i******3
发帖数: 376 | 1 刚收到ib的邮件 相关vix的产品margin全部提升至少1倍
这周一会squeeze多少人啊
VIX (the CBOE Volatility Index) has established new all-time lows over the
course of the past month. The price dynamics of that product are such that
it can have very large relative price increases over a very short period of
time base on news and other market factors. In recognition of the special
risk of sudden, large increases in market volatility, that is inherent in
Volatility Products such as VIX, Interactive Brokers will put into place
greater margin requirements for Volatility Products after expiration
processing on Saturday, 19 August.
IB's margin policy will be to consider market outcome scenarios under which
VIX might rise to a price of 18 (even when it is currently priced much lower
) and under which the other Volatility Products could rise to
proportionately similar degrees. If you have positions in Volatility
Products that have risk in large upward moves of market volatility, then
your margin may increase significantly.
In the interim IB will with immediate effect increase its Initial Margin
requirements on Volatility Products to a degree consistent with the upcoming
19 August increases in Maintenance Margin. |
b*d
发帖数: 3069 | 2 解释一下？
【在 i******3 的大作中提到】
: 刚收到ib的邮件 相关vix的产品margin全部提升至少1倍
: 这周一会squeeze多少人啊
: VIX (the CBOE Volatility Index) has established new all-time lows over the
: course of the past month. The price dynamics of that product are such that
: it can have very large relative price increases over a very short period of
: time base on news and other market factors. In recognition of the special
: risk of sudden, large increases in market volatility, that is inherent in
: Volatility Products such as VIX, Interactive Brokers will put into place
: greater margin requirements for Volatility Products after expiration
: processing on Saturday, 19 August.
|
r*****t
发帖数: 712 | 3 我咋没收到呢
【在 i******3 的大作中提到】
: 刚收到ib的邮件 相关vix的产品margin全部提升至少1倍
: 这周一会squeeze多少人啊
: VIX (the CBOE Volatility Index) has established new all-time lows over the
: course of the past month. The price dynamics of that product are such that
: it can have very large relative price increases over a very short period of
: time base on news and other market factors. In recognition of the special
: risk of sudden, large increases in market volatility, that is inherent in
: Volatility Products such as VIX, Interactive Brokers will put into place
: greater margin requirements for Volatility Products after expiration
: processing on Saturday, 19 August.
|
i******3
发帖数: 376 | 4 VIX (the CBOE Volatility Index) has established new all-time lows over the
course of the past month. The price dynamics of that product are such that
it can have very large relative price increases over a very short period of
time base on news and other market factors. In recognition of the special
risk of sudden, large increases in market volatility, that is inherent in
Volatility Products such as VIX, Interactive Brokers will put into place
greater margin requirements for Volatility Products after expiration
processing on Saturday, 19 August.
【在 r*****t 的大作中提到】
: 我咋没收到呢
|
r*****t
发帖数: 712 | 5 还早，要8/16的vix future过期后下一个周一。
of
【在 i******3 的大作中提到】
: VIX (the CBOE Volatility Index) has established new all-time lows over the
: course of the past month. The price dynamics of that product are such that
: it can have very large relative price increases over a very short period of
: time base on news and other market factors. In recognition of the special
: risk of sudden, large increases in market volatility, that is inherent in
: Volatility Products such as VIX, Interactive Brokers will put into place
: greater margin requirements for Volatility Products after expiration
: processing on Saturday, 19 August.
|
S*******s
发帖数: 13043 | 6 uvxy is now with around 60% margin. what will it be after the change?
and how about vxx and xiv? |
S*******s
发帖数: 13043 | 7 fk. I can't do anything. My initial margin already exceeded although my
maintenance margin only 45% loaded. |
