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Excess equity

Account equity above the total margin requirement, which is what you can actually use to add positions or absorb losses.

Platforms display this as available margin or buying power, and it updates with every tick because futures are mark-to-market continuously. When excess reaches zero you are at the liquidation threshold.

Treating excess equity as an indication of how much you can trade is exactly the mistake that kills accounts. It answers "how many contracts will the system let me hold", not "how many should I hold", which is a position-sizing question.

Example: $25,000 equity with two ES contracts at $15,000 initial each leaves -$5,000 — you could not have opened them overnight. On $500 day margin the same account shows $24,000 of excess and can hold 48 contracts, which is madness.

Related: auto-liquidation, initial-margin, position-sizing, day-trading-margin, leverage

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Margin and leverageA small deposit controlling a much larger position, and the point at which losses trigger a margin call.Position you controlnotional value $100,000your margin deposit: $5,000$100,000 / $5,000 = 20:1 leverageYour deposit absorbs every dollar of loss$5,000$2,500$0Equity leftMARGIN CALLequity has fallen to $2,5000%1%2%2.5%3%4%5%How far the price moves against you
Margin and leverage. A $5,000 deposit can control a $100,000 position, which is 20:1 leverage. Because the loss is measured on the full $100,000, a 2.5% move against you halves the deposit and brings a margin call, and a 5% move uses all of it.
How a position size is worked outAccount size, risk per trade and stop distance feed into one box giving the number of shares.ACCOUNT SIZE$25,000your capitalRISK PER TRADE1%of the accountSTOP DISTANCE$0.50entry to stopPOSITION SIZE500 sharesrisk budget: $25,000 × 1% = $250position size: $250 ÷ $0.50 = 500 shares
Working out a position size. Three numbers decide how big a trade is: the account, the share of it put at risk, and the distance from entry to stop. One percent of $25,000 is a $250 budget, and a $0.50 stop divides into that 500 times.

Educational only, not advice. Spotted an error? Post in Site Feedback.