ES, NQ & YM margins increasing starting tonight at 6PM ET...

maxinger said:
don't know what those guys in CME doing.

Look at NQ.
it is ranging from 7400 to ~7700.
yesterday day range about 100 points.
it is not that great compare with Feb / mar 18 where day range could be 400 points !
More...

I am going to guess that whatever VWAP/time frame they use to occasionally rebalance their margin reqs either averaged in, or overlooked what was a relatively short-term event. Summer months typically move less, with volatility picking up in the 4th quarter, thus the change. After all, before the craziness of the first quarter this year, when was the last bit of wackiness? In 3Q 2015/1st Q 2016. Remember the salad days between then and Jan this year, when the VIX was a slug trail of flatline? Hehe.

Every time the CME makes a margin req change after a long period of no change, I always ponder..."What do they know is coming?"
 
its amazing how all the various brokers and websites update ...some of them are right on it, others are quoting the wrong information...The industry is fragmented which is a good thing...but things as important as margin should be anticipated and delt with...Didn't they know this was coming? or is it just announced?

ES
 
maxinger said:
don't know what those guys in CME doing.

Look at NQ.
it is ranging from 7400 to ~7700.
yesterday day range about 100 points.
it is not that great compare with Feb / mar 18 where day range could be 400 points !
More...
%%
Same here; but since they would rather not raise margins,i seldom disagree with CME.Nor would i blame a SEPT sell off on that= they happen so often [over history]LOL:D:cool:
 
You must log in or register to reply here.
Back
Top