Discussion in 'Index Futures' started by jeb9999, Apr 8, 2009.
CMEGroup has lowered overnight margin on the ES from $6188 to $5625.
YM margin has also been lowered.
Maybe the next leg down is about to start...
Margin is calculated with respect to the price level + volatility.
Last time the margin was set when ES was trading at 1000 level.
That's all. Nothing special. =)
Ah, but it is a change in trend. First time ES margin has been lowered in a while.
was NQ changed?
However, my experience is that a change in the 'perception of risk' (even if it is calculated by a set formula) often foreshadows a change in market behavior.
Just a thing I learned in the few years of trading.
The market just has this uncanny ability to surprise people with certain expectations. ;-)
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