MARGIN INCREASE FOR VIX, VXD

Oct 02, 2008 17:46 EDT MARGIN INCREASE FOR VIX, VXD Effective Friday, 3 October 2008 at 13:00 EST or shortly thereafter, IB will increase margins on several derivative classes based on volatility indices including VIX, VXD, RVX. The increase is in response to the unprecedented volatility levels and will increase margin requirements as much as 30% depending on the specific portfolio. We would expect the most notable impact on spread margins. To avoid unwanted liquidations resulting from a margin deficiency, we advise holders of portfolios containing volatility derivative products to consider the impact of the higher margin requirement on the account's financial capacity. VIX証拠金引き上げです ま、４０超えが何日も続くなんて「想定外」ですからね（汗） 私はかわいいスプレッドが少々なのであまり影響なさそうですが、「全力片張り勝負モード」の方はご用心を･･･