2012年4月27日 星期五

Margin Requirements

Margin Requirements:
(Naked call)

Stock Options[1]
Call Price + Maximum ((20%[2] * Underlying Price - Out of the Money Amount), 
(10% * Underlying Price))

Index Options[1]
Call Price + Maximum ((15%[3] * Underlying Price - Out of the Money Amount), 
(10% * Underlying Price))

World Currency Options[1]
Call Price + Maximum ((4%[2] * Underlying Price - Out of the Money Amount), 
(0.75% * Underlying Price))

Cash Basket Option[1]
In the Money Amount

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