Dobrý den,
IB chce každodenní poplatek za držení velké pozice přes noc (viz příloze), nevíte někdo jestli toto požadují i ostatní brokeři?
Děkuji, Pepa.
Charges to Accounts with Very High Worst-Case Loss Exposure
As part of its risk management policy, IB routinely stress tests client portfolios to evaluate their exposure to various market scenarios. These scenarios typically consider events such as price changes and option implied volatility shifts that are more extreme than those covered by regulatory margin requirements and may therefore project "worst-case" losses in excess of margin deposits.
These stress tests not only serve as a monitoring tool but also form the basis for assessing a daily "Exposure Fee" to those accounts reporting worst-case loss exposure in excess of equity on hand. This is intended to protect IB and its other customers from accounts maintaining portfolios which, while currently margin compliant, would not have sufficient equity to satisfy losses were the worst-case loss to occur. The "Exposure Fee" will be calculated for all calendar days and charged to accounts the following trading day. Example, Exposure will be calculated for accounts based upon open positions at the end of business on Friday, Saturday, Sunday and the Fee will be charged to accounts on Monday (Next Trading Day).
While your account U****714, is currently not subject to this fee, your exposure is now at a level that, were the fee to be charged, it would total 31.54 USD per day. Details regarding this fee are provided in the table below.
DAILY EXPOSURE FEE SUMMARY
Total
31.54
Product Class
"Worst Case" Loss
Account Equity
Uncovered Loss1
Exposure Fee2
Fee Implementation Date
Equity
555,048.00
132,404.22
-422,643.78
31.54
February 15, 2017
1Equals "Worst Case" Loss less Account Equity. 2Determined through use of a proprietary algorithm whereby a fee of $1 is assessed against an Uncovered Loss of $76,000 with the fee scaling geometrically such that an account reporting an Uncovered Loss of $100 million would be assessed a fee of $20,000.
Please note that while this fee is not being charged at this time, your account will become subject to it effective as of the date(s) noted above. Starting then and every day thereafter, your end-of-day portfolio will be subject to the aforementioned stress tests and should your worst-case projected loss exceed account equity, a fee will be assessed and reported on your daily activity statement.
It's important to note that account holders have the ability to eliminate or reduce this fee through a combination of the following:
• Increasing account equity.
• Reducing the exposure by repurchasing short positions in options. We have found that short positions in cheap options generate the largest exposures relative to capital. You can use the Risk Navigator to simulate the effects of changes in your portfolio.
Again, the amount above is not being charged at this time. To avoid charges for carrying positions that have a loss far greater in the worst case than the capital of your account, we urge you to examine ways to reduce your exposure prior to the implementation date(s) noted in the table above. Additional information regarding this fee along with a listing of products to which it applies is available on the website and tools for managing the fee in KB2275 and KB2276
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