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pour info la marge du 10 ans a augmentée ce lundi
CME Group has effectively raised the margin requirements for trading US Treasury futures as of Monday.
The change comes in response to increased volatility driven by fears of a potential US debt default.
As reported by the Chicago Tribune late yesterday, the U.S. Treasury market has been fraught with tension in recent weeks and global investors are confronting the prospect of a U.S. default next month if lawmakers fail to reach a deal on raising the national debt limit.
"This follows wild swings in Treasuries over the past month as global investors positioned for a possible Greek default and concerns the U.S. economy was slowing sharply," the report reads.
"We always look at and adjust margins based on market volatility," said CME spokesman Michael Shore.
On a historical basis, the latest margin levels are in the middle of the range where margin requirements have been, said John Brady, a futures trader at MF Global securities in Chicago.
The latest margin changes on Treasury futures cover new trades as well as current positions.
For example, for speculative traders the margin requirement on new 10-year T-note trades will increase to $1,755 per contract at the end of business on Monday from the current $1,485.
pour info la marge du 10 ans a augmentée ce lundi
CME Group has effectively raised the margin requirements for trading US Treasury futures as of Monday.
The change comes in response to increased volatility driven by fears of a potential US debt default.
As reported by the Chicago Tribune late yesterday, the U.S. Treasury market has been fraught with tension in recent weeks and global investors are confronting the prospect of a U.S. default next month if lawmakers fail to reach a deal on raising the national debt limit.
"This follows wild swings in Treasuries over the past month as global investors positioned for a possible Greek default and concerns the U.S. economy was slowing sharply," the report reads.
"We always look at and adjust margins based on market volatility," said CME spokesman Michael Shore.
On a historical basis, the latest margin levels are in the middle of the range where margin requirements have been, said John Brady, a futures trader at MF Global securities in Chicago.
The latest margin changes on Treasury futures cover new trades as well as current positions.
For example, for speculative traders the margin requirement on new 10-year T-note trades will increase to $1,755 per contract at the end of business on Monday from the current $1,485.
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