Can't be that bad :)....I guess you just pay some interest in the negative cash balance at base+1.5% using the leverage that the T bill position...
Apparently you try the following: - you buy 100% of your cash in T-Bills/short term US Tsy - the securities segment will go negative (as it...
What I realized is that the cash portion that is held in the futures margin account doesn't earn interest, so the "treasury drag" of leaving cash...
What's the average margin to NAV ratio for most people here? 20%-30%? If you are losing 4% on 25% of your portfolio, that's a 1% "treasury" drag....
But do you then just accept not earning any interest in the "futures segment"? And do you always leave enough cash in the account to cover t+1...
I tried to check if this has been discussed previously in this thread but I couldn't find it. As most here are trading futures and using IB, I...
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