What Is “Initial Margin” in Derivatives Trading?

Initial margin is the collateral that a trader must post with the broker or clearing house before they can open a derivatives position. It is designed to cover the potential maximum loss that the position could incur over a short period, typically one or two days, with a high degree of confidence.

It acts as a performance bond to ensure the trader can cover potential losses.

How Does a Central Counterparty (CCP) Use Initial Margin to Mitigate Counterparty Risk in Options Trading?
What Is the Significance of the “Close-out Period” in Calculating Initial Margin?
How Does Collateralization (Margin) Work to Mitigate Counterparty Risk within a CCP Framework?
How Is Collateral Used to Mitigate Counterparty Risk?
What Is “Initial Margin”?
How Does the Use of Collateral (Margin) in Derivatives Trading Reduce Counterparty Risk?
How Does Collateral Work When Shorting Crypto on an Exchange?
What Is the Main Mechanism Used by the Clearing House to Mitigate Default Risk?

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