/ZN /UB /ZB contracts getting killed today..waay more volatility than the ES contract despite the margin requirements of ES being higher. UB for example has a $6k requirement and already went though $4k of that today. I were the broker I would put a $15k margin requirement at least on UB. It's such a big contract and so volatile. Each tick is $32. Long term bonds are so dangerous...ppl are lulled into complacency thinking it's safe 'government debt'. That's how brokers and traders blow up.
Who whudda guessed 'safe' treasury bonds more volatile than the SPX
- Thread starter tradelosses
- Start date
Who thinks 30 year treasuries aren't volatile?
Do you think your one day sample size is a good way for the exchanges to set margins?
ZB is down a little over 1% today.... Not that big of a deal, IMO.
Let's consider Black Monday in 1987 when the S&P closed down over 24% and the 30 year bond closed up 10%.
Do you think your one day sample size is a good way for the exchanges to set margins?
ZB is down a little over 1% today.... Not that big of a deal, IMO.
Let's consider Black Monday in 1987 when the S&P closed down over 24% and the 30 year bond closed up 10%.
Is the stuff you are smoking for medicinal purposes or recreational? Just curious...
UB has a size of $185k, which is pretty big. Today it fell from 188 to 184, a loss of $4k for anyone who was long. The distributions of the two are slightly different. They both have fat tails, but the ES fat tail is bigger. But UB has more volatility on a day-to-day basis than ES. I've always been kinda surprised how the margin req. are so low for UB.