tims margins?

[nikkktrader]

hello, my broker uses tims methodolgy (Theoretical Intermarket Margin System) to establish margins on future's position when hedged by a "married" option

but so far they haven't told me much on how much less they'll require as margins

anyone knows more? should i buy atm or itm options only? any model to compute the margins?

cheers

 

[Robert Morse]

I can do this for equity and index options, not for options on futures which use Span margin.

 

[Robert Morse]

What is a sample symbol and position. Not sure if I can help until I see that.

What broker/FCM do you use?

 

[nikkktrader]

broker is italian, iwbank. contracts on crude light CL

 

[Robert Morse]

TIMS is an OCC method that is used for equity options and shocks a portfolio by 15% and what ever that loss would be, is basically your requirement. If your trading platform allows you to do that, all you have to do is ask if the 15% shock is correct.

We introduce to Wedbush futures which offers Span margin, the same as the CME. We also have access to a risk platform that can show your live margin requirement for only $100 a month, it is called Object+. Most traders don't push their margin and don't need that.