For example, the margin requirement for a vertical spread strategy in stock XYZ is $A, a short strangle is $B, and a long stock and covered call are $C. Under normal margin rules the total margin would be ($A + $B + $C). But under PM, all these positions would be assessed t...
答案:Margin requirement refers to that a central bank sets the pe... 点击查看完整答案手机看题 你可能感兴趣的试题 单项选择题 Gary Zeller, an independent portfolio manager who manages money for high-net-worth individuals, is a proponent of the efficient market hypothesis. He uses the Treynor-Bla...
Murray, S., 2013, "A margin requirement based return calculation for portfolios of short option positions," Managerial Finance, 39(6), 550-568.Murray, S. 2013. A margin requirement based return calculation for portfolios of short option positions. Managerial Finance, 39(6), 550-568....
straightforward. Margin functions like a cash account inside a "margin" account, meaning an investor simply needs to put the cash up for the cost of long trades. Or, in the case of short strategies, such as shortvertical spreads3oriron condors4, investors need to put up the amount at ...
Part 3. Examples This part contains examples to illustrate the steps in calculating the margin requirement as stated in Part 2. Version 1.05 3 Part 1. Margining Basis for Different Account Types in DCASS The different types of account maintained by HKCC and SEOCH for each Clearing Participant...
A 0.5% margin requirement will apply to deals opened from 21:00 UTC+2 Friday until 1:00 UTC+2 on Monday. The leverage for deals opened during this time will be limited to 1:200. Margin goes back to your account when these time periods end....
Short straddleShort call and short put with the same strike price Premium of other options + greater of these two values: Requirement naked calls Requirement naked puts Market value of other options + greater of these two values: Requirement naked calls ...
Maintenance margin requirement rules for short sales add a protective measure that further improves the likelihood that the borrowed shares will be returned. In the context of theNew York Stock Exchangeand the Nasdaq Stock Market, the maintenance requirements for short sales are 100% of thecurrent ...
The margin rule requirements for short sales dictate that 150% of the value of the shares shorted needs to be initially held in the account. Therefore, if the value of the shares shorted is $25,000, theinitial marginrequirement would be $37,500. This prevents the proceeds from the sale ...
If you are going to short stocks, you will be required to open up a margin account—a requirement by Regulation T. This was created by the Federal Reserve to regulate the way brokers lend to their customers. Having one open when you're shorting stocks takes away from the risk associated ...