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Looking for more accurate margin requirements? Look into Portfolio Margining.

by Operations on July 11, 2007 12:24 PM

Have you explored portfolio margining? For qualified investors, this new way to calculate margin requirements may offer increased flexibility and more accurate assessment of risk.

And who doesn’t want that?

Portfolio Margining allows eligible investors to base margin requirements on the net risks of highly correlated holdings held in an account. Unlike current strategy-based margin requirements, portfolio margin establishes a margin requirement equal to the greatest loss that, theoretically, could result if a gain or loss is calculated on the portfolio as a whole--at set increments on the upside and downside.

Because of the leverage that portfolio margin allows customers to utilize, guidelines require $100,000 in minimum account value and a trade level 5, short call options status.

Intrigued?

Join us for a discussion on how these new portfolio margining rules may work for you.

Portfolio Margin
Tuesday, July 31, 2007
12:00 pm Eastern Daylight Time

Portfolio Margin
Tuesday, August 21, 2007
8:00 pm Eastern Daylight Time

AND

Portfolio Margin
Wednesday, August 22, 2007
2:00 pm Eastern Daylight Time


Gary Morton
Vice President, Risk and Margins