S sabena Feb 7, 2003 #1 Guys, Let's say the margin for a futures contract is 1000,-$ At how much would the exchange put this margin for an intraday position when applying the same risk rules ? Anybody has a good estimation ?
Guys, Let's say the margin for a futures contract is 1000,-$ At how much would the exchange put this margin for an intraday position when applying the same risk rules ? Anybody has a good estimation ?
Q Quah Feb 8, 2003 #4 Quote from sabena: Guys, Let's say the margin for a futures contract is 1000,-$ At how much would the exchange put this margin for an intraday position when applying the same risk rules ? Anybody has a good estimation ? More... The exchanges don't calculate intraday margins - only overnight. Your broker determines their intraday margin on their own.
Quote from sabena: Guys, Let's say the margin for a futures contract is 1000,-$ At how much would the exchange put this margin for an intraday position when applying the same risk rules ? Anybody has a good estimation ? More... The exchanges don't calculate intraday margins - only overnight. Your broker determines their intraday margin on their own.
V virgin Feb 9, 2003 #5 Yeah, I know that brokers determine intraday margins but the question is at how much the EXCHANGE would put the intraday margin if they applied the same risk rules as the margin for overnight !
Yeah, I know that brokers determine intraday margins but the question is at how much the EXCHANGE would put the intraday margin if they applied the same risk rules as the margin for overnight !
R Risk Less Feb 12, 2003 #6 Exchanges set the INITIAL MARGIN and MAINTENANCE MARGIN! FCM's set the INTRA-DAY MARGIN that IB's are allowed to extend to their clients. Some IB's are NCMs and they can have an Omnibus Agreement with their FCM. This allows them to offer a greater degree of leverage to their clients. MAINTENANCE MARGIN must be reached by the end of every day no matter how much leverage the Firm extends intra-day. Riskless
Exchanges set the INITIAL MARGIN and MAINTENANCE MARGIN! FCM's set the INTRA-DAY MARGIN that IB's are allowed to extend to their clients. Some IB's are NCMs and they can have an Omnibus Agreement with their FCM. This allows them to offer a greater degree of leverage to their clients. MAINTENANCE MARGIN must be reached by the end of every day no matter how much leverage the Firm extends intra-day. Riskless