Portfolio Margin Details
The Portfolio Margin Details section includes the Base Currency Summary, which displays the total for each group level as the maximum value between the Margin and Extreme values for each Group item (Portfolio, Product and Class). This section also includes detailed sections for each group level (Portfolio, Product, Class), showing offset, quantity, margin and extreme values for each open position, sorted by currency; and a section for Bonds, showing the margin for each open position, sorted by currency.
| Column | Description |
|---|---|
| Base Currency Summary | |
| Portfolio Group | The margin requirement for the portfolio group. The value is computed by summarizing the higher of the two numbers; Margin or Extreme within the portfolio group. |
| Product Group | The margin requirement for the product group. The value is computed by summarizing the higher of the two numbers; Margin or Extreme within the product group. |
| Class Group | The margin requirement for the class group. The value is computed by summarizing the higher of the two numbers; Margin or Extreme within the class group. |
| Extreme Risk Additional Charge | This value represents the concentration charge for a large single concentrated position. |
| Portfolio Groups | |
| Name | The name of the portfolio group. |
| Product Group | A set of closely related products. A portfolio could include such products as Broad Based Indices, Growth Indices and Small Cap Indices. |
| Offset | The offset amount determined by the Options Clearing Corporation (OCC). |
| Class Group | The name of the class group. |
| Description | The name of the position that is part of the class group |
| Symbol | The symbol of the position. |
| Quantity | The number of contracts or shares held in the account as of the report date. |
| Margin | The margin requirement for the portfolio group. |
| Extreme | The extreme margin requirement for the portfolio group. |
| Product Groups | |
| Name | The name of the product group. A product group example would be a Broad Based Index composed of SPX, OEX, etc. |
| Offset | The offset amount determined by the Options Clearing Corporation (OCC). |