Maintenance Margin Rate and Risk Limits

Follow

 

Maintenance Margin Rate and Risk Limits

The maintenance margin is an important parameter in determining the liquidation price in relation to the bankruptcy price. AAX imposes risk limits according to the size of the positions.

When the position size increases, clients have to keep an eye on the maintenance and initial margin requirements. Adjusting the maintenance and initial margin have to be done manually, according to risk limit changes.

Position size

Position size = max [abs(position + long open orders), abs(position + short open orders)] 

*The risk limits depends on the value of your positions, open orders, and new orders

 

Margin Rates

BTCUSD 
Initial Margin - Main. Margin = 0.5%
Position Value AAX Initial Margin AAX Main Margin
50 1.00% 0.50%
100 1.50% 1.00%
150 2.00% 1.50%
200 2.50% 2.00%
250 3.00% 2.50%
300 3.50% 3.00%
350 4.00% 3.50%
400 4.50% 4.00%
450 5.00% 4.50%
500 5.50% 5.00%
 
ETHUSD
Initial Margin - Main. Margin = 1%
Position Value AAX Initial Margin AAX Main Margin
20 2.00% 1.00%
40 3.00% 2.00%
60 4.00% 3.00%
80 5.00% 4.00%
100 6.00% 5.00%
120 7.00% 6.00%
140 8.00% 7.00%
160 9.00% 8.00%
180 10.00% 9.00%
200 11.00% 10.00%
 
Other contracts
Initial Margin - Main. Margin = 2.5%
Position Value AAX Initial Margin AAX Main Margin
20 5% 2.50%
40 7.50% 5.00%
60 10% 7.50%
80 12.50% 10.00%
100 15% 12.50%
120 17.50% 15.00%
140 20% 17.50%
160 22.50% 20.00%
180 25% 22.50%
200 27.50% 25.00%
     
     
0 out of 0 found this helpful

Comments

0 comments

Please sign in to leave a comment.