long position凭啥要超过100%的margin?# Stock
S*s
1 楼
IB 上long xiv的initial margin现在将近200%，完全没有道理啊，最大的损失也就是
价钱归0，只不过是100%的损失而已。
价钱归0，只不过是100%的损失而已。
r*t
2 楼
确实很傻逼，最近ib提高vix相关的margin到发指的地步了
【在 S*******s 的大作中提到】
: IB 上long xiv的initial margin现在将近200%，完全没有道理啊，最大的损失也就是
: 价钱归0，只不过是100%的损失而已。
【在 S*******s 的大作中提到】
: IB 上long xiv的initial margin现在将近200%，完全没有道理啊，最大的损失也就是
: 价钱归0，只不过是100%的损失而已。
E*r
3 楼
Just tried. It showed 100% on my IB account.
Is it possible you misread it?
Is it possible you misread it?
E*r
4 楼
BTW, there is a recent thread on the stupidity of IB calculating margins:
http://www.elitetrader.com/et/threads/interactive-brokers-incorrect-option-margin-requirements.313319/
http://www.elitetrader.com/et/threads/interactive-brokers-incorrect-option-margin-requirements.313319/
S*s
5 楼
did you notice Initial Margin is twice as Maint Margin
【在 E***r 的大作中提到】
: Just tried. It showed 100% on my IB account.
: Is it possible you misread it?
【在 E***r 的大作中提到】
: Just tried. It showed 100% on my IB account.
: Is it possible you misread it?
E*r
6 楼
E.g., IB's preview tells me that
if I buy 100 shares of SVXY at $91.66 per share,
my initial margin will increase by $9167,
and my maintenance margin will increase by $9077.
XIV is similar.
I am on a normal RegT margin account.
Check the thread I posted above; someone else had similar experience as
yours.
【在 S*******s 的大作中提到】
: did you notice Initial Margin is twice as Maint Margin
if I buy 100 shares of SVXY at $91.66 per share,
my initial margin will increase by $9167,
and my maintenance margin will increase by $9077.
XIV is similar.
I am on a normal RegT margin account.
Check the thread I posted above; someone else had similar experience as
yours.
【在 S*******s 的大作中提到】
: did you notice Initial Margin is twice as Maint Margin
W*n
7 楼
use hi margin is asking for troubles
r*t
8 楼
I'm having 200% initial on long svxy as well. Maybe due to my other vix
positions, ib is toooo conservative sometimes stupid
【在 E***r 的大作中提到】
: E.g., IB's preview tells me that
: if I buy 100 shares of SVXY at $91.66 per share,
: my initial margin will increase by $9167,
: and my maintenance margin will increase by $9077.
: XIV is similar.
: I am on a normal RegT margin account.
: Check the thread I posted above; someone else had similar experience as
: yours.
positions, ib is toooo conservative sometimes stupid
【在 E***r 的大作中提到】
: E.g., IB's preview tells me that
: if I buy 100 shares of SVXY at $91.66 per share,
: my initial margin will increase by $9167,
: and my maintenance margin will increase by $9077.
: XIV is similar.
: I am on a normal RegT margin account.
: Check the thread I posted above; someone else had similar experience as
: yours.
S*s
9 楼
from IB:
The Initial Margin for Volatility Products (VP) is being set to 200% of the
maintenance margin requirement. This status will be in effect until the roll
out of the new Risk Based Haircut is fully implemented over the next two
weeks. After the roll out of the new maintenance margin requirement has been
completed then the Initial Margin Requirement will go back to 10% above the
maintenance margin requirement. It is still possible to trade VP but
smaller trade sizes will be required until the new margin requirements have
been fully implemented.
The Initial Margin for Volatility Products (VP) is being set to 200% of the
maintenance margin requirement. This status will be in effect until the roll
out of the new Risk Based Haircut is fully implemented over the next two
weeks. After the roll out of the new maintenance margin requirement has been
completed then the Initial Margin Requirement will go back to 10% above the
maintenance margin requirement. It is still possible to trade VP but
smaller trade sizes will be required until the new margin requirements have
been fully implemented.
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