If you have strategies or models, view them by expanding a line, or use the drop-down selector to view values only for a selected model/strategy.
Parameter
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Securities
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Commodities
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Net Liquidation Value
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Total cash value + stock value + securities options value + bond value + fund value.
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Total cash value (which includes futures P&L) + commodities options value.
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Net Liquidation Uncertainty (957 and higher) |
Displays the uncertainty of the Net Liquidating Value associated with after-hours price changes. |
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Equity with Loan Value
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Cash Account: Settled Cash.
Margin Account: Total cash value + stock value + bond value + fund value + European & Asian options value.
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Cash Account: Total cash value + commodities option value - futures maintenance margin requirement + minimum (0, futures P&L).
Margin Account: Total cash value + commodities option value - futures maintenance margin requirement.
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Previous Day Equity with Loan Value
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Marginable Equity with Loan Value as of 16:00 ET the previous day.
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Not applicable.
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Reg T Equity with Loan Value
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Cash Account: Settled Cash.
Margin Account: Total cash value + stock value + bond value + fund value + non-U.S. & Canadian securities options value + accrued interest + accrued dividend.
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Cash Account: Total cash value + commodities option value - futures maintenance margin requirement + minimum (0, futures P&L).
Margin Account: Total cash value - futures maintenance margin requirement.
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Special Memorandum Account
If this values falls below zero at the end of the trading day, positions will be liquidated.
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A special account associated with a Reg T Margin account that is maintained for the purpose of applying Federal Regulation T initial margin requirements at the end of the trading day.
Max ((EWL - US initial margin requirements)*, (Prior Day SMA +/- change in day's cash +/- US initial margin requirements** for trades made during the day.))
*calculated end of day under US Stock rules, regardless of country of trading.
**at the time of the trade
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Not applicable.
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Securities Gross Position Value (GPV)
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Equals the sum of the absolute value of all positions except cash, index futures and US treasuries.
Value of a position is price * size * multiplier
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Cash
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Settled cash + sales at the time of trade + futures P&L
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Settled cash + sales at the time of trade + futures P&L
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Settled Cash
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Cash recognized at the time of settlement - purchases at the time of trade - commissions - taxes - fees.
Stock Settlement: Trade date + 2 days
Options Settlement: Trade date + 1 day
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Same as for Securities.
Futures Settlement: Trade date + 1 day
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Accrued Interest
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Interest that has accumulated but has not been paid or charged.
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Same as for Securities.
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Dividend Payables
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Dividends in Lieu that must be paid by the holder of a short position.
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