Chapter 04 · Section 4.1

Case Study with the OCC Margin System

  1. 1OCC Margin System
  2. 2Case Study- Colgate Calls
  3. 3Margining case study - Tina writes 6 calls
  4. 4Tina's Initial Margin
  5. 5Tina- Meeting her Margin
  6. 6Tina- Margin Requirements
  7. 7Tina-Excess of Margin
  8. 8Tina-Unisys
  9. 9Margin Requirement Day 2
  10. 10Excess Margin Day 2
  11. 11Initial Margin Day 3
  12. 12Excess Magin- GM
  13. 13Margin Requirement- GM/Colgate Options
  14. 14Margin Requirement- GM Puts
  15. 15Margin Call
  16. 16Excess Margin