.. > > But 500 SPY should have an initial margin of about 12k$, so that you > require > 2812.5+12k=14812.5$ for initial margin. Is it true?
I don't know the number for 500SPY :( Had never trade it > > > On May 18, 2:16 pm, Jean Morin <[email protected]> wrote: > > .. > > > > > > > > > How can you get this low initial margin? > > > Using protfoli margin? Or, is there any special combo for ES-500SPY? > > > > nothing special I have a 3:1 margin ratio. > > My initial marin for 1 ES contract is today $2,812.50 > > And my maintenance margin is today $2,250.00 > > > > > > > > > > > > > > > > > On May 17, 3:01 pm, Jean Morin <[email protected]> wrote: > > > > 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- Hide quoted text - > > > > > > - Show quoted text - > > > > -- > > -- Ted- Hide quoted text - > > > > - Show quoted text - > > > -- -- 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 -~----------~----~----~----~------~----~------~--~---
