ES Margin Lowered

[jeb9999]

CMEGroup has lowered overnight margin on the ES from $6188 to $5625.

 

[sculptor66]

YM margin has also been lowered.

Maybe the next leg down is about to start...

 

[Lawrence Chan]

Margin is calculated with respect to the price level + volatility.

Last time the margin was set when ES was trading at 1000 level.

That's all. Nothing special. =)

 

[jeb9999]

Quote from Lawrence Chan:

Margin is calculated with respect to the price level + volatility.

Last time the margin was set when ES was trading at 1000 level.

That's all. Nothing special. =)

Ah, but it is a change in trend. First time ES margin has been lowered in a while.

 

[Cdntrader]

Quote from jeb9999:

CMEGroup has lowered overnight margin on the ES from $6188 to $5625.

was NQ changed?

 

[sculptor66]

Quote from Lawrence Chan:

Margin is calculated with respect to the price level + volatility.

Last time the margin was set when ES was trading at 1000 level.

That's all. Nothing special. =)

You're right.

However, my experience is that a change in the 'perception of risk' (even if it is calculated by a set formula) often foreshadows a change in market behavior.

Just a thing I learned in the few years of trading.

The market just has this uncanny ability to surprise people with certain expectations. ;-)