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yes seen that also. I was looking into this initial Margin / maintenance
margin for a friend, how much cash he at least has to deposit. So I was a
bit confused by IB's help page. Never looked it up myself in detail since I
was never really levereged up to the eyeballs.
regards, Ed
----- Original Message -----
From: "reinsley" <reinsley@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 29, 2010 5:58 PM
Subject: Re: [amibroker] Re: OT: Initial Margin, Maintenance Margin
Into your IB account, a line called Buying Power as a meaning I never
found. I presume it's linked to leverage and volatility.
BR
Le 29/01/2010 16:53, Edward Pottasch a écrit :
>
>
> ok thanks guys. I have been trading futures but just wasn;t sure what
> the liquidation value would exactly be cause IB's explanation is
> somewhat confusing in my opinion
> rgds, Ed
>
> ----- Original Message -----
> *From:* reefbreak_sd <mailto:reefbreak_sd@xxxxxxxxx>
> *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> *Sent:* Friday, January 29, 2010 4:42 PM
> *Subject:* [amibroker] Re: OT: Initial Margin, Maintenance Margin
>
> It is important to note that what you are actually doing is taking a
> $54,500 position (1090 * 50 = 54500) the $2250 margin is just a 4%
> down payment. You are responsible for the full amount (higher or
> lower) when you eventually close the position. If you decide to hold
> overnight, the margin is doubled.
>
> Most (all?) trading systems have periods where many trades in a row
> go against you. I'd recommend $25000 MINIMUM in your account to
> trade one EMini $50000 is better. Finally, even if you are
> successful, your largest drawdown is in the future.
>
> --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, James <jamesmemphis@xxx> wrote:
> >
> > To place the initial trade, you must have 2813 in initial cash.
> After the trade is placed, 2250 is resevered to maintain the
> position above the unrealized P/L. However, you can't do anything if
> your account balance is below $3000 with IB, nor should you because
> the risk of ruin is probably 100%.
> >
> >
> >
> >
> > ________________________________
> > From: Edward Pottasch <empottasch@xxx>
> > To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>
> > Sent: Fri, January 29, 2010 3:42:51 AM
> > Subject: [amibroker] OT: Initial Margin, Maintenance Margin
> >
> > Â
> > hi,
> > Â
> > I was reading about how much cash you need on your account
> before auto liquidation kicks in at Interactive Brokers when
> daytrading futures
> > Â
> > For instance for ES the Initial Margin is 2813, the maintenance
> Margin is 2250. From the example they give on their site (see below)
> I understand that you need at least Initial Margin + Maintenance
> margin. However, from wikipedia I understand that one only needs
> the initial margin and if your account drops below the maintenance
> margin it will liquidate the position. So does anybody know how it
> works? I can open 1 position ES with 2813$ on my account and it will
> close this position automatically if the price drops below 2250$?
> > Â
> > thanks, Ed
> > Â
> > Â
> > Â
> > http://www.interact ivebrokers. com/en/p. php?f=margin
> > Â
> > Example: Commodities Margin Example
> > The following table shows an example of a typical sequence of
> trading events involving commodities and how they affect a Reg T
> Margin Account. Although our Universal Account automatically
> transfers funds between the securities and commodities segments of
> the account, to simplify the following example, we will assume that
> the cash in the account remains in the Commodities segment of the
> account.
> > Action
> > Change in Cash
> > Resulting Net Liquidation Value
> > 1. Deposit $10,000.00 + $10,000.00 $10,000.00
> > 2 Buy 1 ES Futures Contract ($2,813.00) $7,187.00
> > $850.00 * 50 (multiplier)
> > ES Initial Margin Requirement = $2,813.00
> > 3. End of Day: ESprice goes to $860.00 +$500.00 $7,687.00
> > Gained $10.00 * 50 = $500.00
> > ES Overnight Maintenance Requirement = $4,500.00
> > Net Liquidation Value > $4,500.00 No Liquidation.
> > 4. Next End of Day: ES price drops to $800.00 ($3,000.00) $4,687.00
> > Lost $60.00 * 50 = $3,000.00
> > Net Liquidation Value > $4,500.00 No Liquidation.
> > 5. Next End of Day: ES price drops to $785.00 ($750.00) $3,387.00
> > Lost $15.00 * 50 = $750.00
> > Net Liquidation Value < $4,500.00 Liquidation occurs.
> >
>
>
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