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Options Margining System

См. также в других словарях:

  • Options Clearing Corporation — Industry clearing Founded 1973 Headquarters Chicago, IL …   Wikipedia

  • SPAN® Performance Bond System — The Standard Portfolio Analysis of Risk ( SPAN) Performance Bond System). A program that determines portfolio performance bond requirements for futures, options, cash, and other instruments. SPAN is a portfolio based approach to risk performance… …   Financial and business terms

  • OMS — Organización Mundial de la Salud (International » Spanish) * Order Management System (Business » General) * Open Music System (Community » Music) * Owensboro Middle School (Community » Schools) * Omsk, Russia (Regional » Airport Codes) * On My… …   Abbreviations dictionary

  • Futures Equivalent — The number of futures contracts needed to be associated with a speculative option position. The futures equivalent can be calculated by taking the number of options and multiplying it by the previous day s risk factor (delta) for the same option… …   Investment dictionary

  • delta based margin — A margining system which used to be used on the LME to calculate initial margins on sold options. The initial margin of a future on the same underlying was multiplied by the option s delta to obtain the initial margin requirement on the option.… …   Financial and business terms

  • Futures exchange — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • CME SPAN — Standard Portfolio Analysis of Risk (SPAN) is a system for calculating margin requirements for futures and options on futures. It was developed by the Chicago Mercantile Exchange in 1988.SPAN is a portfolio margining method that uses grid… …   Wikipedia

  • Clearing (finance) — In banking and finance, clearing denotes all activities from the time a commitment is made for a transaction until it is settled. Clearing is necessary because the speed of trades is much faster than the cycle time for completing the underlying… …   Wikipedia

  • variation margin — During periods of great market volatility or in the case of high risk accounts, additional margin deposited by a clearing member firm to an exchange. Chicago Board of Trade glossary margin, gross margin, net margin, security margin, variation… …   Financial and business terms

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