micro/mini fungibility question

Discussion in 'Trading' started by R1234, May 7, 2022.

  1. R1234

    R1234

    In my IBKR account if I currently have a position of short 5 Nasdaq Micro contracts and then I bought an EMini Nasdaq would I automatically end up with a position of Long 5 Micros?

    I suppose I could try it but thought I'd ask initially.
     
  2. Real Money

    Real Money

    Yes. You can trade into a position with micros, and then trade a mini against the position or hedge a mini with micros.

    For example, say you want to daytrade a position of half a mini. You can trade into a 5 lot on micros, and then trade the mini against the position during the day. The fewer micros you end up doing, the lower your commisions will be due to the mini being relatively cheaper to trade (per dollar of notional exposure).

    There will still be a small margin even if the contracts are perfectly hedged.

    With IBKR, you can do the same thing with Nikkei futures on the Japanese market.
    https://www.jpx.co.jp/english/derivatives/products/domestic/225mini/01.html
     
    Last edited: May 7, 2022
  3. BKR88

    BKR88

    No, you'll be short 5 MNQ & long 1 NQ.
    Micros don't convert to Minis and vice versa.
     
    CALLumbus and Real Money like this.
  4. tiddlywinks

    tiddlywinks

    FALSE!



    TRUE


    Fungibility is usually connected to contract expiration/contract settlement.
    At other times, the 2 instruments (mini and micro) remain as open positions, unless further instruction and approval is given. If applicable, by necessity, liquidation would also invoke the fungible feature.
     
    Last edited: May 7, 2022
    Real Money likes this.
  5. R1234

    R1234

    I was hoping they would automatically 'collapse' offsetting positions into a net +5 micro position.

    From the comments here it appears that's not the case.
     
    BKR88 likes this.
  6. Overnight

    Overnight

    It is not an offsetting position. It is, basically, 15 micro contracts open, with margin requirement on all sides. The only offset you get is the fact that they move in tandem.
     
  7. No, IBKR does not offset positions. To them those mini's and micro's are two different financial instruments which are handled independently of each other.
     
    stochastix likes this.