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Nobody gives lower overnight margins than the exchange minimums, but
some have higher rates.
I see day trade margins on ES as low as $300 at Global from the link.
Most discount brokers will give at least a 50% reduction for day trade
margins.
BR,
Dennis
On May 18, 2009, at 11:19 AM, Ed Hoopes wrote:
> Agreed - however, check out $500 margins here:
>
> http://www.globalfutures.com/futures/index.asp?refid=Direct&location=content&lang=en
>
> or www.expressfutures.com says:
>
> "No padding the margins here! Qualified accounts get exchange
> minimum margins. Day Traders enjoy margins that are reduced 50% or
> more!"
>
> The point I was trying to make is that individual brokerages may
> have margins that are different from what is required by the exchange.
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Richard Dale <richard@xxx> wrote:
>>
>> That's interesting because the exchange requires a fair bit more:
>> http://www.cmegroup.com/wrappedpages/clearing/pbrates/performancebond.html?group=CME%20INDEX%20FUTURES&type=OutrightRates&h=2&reporttype=marginrate
>>
>> Interactive Brokers match our margin figures:
>> http://www.interactivebrokers.com/en/trading/marginRequirements/margin.php?ib_entity=llc
>>
>> Are you sure you're talking about overnight maintenance margin?
>>
>> Best regards,
>> Richard Dale.
>> Norgate Investor Services
>> - Premium quality Stock, Futures and Foreign Exchange Data for
>> markets in Australia, Asia, Canada, Europe, UK & USA -
>> www.premiumdata.net
>>
>>
>>
>> -------- Original Message --------
>> Subject: [amibroker] Re: hello all S&P emini question
>> From: Ed Hoopes <reefbreak_sd@xxx>
>> To: amibroker@xxxxxxxxxxxxxxx
>> Date: mon, 18 may 2009 03:18:31 -0000
>>>
>>>
>>> You should check with your own broker on margin. I've seen e-mini
>>> margin as low as $500.
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker
>>> %40yahoogroups.com>,
>>> Richard Dale <richard@> wrote:
>>>
>>>>
>>>> The E-Mini S&P 500 security should have the following properties to
>>>> enable correct backtesting:
>>>> Tick Size: 0.25
>>>> Point Value: 50
>>>> Margin: 5625
>>>>
>>>> Best regards,
>>>> Richard Dale.
>>>> Norgate Investor Services
>>>> - Premium quality Stock, Futures and Foreign Exchange Data for
>>>> markets in Australia, Asia, Canada, Europe, UK & USA -
>>>> www.premiumdata.net
>>>>
>>>>
>>>>
>>>> -------- Original Message --------
>>>> Subject: [amibroker] hello all S&P emini question
>>>> From: zeek ing <zeeking57@>
>>>> To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
>>>> Date: sun, 17 may 2009 16:32:48 -0400
>>>>>
>>>>>
>>>>> Hello,
>>>>>
>>>>>
>>>>> all I am trying to set up a backtester on s&P emini data. Just
>>>>> wanted
>>>>> to know what the appropriate point value should be in the code.
>>>>>
>>>>> I thought 0.5m but i am not sure. Can anyone help?
>>>>>
>>>>>
>>>>> zeek
>>>>>
>>>>
>>>
>>>
>>
>
>
>
>
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