How to estimate Margin requirementon on sovereign debt

Discussion in 'Retail Brokers' started by kevinwork24, Jul 14, 2018.

  1. I am using Interactive brokers portfolio margin. I haven’t been able to find a consolidated source of information on the margin requirements for purchasing sovereign debt. I have done some paper trades to try to get a sense for specific notes, but I would prefer to have estimates without taking this step. Does anyone here have experience with ex-us sovereign debt margin?
     
  2. Are you placing your trades using TWS? If so, you can use the "what if" function before placing an order. You set the parameters for the order, but instead of actually placing it there is an option to see margin impact. If you select this, a window pops up, telling you the expected commissions of the trade, plus the impact on initial margin and maintenance margin.
    See here: https://www.interactivebrokers.com/.../mosaic/advanced_orders_panel.htm#checkMargin
     
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