ES Margin Lowered

Discussion in 'Index Futures' started by jeb9999, Apr 8, 2009.

  1. CMEGroup has lowered overnight margin on the ES from $6188 to $5625.
  2. YM margin has also been lowered.

    Maybe the next leg down is about to start...
  3. 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. =)
  4. Ah, but it is a change in trend. First time ES margin has been lowered in a while.
  5. was NQ changed?
  6. You're right.

    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. ;-)