OKX to adjust parameters in portfolio margin mode

Data di pubblicazione: 10 mag 20242 minuti di lettura

To enhance capital efficiency for basis trading in portfolio margin mode, we will adjust the MR4 (basis risk factor) parameters at 8:00 am UTC on May 11, 2024. The specific changes are as follows:

Underlying currency

Before: maximum forward basis move

After: maximum forward basis move

BTC and ETH

30%

10%

MR4 is an evaluation of price fluctuations in expiry futures with the same underlying asset but different expiration dates. Note that expiry futures with later expiration dates may have higher volatility.


For details on MMR rules in portfolio margin mode, refer to Ⅴ. Portfolio Margin mode: cross margin trading.


OKX team

May 10, 2024