Can you predict MTM gain or losses on future contract?

Question

I am working on a structured product where I am investing some percentage of invested amount in futures contract. I have created a bull put strategy and I will calculate the delta positions of that and take that many positions in the futures contract. Now I want to ensure I have enough money left as buffer to service the mtm losses. How should predict the MTM losses on futures contract If I am rolling over the contracts till the maturity of the product which is 2-3 years?

ThatDataGuy · Answer

If you could predict the exact MTM of futures contracts them, you could make a lot of money! ;-)
However, you could make an aggregate estimate by looking at the historical volatility of the contract.

Can you predict MTM gain or losses on future contract?

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