A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets

<table>Mean excess plotting for the standardized residual sequence of the loss rate of the Futures Portfolio A. The solid line is the mean excess plotting. The region between the two dotted lines refers to the 95% confidence interval.</table>

Journal of Applied Mathematics

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Figure 1

Figure 1: A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets 