1) This is what a real-time risk engine looks like:
Total lifetime draw < $10m, max daily draw $4.7m.
If we asked for 15% margin:
Total lifetime _gain_ of $45m, max daily draw $1.6m.
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3) Oops, sorry about that, I forgot price discovery isn't public.
Here's a graph of "official prices" vs "closing prices" on LME Nickel for the same period.
They are not the same.
6) We're extremely grateful to the CFTC, FCMs, and crypto community:
For giving our margin model the chance it deserves
and the scrutiny it requires.
comments.cftc.gov/PublicComments
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