UVXY周一要暴涨了！！interactive broker提升vix margin了# Stock
i*3
1 楼
刚收到ib的邮件 相关vix的产品margin全部提升至少1倍
这周一会squeeze多少人啊
VIX (the CBOE Volatility Index) has established new all-time lows over the
course of the past month. The price dynamics of that product are such that
it can have very large relative price increases over a very short period of
time base on news and other market factors. In recognition of the special
risk of sudden, large increases in market volatility, that is inherent in
Volatility Products such as VIX, Interactive Brokers will put into place
greater margin requirements for Volatility Products after expiration
processing on Saturday, 19 August.
IB's margin policy will be to consider market outcome scenarios under which
VIX might rise to a price of 18 (even when it is currently priced much lower
) and under which the other Volatility Products could rise to
proportionately similar degrees. If you have positions in Volatility
Products that have risk in large upward moves of market volatility, then
your margin may increase significantly.
In the interim IB will with immediate effect increase its Initial Margin
requirements on Volatility Products to a degree consistent with the upcoming
19 August increases in Maintenance Margin.
这周一会squeeze多少人啊
VIX (the CBOE Volatility Index) has established new all-time lows over the
course of the past month. The price dynamics of that product are such that
it can have very large relative price increases over a very short period of
time base on news and other market factors. In recognition of the special
risk of sudden, large increases in market volatility, that is inherent in
Volatility Products such as VIX, Interactive Brokers will put into place
greater margin requirements for Volatility Products after expiration
processing on Saturday, 19 August.
IB's margin policy will be to consider market outcome scenarios under which
VIX might rise to a price of 18 (even when it is currently priced much lower
) and under which the other Volatility Products could rise to
proportionately similar degrees. If you have positions in Volatility
Products that have risk in large upward moves of market volatility, then
your margin may increase significantly.
In the interim IB will with immediate effect increase its Initial Margin
requirements on Volatility Products to a degree consistent with the upcoming
19 August increases in Maintenance Margin.
