Dealers blame US futures IM dip on low vol
CFTC data shows required initial margin down 15% since the start of 2017
The amount of initial margin held in US futures accounts has fallen by 15% since the start of the year, which market participants blame on low market volatility, less risk taking from hedge funds and higher capital requirements on bank clearing members.
The figures, compiled by the US Commodity Futures Trading Commission (CFTC), show initial margin held at US futures commission merchants (FCMs)
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