引用:
原帖由 msexchsrv 於 2012-5-18 11:54 發表
SP16600 has 50 points. Did 4 naked short has $10,000
50points/contract X $50/points X 4contracts = $10,000
BINGO.
BUT reserved at least $200K margin for it.
If black swan next week, and the market drops to 16600,
margin for each naked is equal to margin for the Future (~$70K/contract).