Agreed - however, check out $500 margins here: http://www.globalfutures.com/futures/index.asp?refid=Direct&location=content&lang=en
or www.expressfutures.com says: "No padding the margins here! Qualified accounts get exchange minimum margins. Day Traders enjoy margins that are reduced 50% or more!" The point I was trying to make is that individual brokerages may have margins that are different from what is required by the exchange. --- In [email protected], Richard Dale <rich...@...> wrote: > > 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 <reefbreak...@...> > 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 <richard@> 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 <zeeking57@> > > > 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 > > > > > > > > > > > >
