a found the following on a german site --------------------------- Margins for e-mini Futures will be lowered after session on 16.8., effective on 19.8.: NQ IM: from 3000$ to 2250$ MM: from 2400$ to 1800$ ES IM: from 3938$ to 3563$ MM: from 3150$ to 2850$ ---------------------------- so this will differentiate the risk-profile of the both a little bit more
www.cme.com/httpwrapper.cfm?wrap=/wrappedpages/clearing/pbrates/PBISHomePage.htm click on "Equity Index Futures Outright" etc. ... regards wild
That change makes sense to me, given that the indexes have dropped so far this past year. If a stock dropped from 120 to 80, it would take less margin to own it/short it, and yet the futures margin remained the same. I wonder if they will raise the margin once the S&P gets back to 1200+ ? I am assuming it will someday