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| Risk Based Margin ™ | |
The Risk Based Margin (RBM) program computes portfolio margin and cross margin charges as defined in SEC releases 34-54918 and 34-54919 (Links to these releases appear below). Broad based index options, futures, options on these futures, and exchange traded funds (ETFs) are margined using theoretical profit and loss numbers generated by the OCC.
The most recent amendments to the Portfolio Margining pilot program have expanded the universe of eligible securities to include all margin equity securities as well as options and futures on equities and narrow based indices. Users may generate their own PL numbers for unlisted equity derivatives and the RBM program will merge them with the OCC provided data for listed products. The recent clarification that explicitly INCLUDES BASKETS in this relief is also available. RBM Fact Sheet Risk Based Margin(TM) Manual Links to Portfolio Margining Rules
CBOE Portfolio Margin Rule FINRA has produced a FAQ document for portfolio margining. Click on this link to review their Q&A:FINRA Portfolio Margin FAQ | |
To download fact sheets and manuals, right click on the link and choose 'Save Target As...'.
To view the PDF versions of the fact sheets and manuals, you need to download and install Adobe Acrobat Reader.
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LDB Consulting, Incorporated
P.O. Box 512, Valparaiso, IN 46384-0512
Phone: (219) 477-1928 Fax: (219) 531-2643
Questions or Comments? Email CapComp@att.net