Search
Untitled document

NYSSA Certificate in Trading

Podcasts & Videos

Free Daily Lessons

Order Inner Voice of Trading

ICE Sugar Futures Volatility Higher After Margins Raised

November 22 2010 | 8:00 am PDT

A week has gone by since sugar margins were hiked. According to my math, the volatility is up 13.47% on the March futures contract. It looks like volume and open interest are down also.

Not sure that one week proves anything, but in taking the smaller traders out of the market by raising initial margin on them, there may be the beginning of less volume going forward. That means higher volatility.

Similar Posts:

  • Manuelbravochico

    As sugar has had a big correction, I’d think at this point it’s random.

    Those notices are only valuable when the market is up for several consecutive days. But that’s a another topic.

    Does anyone want to define a pool of which hedgies are going to be in the forthcoming inside info case by the SEC? It’s going to be a big case with various characters.