In futures trading, if the funds in the margin account drop below the maintenance margin level, the trader will receive a margin call requiring the immediate addition of more funds to increase the account back to the initial margin level. Trading on Margin When security tradersbuy on m...
Margin call price=P0(1-initial margin/1-maintenance margin)Answer:maintenance margin=0.9*0.6=0.54 margin call price=5*(1-0.6/1-0.54)=4.34
The Federal Reserve'sRegulation Tsets the rules for margin requirements. There is an initial margin requirement, which represents the margin at the time of the purchase. There is also a maintenance margin requirement, which represents the minimum amount of equity needed in the margin account to k...
initial margin: <10% of the futures price, 比equity margin要小; maintenance margin: 交易一旦开始,每个参与者必须存入的一笔维持保证金,一般比initial margin要低很多; margin call:如果是futures,要补交到Initial margin;如果是equity,交到maintenace margin; 全天交易期间都可以打margin call,而非一天结束的时候...
In this paper, I build upon a framework that was first introduced by Brennan (1986), and provide a model that a futures clearinghouse could use to simultaneously set the optimal initial margin and maintenance margin ratio that will minimize the traders’ costs and simultaneously minimize the ...
a你可以根据实际情况调整您的报价 You may act according to the actual situation to adjust your quoted price [translate] aAn initial margin and a maintenance margin are required to purchase a futures contract. 要求一份原始保证金和维护边际购买期货合约。 [translate] ...
A. 初始保证金 (Initial Margin) B. 维持保证金 (Maintenance Margin) C. 追加保证金 (Additional Margin) D. 买卖保证金(Sell Margin)相关知识点: 试题来源: 解析 初始保证金 (Initial Margin); 维持保证金 (Maintenance Margin); 追加保证金 (Additional Margin)反馈...
The level of confidence for this study is 90% and the expected proportion is 38% with a margin of error of 10%. This then means that out of the 103 employees from both maintenance and operations divisions, only 40 were selected to participate in this study. The method of sampling used ...
Huang (1997) used triangular and trapezoidal membership functions for the multiple objectives (reserve margin, production cost) and for the soft constraints (manpower, time windows, geographical constraint). They used a GA to tune the membership functions. Dahal et al. (1999) introduced a fuzzy...
题目:A trader has a long position in a wheat future contract: The initial margin is $ 5000. The maintenance margin is $ 3750. There are 5000 bushels in each wheat contract. On July 10, the price is $ 2.00 per bushel. What is the price at which the trader will receive a maintenance...