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Listed options and futures: Margin management ( RELNTRTM40C_DE_MARGIN )

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Listed options and futures: Margin management

Description

From Release 4.5A, a function is available for managing the variation margin for listed options and futures.

Listed options and futures are managed as single positions. The system generates a new single position for each 'open' transaction. This can be closed by one or several (partial) 'close' transactions.

When you enter a 'close' transaction, you assign it manually to one or more single positions.

You calculate the daily variation margin on the basis of the settlement prices by choosing the "Variation Margin" function in the "Derivatives" application menu under "Accounting -> Posting".

The daily variation margin, the price gains/losses resulting from 'close' transactions and the variation margin of the 'close' transaction are displayed in the variation margin journal. The system also displays the posting information relating to these flows.

For more information, see the online documentation.