ROM (or ROC) question

Discussion in 'Financial Futures' started by dcwriter2, Feb 7, 2021.

  1. Trying to judge by return on a Yen option position, and I've always wondered if I should use initial margin, or cheat a little, by using maintenance margin. Or just accept that my return on margin will change after day one?
  2. newwurldmn


    i think you should judge your return on notional for purposes of understanding performance.

    Margin is a fictitious number.