We present a new, parsimonious parametric model for calculating margin requirements for futures which has a rigorous econometric foundation, being derived entirely from the median tail loss (MTL) of the returns distribution. This facilitates maximum likelihood volatility model calibration and state-of-...
P.H. (1986), SETTING MARGIN REQUIREMENTS IN FUTURES MARKETS. Financial Review, 21: 33. doi: 10.1111/j.1540-6288.1986.tb00697.x Author Information 1 University of Miami 2 University of Miami Publication History Issue published online: 9 MAR 2005 Article first published online: 9 MAR 2005...
9.Margin requirements e ure the performance of both parties to a futures contract.保证金要求是期货合约双方履约的保证。 10.A Method for Futures Broker to Decide Margin;期货经纪公司保证金的一种确定方法 11.Comparative empirical study on the margin setting of stock index futures calendar spread tradin...
Theinitial marginormaintenance marginthat aninvestormustdepositwith abrokerageascollateralin order to purchaseoptionswith borrowedmoney. The margin requirement for options is set byRegulation T, but some brokerages have higher requirements. Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Re...
In futures, you put down a good faith deposit called the initial margin requirement. The cash for the initial margin requirement is automatically set aside in your account and subtracted from your buying power once an order is entered. Margin requirements Whether you go long or short, initial...
Which futures contract has the largest margin requirement? Of the major stock indexes, the Nasdaq has the highest initial and maintenance margin requirements, according to TradeStation's breakdown of margin requirements. Bitcoin and Ethereum futures also have very high margin requirements, due to the...
Futures Margin Rates Due to market volatility, margin rates are subject to change at any time and posted rates may not reflect real-time margin requirements. Information furnished is taken from sources TradeStation believes are accurate. TradeStation is not responsible for any errors or omissions. ...
Requirements for trading in futures In order to trade in futures, trading participants must deposit collateral with the futures exchange in the form of a capital contribution (margin) to ensure future fulfillment of the concluded transaction. The amount of collateral is determined by the f...
Futures and initial margin For futures contracts, exchanges set initial margin requirements as low as 5% or 10% of the contract to be traded. For example, if a crude oil futures contract is quoted at $100,000, a futures account holder can enter a long position by posting only $5,000 in...
Initial Margin Requirements Theinitial marginrequirement is the amount a trader must deposit to initiate a trading position. For futures contracts, theclearinghousesets the initial margin amount. Brokers, however, may require traders to deposit additional funds beyond the initial margin requirement...