the settled trades on T+1 that you executed on T, for T-bills and other T+1 settled products. For T+2 settled products, everything is 1 day further out. A little bit...