CME BTC futures are 60% long margin and 200% short margin? WTF?!?!?! How can they even call this a future?
I'm not sure this is true. Haven't seen any announcement from CME anyway, and their site still lists 35% margin rates.https://www.cmegroup.com/trading/equity-index/us-index/bitcoin_performance_bonds.html#sortField=exchange&sortAsc=true&clearingCode=BTC§or=EQUITY+INDEX&exchange=CME&pageNumber=1 …
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I see 60% on that page.
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That's the maintenance vol scan, i.e. what CME SPAN considers the likely range of market movement -- so up/down 60% implies a 35% margin requirement covers most losses (eh, ish). You can get the % margin by dividing the "maintenance" column by the contract value.
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