Lower day trade margin requirement on ZN

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jgcmt

• May 18, 2017 16:11

ZN is among the most liquid futures contracts.  The current day trade requirement is $798.  I'm suggesting lowering the margin requirement to $500 just as the major equity indices with that same volume.

The benefit being a more uniformed approach to the most liquid contracts.  I could see the argument being that the tick size is larger, but I'd counter that the volatility is much lower.

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  Permanently deleted user

  • May 30, 2018 18:14

  You can submit a risk change request through the platform and the risk team will review and adjust on an account by account basis

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