NO.PZ2018062007000060
问题如下:
Which of the following statements describes an aspect of margin accounts for futures?
选项:
A.
The maintenance margin is always less than the initial margin.
B.
The initial margin required is typically at least 10% of the futures price.
C.
A margin call requires a deposit sufficient to raise the account balance to the maintenance margin.
解释:
A is correct. The maintenance margin is always significantly lower than the initial margin. B is incorrect because the initial margin required is typically at most (not at least) 10% of the futures price. C is incorrect because a margin call requires a deposit large enough to bring the balance up to the initial (not maintenance) margin.
中文解析:
A对,A说的是maintenance margin(维持保证金)通常小于initial margin(初始保证金)。
B错,因为初始保证金要求是小于等于期货价格的10%,而不是最少是期货价格的10%。
C错,接到margin call 的时候需要将保证金的账户补到初始保证金的水平。
有个点一直没整明白 收到margin call equity是按比例补到MM水准,所以一直跌就得一直补但绝对金额在下降 derivative是按金额补回到initial margin当初的金额,所以不存在按比例少补?比如¥100的contract,initional margin给了¥30,极端点就算contract跌到了¥20,要补还是得补到¥30那么多?