University of Kansas

For gold the standard deviation of daily changes is $15.184 per ounce or $1518.4 per contract. For a 1% risk this means that the maintenance margin should be set at or 4996 when rounded. For a 0.1% risk the maintenance margin should be set at or 6636 when rounded. ................
................

In order to avoid copyright disputes, this page is only a partial summary.