Portfolio margin mode: cross-margin trading (Risk Unit Merge)
or options with 1 day to expiry) = 3000 Cash delta t (expiry futures or options with 7 days to expiry) = 2000 MR5: interest rate risk (options only) Interest rate risk measures the risk of change in yield curve by populating a principal component analysis (PCA) style rate movement table.
Publikováno dne 3. 12. 2024Aktualizováno dne 4. 12. 2025Produktová dokumentace