Topix futures initial margin

The initial margin estimate for outright TOPIX Index futures contract is approximately ¥412,500 (~4.4% of the contract notional value). This is a preliminary margin estimate as of January 12, 2018 and is subject to change.

Initial Margin, also known as Overnight Margin, is set by the exchanges and is universal for all Brokerages. This is the amount required to carry a contract past the day session closing time for each market. Every trader needs to have an amount equal to the initial margin requirement in their account balance in order to hold a futures position past the closing time of that market. Not all markets are subject to the day margins listed The amount of initial margin required is this dollar amount multiplied by the contract size. In the example above, the contract size is 100 and initial margin requirement is $49.65. This means that you need to have available $4,965 for every contract you buy. Futures Trading Margin Requirements Optimus Futures offers low day-trading margins to accommodate futures traders that require flexible leverage to trade their accounts. Day trading margins, also known as Intraday margins, are determined by our clearing firms and are typically provided as a percentage of the initial margin (E.g. 25%) or a nominal amount (E.g. $500). With the general concept of margin in mind, futures trading margins consists of three margin types: Intraday Margin; Initial Margin; Maintenance Margin; This article will focus on Intraday Margin while Initial & Maintenance Margins (commonly referred to as Exchange Margins) is covered in a subsequent post. At a high level, Intraday Margin is the minimum account balance required to enter one contract during trading hours. Initial & Maintenance represent the other half of the margins equation. Futures margin requirements are set by the exchanges and are typically only 2 to 10 percent of the full value of the futures contract. Margins are financial guarantees required of both buyers and sellers of futures contracts to ensure that they fulfill their futures contract obligations. Initial Margin Risk parameters and initial margins MSCI Dividend Futures Liquidation Group (PEQDF) Collateral Index Liquidation Group (PEQCO) PFI01 further contains all OTC Interest Rate Derivatives (IRS) transactions (according to the Clearing Conditions Chapter VIII) in products as described on the EurexOTC Clear IRS webpage. In addition, the Bond Liquidation Group PBN01 is defined. PBN01 contains all Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows. Futures margin trading in an Individual Retirement Account (IRA)

Trading in options contracts on the S&P/TOPIX 150 Index began in June No- Action Letter, Hong Kong Futures Exchange limited, available September 26, 1995 of physical securities Initial margin and any deficiency in margin tesulting from.

Treasuries, or securities posted as collateral for margin). largest clearing organization serving the futures markets. and the introduction of an initial 5-day rolling settlement (to be shortened to 3 days later) and a TOPIX futures contracts. Information on margin requirements on stocks, options, futures, bonds, forex. Margin. Initial Margin, 50% * Stock Value Minimum Margin >= USD 2.50 SMI ( Switzerland), HANG SENG (Hong Kong), FTSE 100 (England), TOPIX 150 ( Japan),  Trading in options contracts on the S&P/TOPIX 150 Index began in June No- Action Letter, Hong Kong Futures Exchange limited, available September 26, 1995 of physical securities Initial margin and any deficiency in margin tesulting from. contracts and OSE started broader TOPIX futures contract trading day 09.03.1988 was made based on two regulations is the initial margin and margin only. other positive signs, the number of initial public offerings (IPOs) and the stock trading value of individual IV- 5 Comparison of Standardized and Negotiable Margin. Transactions . VII- 4 The Trading Mechanism of Stock Index Futures.. 118 II-10 Stock Price Movement (Nikkei Dow and TOPIX). (1990-1995) . TOPIX futures offer global investors an additional product to capture benchmark Japanese equity exposure. TOPIX futures enhance CME’s suite of broad-based equity index futures and offer market participants additional opportunities for spread trading and fine-tuning their exposure.

For futures contracts, exchanges set initial margin requirements as low as 5% or 10% of the contract to be traded. For example, if an crude oil futures contract is quoted at $100,000, a futures account holder can enter a long position by posting only $5,000 initial margin, or 5% of the contract value.

Learn more about the launch of TOPIX (Tokyo Stock Price Index) futures at CME Capital efficiency through margin offsets against other equity index futures  Jul 19, 2016 (SQ calculation is based on the total opening prices of each component stock of TOPIX on the business day following the last trading day.) Margin  Mar 8, 2016 Capital Efficiency. The clearings of Nikkei 225 Futures & Options on OSE and TOPIX Futures & Options on TSE including the minis of those  The initial margin and maintenance margin announced by the TAIFEX shall be Rules for Tokyo Stock Price Index (TOPIX) Futures Contracts” for further details.

Assuming a total contract of $32,500 ($6.50 x 5,000 bushels) the futures margin would amount to around 5% of the contract value. Initial Futures Margin is the amount of money that is required to open a buy or sell position on a futures contract.   Initial margin is original margin, the amount posted when the original trade takes place.

Jul 13, 2018 TOPIX futures and futures options are traded on the Osaka Exchange. 4 months Nine exercise prices at 50-point intervals are set initially. In their first two years, Japanese stock index futures contracts exhibited Margin 9 per cent of transaction Y 1 million as initial Same as TOPIX Same as TOPIX. Find out the initial and maintenance margin for a wide of different futures contracts across global TOPIX Index, JPY 528,000, JPY 480,000, Stock Indices . Small initial margin up front—in char conctradst to the capital commitment plus. Fees required to own the S&P 500 via an ETF. This allows innovative equity.

Futures Trading Margin Requirements Optimus Futures offers low day-trading margins to accommodate futures traders that require flexible leverage to trade their accounts. Day trading margins, also known as Intraday margins, are determined by our clearing firms and are typically provided as a percentage of the initial margin (E.g. 25%) or a nominal amount (E.g. $500).

other positive signs, the number of initial public offerings (IPOs) and the stock trading value of individual IV- 5 Comparison of Standardized and Negotiable Margin. Transactions . VII- 4 The Trading Mechanism of Stock Index Futures.. 118 II-10 Stock Price Movement (Nikkei Dow and TOPIX). (1990-1995) . TOPIX futures offer global investors an additional product to capture benchmark Japanese equity exposure. TOPIX futures enhance CME’s suite of broad-based equity index futures and offer market participants additional opportunities for spread trading and fine-tuning their exposure. Special Quotation (SQ calculation is based on the total opening prices of each component stock of TOPIX on the business day following the last trading day.) Margin: Calculated by using SPAN® (Margin offsetting with other index futures and options contracts is allowed.) Give-Up: Available Give-Up System: Position-Transfer: Available The initial margin estimate for outright TOPIX Index futures contract is approximately ¥412,500 (~4.4% of the contract notional value). This is a preliminary margin estimate as of January 12, 2018 and is subject to change. TOPIX Futures Overview Comprehensive information on TOPIX Index futures. Get more information in one of the sections on the TOPIX page such as: historical data, charts, technical analysis and others. First, calculate risk (estimated maximum losses) for each position of Nikkei 225 and TOPIX. Positions for Nikkei 225: 2 long futures and 1 short options. Assume that, the risk (for Nikkei 225) = 900 thousand yen. Position for TOPIX; 2 short futures. Assume that, the risk (for TOPIX) = 1,000 thousand yen. The initial margin and maintenance margin announced by the TAIFEX shall be based on the clearing margin calculated according to the Taiwan Futures Exchange Corporation Methods and Standards for Receipt of Clearing Margins plus a percentage prescribed by the TAIFEX.

Treasuries, or securities posted as collateral for margin). largest clearing organization serving the futures markets. and the introduction of an initial 5-day rolling settlement (to be shortened to 3 days later) and a TOPIX futures contracts. Information on margin requirements on stocks, options, futures, bonds, forex. Margin. Initial Margin, 50% * Stock Value Minimum Margin >= USD 2.50 SMI ( Switzerland), HANG SENG (Hong Kong), FTSE 100 (England), TOPIX 150 ( Japan),  Trading in options contracts on the S&P/TOPIX 150 Index began in June No- Action Letter, Hong Kong Futures Exchange limited, available September 26, 1995 of physical securities Initial margin and any deficiency in margin tesulting from. contracts and OSE started broader TOPIX futures contract trading day 09.03.1988 was made based on two regulations is the initial margin and margin only.