ROM (or ROC) question

[dcwriter2]

Trying to judge by return on a Yen option position, and I've always wondered if I should use initial margin, or cheat a little, by using maintenance margin. Or just accept that my return on margin will change after day one?

 

[newwurldmn]

Trying to judge by return on a Yen option position, and I've always wondered if I should use initial margin, or cheat a little, by using maintenance margin. Or just accept that my return on margin will change after day one?

i think you should judge your return on notional for purposes of understanding performance.

Margin is a fictitious number.