¿historical futures contracts initial margin by month?

[rtw]

regards to everyone.


i'm interested in knowing if i could find the levels for historical initial margins by month going back as far as 2010 for contracts like m2k, mnq, rty, qm, cl, nq and others.

before 2018 when imbecilic authorities were having great success with their manipulation of "markets", margins levels were remarkably stable for a long time but margins have been repriced significantly higher every time there have been significant sell offs over the past years.

i'm interested in the highest margin level required by exchanges to open and hold an overnight position for these contracts so that i can accurately calculate what the required capital would have been to trade one of my strategies as well as observed returns on that capital.


very well, thanks, regards.

 

[Overnight]

regards to everyone.


i'm interested in knowing if i could find the levels for historical initial margins by month going back as far as 2010 for contracts like m2k, mnq, rty, qm, cl, nq and others.

before 2018 when imbecilic authorities were having great success with their manipulation of "markets", margins levels were remarkably stable for a long time but margins have been repriced significantly higher every time there have been significant sell offs over the past years.

i'm interested in the highest margin level required by exchanges to open and hold an overnight position for these contracts so that i can accurately calculate what the required capital would have been to trade one of my strategies as well as observed returns on that capital.


very well, thanks, regards.

Contact CME's risk management department. Since you mentioned RTY and then 2010, you also mean TF, which went from a hand off between the CME to ICE and then back to CME. A back-and-forth.

 

[maxinger]

not sure how historical data would help you.

margin requirement has increased significantly over the past few weeks.
high margin means you ought to trade with smaller quantity and vice versa.