IBKR: Initial margin report by security

[tonyf]

I can find all kind of info on maintenance margins but the only initial margin figure I have is aggregated. I am interested in monitoring the initial margin requirement for each of my portfolio holdings.

I have been using the ActiveX What-If what if to assess Initial margin requirements prior to opening a position. Can the same be used to assess the existing portfolio?

Can Risk Navigator be used for that otherwise? I am no expert but the Margin Sensitivity change only shows changes and not the absolute figure from what I see.

Can one produce a daily static initial margin report otherwise?

Any solutions will do, I am just trying to get a better hold of this figure.

Thanks

 

[newwurldmn]

I can find all kind of info on maintenance margins but the only initial margin figure I have is aggregated. I am interested in monitoring the initial margin requirement for each of my portfolio holdings.

I have been using the ActiveX What-If what if to assess Initial margin requirements prior to opening a position. Can the same be used to assess the existing portfolio?

Can Risk Navigator be used for that otherwise? I am no expert but the Margin Sensitivity change only shows changes and not the absolute figure from what I see.

Can one produce a daily static initial margin report otherwise?

Any solutions will do, I am just trying to get a better hold of this figure.

Thanks

Why do you care about initial margin? After 24 hours you revert to maintainence margin.

Maybe @rmorse can explain why initial margin even exists? I always figured it had to do with settlement risk, which in reality is non-existant.

 

[tonyf]

Why do you care about initial margin? After 24 hours you revert to maintainence margin.

Maybe @rmorse can explain why initial margin even exists? I always figured it had to do with settlement risk, which in reality is non-existant.

That's what I thought. But every now and then, IB locks me out for initial margin violation. They call that "Available Funds". And it is way higher than maintenance margin for many smaller cap securities I look at.

 

[tonyf]

here is an example of a stock in my portfolio I have been holding for month (not a new position)

 

[qwerty11]

Why do you care about initial margin? After 24 hours you revert to maintainence margin.

Obviously not, as you cannot do opening transaction when below the aggregated IM...

 

[newwurldmn]

Obviously not, as you cannot do opening transaction when below the aggregated IM...

If this is a real constraint then you are probably running close to a margin call.

 

[def]

Why do you care about initial margin? After 24 hours you revert to maintainence margin.

Maybe @rmorse can explain why initial margin even exists? I always figured it had to do with settlement risk, which in reality is non-existant.

Why does initial margin exist? It creates a buffer to make sure an account does not fall into an immediate deficit and require additional funding.

Think of it this way
Assume initial = maintenance and all you have in your account is enough to satisfy initial.
- you will have an immediate violation after commission and exchange fees are deducted or if the stock moves one tick against you.

 

[newwurldmn]

Why does initial margin exist? It creates a buffer to make sure an account does not fall into an immediate deficit and require additional funding.

Think of it this way
Assume initial = maintenance and all you have in your account is enough to satisfy initial.
- you will have an immediate violation after commission and exchange fees are deducted or if the stock moves one tick against you.

that makes sense. It’s a buffer as other costs are tabulated.

 

[tonyf]

Why does initial margin exist? It creates a buffer to make sure an account does not fall into an immediate deficit and require additional funding.

Think of it this way
Assume initial = maintenance and all you have in your account is enough to satisfy initial.
- you will have an immediate violation after commission and exchange fees are deducted or if the stock moves one tick against you.

what about the question I raised initially?

 

[def]

Two things - for individual stocks - use the what if function. (right click on an order)
For a portfolio, you can use risk navigator to create a whatif portfolio.

All of this info is available and can be found using the search function from our website or reviewing the user guide:

https://guides.interactivebrokers.c...eate_a_what-if_portfolio.htm?Highlight=margin