Actually is a bit less than $3000 as initial margin. Maintenance margin is less initial margin
2009/5/16 Shaggs Stud <[email protected]> > I believe for IB it is $2000 per contract. > > On Sat, May 16, 2009 at 8:51 AM, Kelvin <[email protected]> wrote: > >> >> What is the marging requrement for ES-500SPY? I think it need a huge >> margin as large as 15k$. >> >> On May 15, 6:40 pm, nonlinear5 <[email protected]> wrote: >> > > I am extremely interested in JArbitrager and was myself looking to >> > > achieve something similar. Can you let me know when you will be >> > > publishing the same? >> > >> > After running JArbitrager using the YM/DIA and the ES/SPY pairs for >> > several days, I determined that these instruments have been arbitraged >> > to death (presumably by large institutional program trading), and >> > there is nothing left for us small traders. The spreads between YM/DIA >> > and ES/SPY remain nearly constant through the day, so there is nothing >> > to arbitrage. This has been confirmed by other folks who initially >> > reported profitable results, only to realize later that they didn't >> > account fully for the transaction costs. So, I will not be publishing >> > JArbitrager, as there is no profit potential. >> >> > > > > -- -- Ted --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
