That's interesting because the exchange requires a fair bit more:
http://www.cmegroup.com/wrappedpages/clearing/pbrates/performancebond.html?group=CME%20INDEX%20FUTURES&type=OutrightRates&h=2&reporttype=marginrate
Interactive Brokers match our margin figures:
http://www.interactivebrokers.com/en/trading/marginRequirements/margin.php?ib_entity=llc
Are you sure you're talking about overnight maintenance margin?
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
-------- Original Message --------
Subject: [amibroker] Re: hello all S&P emini question
From: Ed Hoopes <[email protected]>
To: [email protected]
Date: mon, 18 may 2009 03:18:31 -0000
You should check with your own broker on margin. I've seen e-mini
margin as low as $500.
--- In [email protected] <mailto:amibroker%40yahoogroups.com>,
Richard Dale <rich...@...> wrote:
>
> The E-Mini S&P 500 security should have the following properties to
> enable correct backtesting:
> Tick Size: 0.25
> Point Value: 50
> Margin: 5625
>
> Best regards,
> Richard Dale.
> Norgate Investor Services
> - Premium quality Stock, Futures and Foreign Exchange Data for
> markets in Australia, Asia, Canada, Europe, UK & USA -
> www.premiumdata.net
>
>
>
> -------- Original Message --------
> Subject: [amibroker] hello all S&P emini question
> From: zeek ing <zeekin...@...>
> To: [email protected] <mailto:amibroker%40yahoogroups.com>
> Date: sun, 17 may 2009 16:32:48 -0400
> >
> >
> > Hello,
> >
> >
> > all I am trying to set up a backtester on s&P emini data. Just wanted
> > to know what the appropriate point value should be in the code.
> >
> > I thought 0.5m but i am not sure. Can anyone help?
> >
> >
> > zeek
> >
>
