Suivez les discussions sur : Twitter Facebook RSS   Abonnez-vous à la newsletter : Newsletters   Utilisez la recherche : 
Chercher
Membres  |  Mission

Forums des investisseurs heureux

Discussions courtoises et réfléchies sur l'investissement patrimonial pour s'enrichir, générer une rente et atteindre l'indépendance financière

Vous n'êtes pas identifié : inscrivez-vous pour échanger et participer aux discussions !

#1 12/08/2014 17h32 → Interactive Brokers va changer sa méthode de calcul de marge pour les oblig (interactive brokers)

Membre
Réputation :   147 

Pour ceux qui ont des obligations chez Interactive Brokers, le calcul de marge va changer le 14/08 donc il faut surveiller vos marges de près sad

Corporation Bonds (Revised Margin Calculations)

Dear IB Trader,

Effective August 14, 2014, Interactive Brokers will begin to implement new margin calculations for Corporate Bonds, which will utilize the credit-rating data from both Moody’s and/or Standard & Poor’s Rating Agencies. The Standard & Poor’s ratings are replacing the ratings currently obtained from TRACE (Trade Reporting and Compliance Engine).

The margin requirement of corporate bonds currently is determined by the proprietary Value At Risk (VAR) methodology and the individual bond rating from either Moody’s and/or TRACE. As a result of removing the credit ratings from TRACE and replacing them with the Standard & Poor’s ratings, it is possible that your margin requirement may change, as TRACE may have a rating of a bond that Standard & Poor’s does not (or vice versa).

Bond Credit Rating
    Grade
Moody’s rating from Aaa to Baa3 and/or S&P rating from AAA to BBB-
    Investment
Moody’s rating from Ba1 to B3 and/or S&P rating from BB+ to B-
    Speculative
Moody’s rating from Caa1 to CA and/or S&P rating from CCC+ to C
    Junk
Bonds that have defaulted or that are not rated by Moody’s or S&P
    Default

Traders are strongly encouraged to closely monitor their margin requirements and manage any resulting risk accordingly.

Interactive Brokers Customer Service

Mots-clés : interactive brokers

Hors ligne

 

Pied de page des forums

Propulsé par FluxBB
Hébergé par Arcustech