The Basket Weaver™ is a separately priced add-on to the RBH and RBM systems. It attempts to lower haircut/margin requirements by efficiently allocating stock among equity option positions as well as sector and broad based baskets.

The Basket Weaver™ consists of multiple Fortran modules and is an integrated part of both RBH and RBM.

The Basket Weaver™ analyzes the entire position of stocks, equity options, index options and eligible futures. At the user's option, it will net stock positions before or after creating baskets. It allocates stocks and single security futures to equity options to reduce charges and then, using the basket composition file provided by the user, constructs as many baskets as possible. Both stocks and single security futures are utilized in constructing baskets. Since sector baskets require 95% capitalization, they are given preference over broad-based baskets. The baskets constructed by the Basket Weaver™ will have proper capitalization and will be adequately hedged by options and futures.