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Interested to hear some points of view about marking to market an Emini
in cashflow terms.
With stocks, as you know margin is 50% of price*qty if long and 150% of
price*qty if short. The difference between those calculations from day
to day reflects net change in value and the profit or loss in a
position. How would you arrive at the same amount of margin required for
an Emini that also reflects a cashflow amount that can be used to
calculate profits?
Colin West
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