ICE initial margin requirements

ICE initial margin requirements

The New York Mercantile Exchange boosted the margin requirement on its oil futures for the first time since March 2009 and the IntercontinentalExchange Inc. raised its rates for the second day in a row as crude traded above $100 a barrel. Margins for…

Initial margin S&P futures

Initial margin S&P futures

An initial margin is paid by both the buyer and the seller of a futures contract. It covers the maximum probable one-day move in the price of the futures contract, as assessed by ASX Clear. Initial margins are determined by ASX Clear according to the…

Initial margin Eurodollar futures

Initial margin Eurodollar futures

Eurodollar futures are a way for companies and banks to lock in an interest rate today, for money it intends to borrow or lend in the future. They are traded on the Chicago Mercantile Exchange (CME), and are the most widely traded futures in the world…

Initial margin EMIR

Initial margin EMIR

Earlier this week, the European Supervisory Authorities (ESAs) published the much anticipated consultation paper and draft regulatory technical standards (RTS) setting out of risk-mitigation techniques for OTC derivative contracts not cleared by a CCP…

TOPIX futures initial margin

TOPIX futures initial margin

Liffe, in partnership with the Tokyo Stock Exchange (TSE), launched Futures on the TOPIX Index in 2010. The TOPIX Index is the most broadly based Japanese index, covering all companies within the First Section of the TSE (around 1, 600 stocks). This broad…

Initial and variation margin example

Initial and variation margin example

Abstract: The introduction of CCPs in most derivative transactions will dramatically change the landscape of derivatives pricing, hedging and risk management, and, according to the TABB group, will lead to an overall liquidity impact about 2 USD trillions…

Initial margin for Interest Rate swaps

Initial margin for Interest Rate swaps

CME Group Inc. (CME), which planned to increase margin levels by 12 percent for the interest-rate swaps that its clearinghouse guarantees, reversed the decision after lawmakers reached an agreement avoiding a U.S. default. The owner of the world’s largest…

Initial margin requirement formula

Initial margin requirement formula

Each type of investment has a different initial margin requirement. Margin trading can take your regular investment strategies up to the next level. They can also take your potential losses to the next level. Working on leverage,they entail borrowing…

Initial collateral margin statistics

Initial collateral margin statistics

Dodd-Frank in the US and European Market Infrastructure Regulation (EMIR) in Europe, has led to a significant move to central clearing of vanilla OTC derivatives and the associated need to post margin to the central counterparties (CCPs). Even for non-cleared…

Initial margin meaning

Initial margin meaning

He says imposition of an initial margin requirement will severely curtail the use of uncleared swaps for hedging, which would disrupt key financial services, such as those that facilitate wider availability of home loans and corporate finance. Model…

Cross initial margin

Cross initial margin

OCC introduced cross margining in 1989 to reduce systemic market risk by recognizing the offsetting value of hedged positions maintained by firms at multiple clearinghouses. By allowing for intermarket hedges, OCC is able to enhance firms liquidity and…

Initial margin minimum transfer amount

Initial margin minimum transfer amount

The Energy Risk Glossary , now in its eighth edition, provides an at-a-glance explanation of the myriad specialised terms and acronyms used in energy trading and risk management. This year, the guide has been updated by Aviv Handler of ETR Advisory. Energy…

Initial margin requirements CME

Initial margin requirements CME

The Chicago Mercantile Exchange Inc. is raising the margin requirements for speculators in Japanese stock futures after prices fell the most in two years. The initial margin for Nikkei 225 Stock Average futures will rise 33 percent to $3, 300 per contract…

Initial margin for COMEX Gold

Initial margin for COMEX Gold

CME Group Inc. raised the margin requirements on gold trading at its Comex unit for the second time this month, after prices surged to a record above $1, 900 an ounce and then plunged today by the most since March 2008. The minimum cash deposit for borrowing…

Retail initial margin calculation

Retail initial margin calculation

One question I am repeatedly asked by retailers is how to increase maintained margin. Several answers readily come to mind, the most obvious being to avoid overbuying, and therefore, reduce the margin eroding markdowns that accompany such a practice…