A fool-proof approach is therefore to consider the
worst-case portfolio (the one that requires the highest margin) that can result from a given set of orders. No matter which of the orders get executed, ActiveMargin™ computes the margin required to cover the broking firm for the most adverse scenario of execution of orders. |
| The following example illustrates the point. A client places a deposit of $50,000 with a broking firm, and places the following orders at CME: |
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