Why is portfolio margin only available to those with >=$100,000

Discussion in 'Trading' started by TSLexi, Apr 19, 2014.

  1. xandman

    xandman

    Much like you, I am capital constrained. In this situation, I recommend fishing in a smaller pond...stocks that trade in a volatility range that doesn't necessitate frequent hedging. Or size your trade where you tolerate greater PL volatility.

    I suspect you are solely into volatility trading which necessitates portfolio margin. I am trying not to misquote one of our highly regarded posters, so I won't mention his name . But, it may be better for smaller players to go with more directional strategies and let deltas run.

    From a cost perspective, I found this as helpful advice. Directional trading is where I started from anyways. I just use volatility as wind in my sails. ie ratios. And if your initially long gamma, your gamma hedges can even be profitable. :p
     
    #11     Apr 19, 2014
  2. You can get span with futures options which is like pm.
     
    #12     Apr 19, 2014
  3. It's simply because larger accounts tend to be more diversified (and hedged) than smaller accounts. Also, with a 30K account that is highly concentrated, say 2 non-hedged positions on the same asset class, the portfolio margin could be higher than Reg.T. Margin. It all boils down to the margin call--when the time comes to make a margin call on your account, they still want to be able to find equity on other assets held in the account.
     
    #13     Apr 20, 2014
  4. Meow

    Meow

    Financial Appartheid.
     
    #14     Apr 20, 2014
  5. 1245

    1245

    The SEC/FINRA approved CPM for accounts with a minimum balance of $100K.

    http://www.finra.org/Industry/Regulation/Guidance/P038849

    Minimum Equity

    In reviewing a member firm's application to offer portfolio margining to customers, does FINRA require minimum equity to be maintained in individual accounts? (Updated 06/08)
    Due to the additional leverage afforded to customers by portfolio margining, firms must establish minimum equity requirements. These requirements vary based upon the strength of the firm's risk management systems and procedures, and its ability to capture intra-day trading and market activity.

    If a firm has a real-time intra-day monitoring system whereby an account can be recalculated real-time (i.e., all trades, activity and price movements) whenever an order is entered and the firm has the ability to reject an order if the account does not have enough maintenance excess to meet the maintenance requirement, then $100,000 will be the minimum equity requirement.
    Prime brokerage and introduced accounts where trades may be executed away from the clearing firm must maintain $500,000 in equity, even if the firm has the intra-day capabilities described above. This requirement is consistent with the minimum net equity requirement outlined in the SEC's prime broker no-action letter dated January 25, 1994.
    Firms that do not have the intra-day capabilities as described above, but do not have any trades executed away, will be required to impose a minimum equity requirement of $150,000.

    1245
     
    #15     Apr 21, 2014
  6. zdreg

    zdreg

    "detailed" your response would be meaningless as it can change the next day. what firm would waste resources to try to understand what someone wrote
     
    #16     May 2, 2014
  7. When 6.6x isn't enough, its time to open your own brokerage. Then you can give yourself 100 to 1.
     
    #17     May 2, 2014
  8. Doobs789

    Doobs789

    I can assure you that customers that primarily invest in dividend-paying stocks and bonds are not the target group for PM.
     
    #18     May 2, 2014
  9. Doobs789

    Doobs789

    I find it hard to fathom that you are dynamically hedging option positions with underlying stock, and your net liq is below the PM threshold. Transaction costs would overwhelm any gains from scalping.

    It's common for people to say "if I just had more margin/cash/etc I would make a killing." If you are struggling with generating returns with RegT, I assure you that PM will not help you.
     
    #19     May 2, 2014
  10. 1245

    1245

    There are Long biased customers that have leveraged portfolios of dividend paying equities. Many also add selling naked puts and buy writes. This is more common than you think. They will tend to use more like 3X then 6X.

    1245
     
    #20     May 3, 2014