ES Margin Increase

Discussion in 'Index Futures' started by SailorG, Feb 5, 2017.

  1. SailorG

    SailorG

    Has anyone seen ES overnight margin increase during fast moving market events like May 2010, Aug 2015, Brexit, etc? If so, by how much did margin increase? Did your broker close your positions, or did you have time to wire money? I'm particularly interested in IB, TradeStation, TOS policies.

    Thank you!
     
  2. You need not worry about margin increase in ES while the VIX is under 20.
     
    Peter Dougherty likes this.
  3. algofy

    algofy

    Unless trump gets NK or Russia to "push the button"
     
    comagnum likes this.
  4. SailorG

    SailorG

    Yes, fair enough with VIX under 20. My question is on a long term horizon. What can happen to margin requirements when the VIX goes above 20?
     
  5. algofy

    algofy

    And the vix could go back above 20 in a heartbeat.
     
    comagnum and SailorG like this.
  6. Robert Morse

    Robert Morse Sponsor

    I wonder how many days in the last 5 years the front month VIX was over 20?
     
  7. As long as your not levered up you will be ok. A good conservative rule for ES is 1 contract for every 10k in cash.
     
    algofy likes this.
  8. Pilot550

    Pilot550

    149 by my count.
     
  9. Robert Morse

    Robert Morse Sponsor

    Funny, I know CTAs that trade up to 4 per $100k but when traders trade for their own account some use 25% of Span which is around 4 per $5k.
     
  10. algofy

    algofy

    Actually 10% is the new 25% :)
     
    #10     Feb 5, 2017
    CBC likes this.