• What is the roadmap for ActiveMargin™? |
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1.
Order-Type Sensitive: ActiveMargin™ is intelligent enough to reduce margins further, depending on the order type. For instance, it can potentially charge lesser margins for orders that have an associated stop loss order, or for composite orders like OCO or bundles.
2. Graded Step-Up of Margins: ActiveMargin™ recognizes that breaking of spreads and other hedged positions lead to immediate and sharp increase in margins. This can happen, for instance, when one or more legs of a strategy expires and can lead to margin calls and associated uncertainties. In such cases, ActiveMargin™ can step up margins in a graded manner close to expiry, so as to ensure that margins do not shoot up all of a sudden on expiry of one or more legs in a strategy.
3. OTC Derivatives: ActiveMargin™ can be extended to OTC instruments like interest rate forwards, interest rate swaps, currency options, and a host of other derivatives. One of the leading inter-bank clearing corporations of OTC instruments in Asia is a customer of Chella Software.
4. Execution Destinations: ActiveMargin™
is being enhanced to support additional execution
venues. Please check this site to get the latest set
of destinations supported. |
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