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Portfolio margin is a risk-based margin policy available to qualifying US investors. The goal of portfolio margin is to align margin requirements with the overall risk of the portfolio. Portfolio margin usually results in significantly lower margin requirements on hedged positions than under traditional rules.
Special memorandum account (SMA) [1] is a margin credit account used for calculating US Regulation T requirements on brokerage accounts. In addition to Initial Margin and Maintenance Margin requirements, the SMA ledger is used to lock in unrealized gains that augment the client's buying power. According to Regulation T, Section 220.5: [2]
IB Technical Operations. Interactive Brokers, Inc. (IB), headquartered in Greenwich, Connecticut, is an American multinational brokerage firm which operates the largest electronic trading platform in the United States by number of daily average revenue trades.
Additional margin is intended to cover a potential fall in the value of the position on the following trading day. This is calculated as the potential loss in a worst-case scenario. SMA and portfolio margins offer alternative rules for U.S. and NYSE regulatory margin requirements. [clarification needed]
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The Standard Portfolio Analysis of Risk, or SPAN, is a system for calculating margin requirements for futures and options on futures. It was developed by the Chicago Mercantile Exchange in 1988. SPAN is a portfolio margining method that uses grid simulation.
Margin policies define regulatory and house methods of calculating margin requirements. Pages in category "Margin policy" The following 5 pages are in this category, out of 5 total.
Thomas Peterffy (born September 30, 1944) [1] is a Hungarian-born American billionaire businessman. He is the founder, chairman, and the largest shareholder of Interactive Brokers.
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