Category: futures

CME raises margin requirements on stock index futures

Yesterday, the Chicago Mercantile Exchange raised margin requirements on its suite of stock index futures (roughly 10% for key U.S. indices), including:

  • S&P 500: +12.5%
  • MSCI EAFA: +25.0%
  • S&P Mid Cap: +6.6%
  • Russell 2000: +6.3%
  • S&P Asia 50: +50.0%
  • S&P Financials: +31.6%

At today’s closing price of 1458, leverage on the S&P 500 contract is now 18.5x, down from 20.8x.

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