Bye-bye reg T

Discussion in 'Wall St. News' started by just21, Oct 16, 2006.

  1. Maverick74

    Maverick74

    How is that an enhancement?
     
    #321     May 15, 2007
  2. opt789

    opt789

    Any specifics on what the "modifications" are?
     
    #322     May 15, 2007
  3. Just21 - You mention a 100% increase. In a hypothetical example, does it work out as follows:


    Reg T Margin - $100,000

    Portfolio Margin - $20,000

    NEW Portfolio Margin - $40,000

    If so, although it increased 100%, you are still better off.
     
    #323     May 15, 2007
  4. ids

    ids

    No, it is not a straightforward increase. It will affect only portfolios that utilize offsetting between broad-based indices on one side and small cap & NASD on other side. Those who uses this particular strategy, please watch out. The margin increase depends on a concrete structure of the portfolio. In most cases it is none to insignificant. We found out a flaw in our risk estimations in this particular case and we MUST fix it.
     
    #324     May 15, 2007
  5. just21

    just21

    My account is only short SPX and ES calls. I do not have small cap or NASD stocks in it. I do have one small stock position on the LSE. Why did I get the email? When is the change coming going to happen?
     
    #325     May 15, 2007
  6. ids

    ids

    I sent you PM. If you do not utilize this strategy, there is nothing to worry about.
     
    #326     May 15, 2007
  7. Are they saying that BETA hedging doesn't works ???
    :)
     
    #327     May 15, 2007
  8. hi ids, anything new with PM? I haven't heard a peep from IB about the new PM calculations after the initial email last week.
     
    #328     May 22, 2007
  9. I know , I know , nobody buying premium here...but just in case : best way to enter delta neutral ( when using PM) is to short the stock and long calls.
    I am using Generic combo limit order to enter position ; zero slippage
     
    #329     May 24, 2007
  10. Maverick74

    Maverick74

    Long synthetic put? Why?
     
    #330     May 24, 2007