EUA (Emissions) futures margin is way too high at IB

Discussion in 'Interactive Brokers' started by newbunch, Nov 29, 2024.

  1. newbunch

    newbunch

    I was looking at adding EUA (Emissions) futures traded at ENDEX to my system. The notional is ~70k per contract and it moves about 1% a day.
    IB's margin requirement is 62,219.60 for initial and 54,104.00 for maintenance, which seems extremely high.
    I found another broker and its margin requirement is a more normal 7,744 / 7,040.

    I know that IB increases the margin requirement for less liquid instrument, but this does daily volume in the tens of thousands.

    Perhaps someone at IB will read this and make it make sense.
     
  2. Businessman

    Businessman

    Even in the very unlikely event they read your post and reduce it.

    They will jack it back up any time they feel like it in the future ie. when there is any sniff of volatility.
     
  3. maxinger

    maxinger

    After IB read your post, IB might add another zero to the EUA margin.


    Dax futures margin is also high at 40K euros.
     
  4. garachen

    garachen

    You could call them.
     
  5. Overnight

    Overnight

    IB has always been known to have outrageous maintenance requirements over exchange minimums.

    Nothing new.
     
    Actuarial_Fun likes this.
  6. Businessman

    Businessman


    Not always. In the earlier days when they were smaller they were better.

    I don't blame them these days, having $500 billion in customers funds that can use leverage probably gives Peterfly some sleepless nights when the markets are really moving like during covid and the start of wars etc.
     
    Last edited: Dec 1, 2024
  7. newbunch

    newbunch

  8. newbunch

    newbunch

    Interestingly, in my account, a purchase of one contract requires initial margin of 68,297 and maintenance of 59,361.
    Selling one contract, however, requires initial margin of 21,386 and maintenance of 18,596.
    This bias could be related to the crash in prices back in 2007 from 30 to 0.01. (Chart below is log.) upload_2024-12-2_16-5-33.png
     
  9. danw

    danw

    Looks like IB reduced it, now it's 43,234 initial, 37595 maintenance for long.
    Shorts now have the same margin as long, I wonder if the variance was an error before.

    It's still pretty large margin for the notional size though, as bad as CME Bitcoin.

    That's Euros btw, was yours Euros?
    Though with the decline in the EUR, it will be pretty much the same as USD maybe even this month...