Portfolio margin acting strange?

Discussion in 'Trading' started by jlryan87, Feb 4, 2020.

  1. jlryan87

    jlryan87

    Hi folks. I lurk here from time to time. It's been a long journey but sometime ago I finally qualified for portfolio margin (PM). In fact I have been using it for a while now and quite like it, the only issue is I haven't experienced any major drawdown using PM so all was good when it was good. Recently one of my stock had suffered a major drawdown which led to a major drawdown in my portfolio due to leverage. While major drawdown is not something new to me, Reg T rules were easy and straightforward, and I had navigated these incidents without much drama. I have around 8 positions so it wasn't like the position allocation over concentration issue was overblown.

    With this recent drawdown, I discovered a peculiar behaviour with PM. Because the majority of the loss (or perhaps assumed risk) lies with this one stock (stock A), I found myself unable to offload other stocks to reduce margin. Basically the platform shows that if I am going to unload some or all of stocks B, C, D etc, the expected initial and maintenance margin reduction are shown as zero. If I am going to reduce stock A (the one with drawdown), the margin reduction is also low compared to what it took up when I initiated the position. Basically, if I am to close all positions, it will only perhaps reduce around 10% of my initial and maintenance margin. Have anyone seen something like this? Is this even normal?

    I am struggling to find a good explanation but I suppose when PM methodology does a one day stress test and determine the margin for the day is X, but X is now much smaller since the big drawdown had already happened (ie. another 50% fall is now smaller in absolute terms than the initial 50% fall). A small X is broken down and allocated to different positions but only to the buy/sell decision of said positions for the day, not to the portfolio as it is standing. The margin for the portfolio as it is standing is large as X was different and quite large when the positions were initially initiated. This causes a big mismatch in margin control-ability from the perspective of the trader. Is this correct?
     
  2. gkishot

    gkishot

    What broker is that?
     
  3. Robert Morse

    Robert Morse Sponsor

    This sounds like this has nothing to do with the OCC TIMS calculation but that your broker/clearing firm put a risk add on to that symbol. They should be able to provide a breakdown. If you email, not a private message, your current portfolio I can run it on the OCC calculator and tell you what margin would be with us.