VIX fly / spread journal

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made it through the invert.. nothing like your broker doubling your margin req ... You know i think even if i was up on the trade a few hundo , Ib might have liqudated me anyway with what i had left in my account due to the margin increase.. imagine that.. Your up in a trade and they liquidate you..
 
Jgills said:
have any of you heard back on the margin requirement inquiry we've talked about here? these levels are getting pretty absurd for the amount of pnl volatility i'm having..

also, has everyone moved away from IB? right now their feb/mar initial is 6275 and maintenance 5020, mar/apr is 4875/3900, apr/may 3600/2880.

it is like they really want to keep you out of the front
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A few years back the spreads were a few hundred in initial req. Unreal.
 
to those of you using advantage futures, what are the differences between CQG and CTS? which would you recommend to someone mainly trading in vix futures / spreads?

my account is not yet large enough to be willing to pay the $625 for Trading Technologies (TT) but i NEED to move from IB after seeing how margin inefficient they are.. they still haven't adjusted margins down since last week and my initial margin is 45% higher than current initial margin exchange requirements.
 
to those who care, most of my indicators are showing march being pretty rich relative to the rest of the curve at current levels.

as of the time of posting the mar/apr spread is approx 65.. i am long some of this here.
 
Jgills said:
to those who care, most of my indicators are showing march being pretty rich relative to the rest of the curve at current levels.

as of the time of posting the mar/apr spread is approx 65.. i am long some of this here.
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i stopped this out tight at 58.

this year has been pretty dismal for me.. i had a drawdown which peaked around 6.5-7% at month end, made it all back and more recently. gave some of it back and am sitting around +1.3% on year. i hope some of you are fairing better.
 
Jgills said:
i stopped this out tight at 58.

this year has been pretty dismal for me.. i had a drawdown which peaked around 6.5-7% at month end, made it all back and more recently. gave some of it back and am sitting around +1.3% on year. i hope some of you are fairing better.
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curve micro structure may possibly be changing or has already! i'd suggest u refrain from long front spreads..as a rule.
 
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