Examples of using Initial margin in English and their translations into French
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Colloquial
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Official
which reflects the multiplier applicable to the Base Initial Margin for Limited Clearing Members.
each PIP pro rata, based on the proportion of the Base Initial Margin of such PIP to the aggregate Base Initial Margin of all PIPs.
is composed of Variation Margin(VM) and Initial Margin IM.
rules beginning March 1, 2017 and initial margin rules beginning no earlier than September 1, 2018 and no later than September 1, 2019.
you must supply a specified initial margin when entering into the contract.
the approved participant must collect from the client an amount of margin not less than the prescribed initial margin rate.
However, two different Fixed Income Transactions in different Acceptable Securities belonging to two different Buckets can benefit from a reduction in their Base Initial Margin requirements because of the consideration given to their correlation.
including Initial Margin and Variation Margin. .
which otherwise attracts little or no Base Initial Margin.
here are the steps to calculate the Base Initial Margin for an Option contract using the Risk Array.
The largest amount(positive number) of the eight Risk Arrays results is the Scanning Risk which will be the Base Initial Margin of a portfolio with these three positions.
the Corporation may call for a contribution in the Difference Fund from Members that are undercapitalized in relation to their respective Initial Margin.
Ø Each Clearing Member's contribution to the Clearing Fund Requirement amount is equal to the weight of its respective Base Initial Margin over the last sixty Business Days multiplied by the sizetotal value of the Clearing Fund.
The Initial Margin calculation process for OTCI Transactions for which the Underlying Interest is a Security is the same as for listed options,
Spread Charge which tends to increase the Initial Margin and the Inter-Commodity Spread Charge which tends to decrease the Scanning Risk to take advantage of the correlations between the different constituents of the Combined Commodity.
including initial margin and overcollateralization, received on derivative assets was $159 million($107 million at December 31, 2015)
each representing 100 troy ounces of gold, with an initial margin amount of 0.2% and an underlying commodity price of USD 1,200,
each representing 1 price level of the underlying index, with an initial margin amount of 0.2% and an underlying index price of USD 10,000,
each representing a single equity, with an initial margin amount of 10% and an underlying equity price of USD 5.0,
each representing 1 underlying bond futures, with an initial margin amount of 0.5% and an underlying bond price of USD 10,000,