ER2 Margins just went from $3500 to $5250, is this correct? That could explain the narrow range the last few days.
$5250 is the CME margin, ICE margin is still at $3000, https://www.theice.com/publicdocs/futures_us_reports/all/Futures_US_Margin_Requirements.pdf
CME emini margins changed Nov last year http://www.cme.com/clearing/rmspan/pbadv/files/Chadv07-295.pdf Thanks, it was news to me LOL