Immunization open position

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Fortunately, developments in the last few years, changes in the possibilities of trading in the FOREX market can work with one account on the spot and futures markets, and in recent months - and c stock options on currency futures. This immediately solved the problem flat market, as traders know that fletovoe market underlying asset - the optimal condition for earning extra money in the options market (more on this in the following). This means that you can, say, buy a futures contract on the yen, that is to go long on it to the tune of 12.5 million Japanese yen, and then take a long position in the spot market at USD / JPY volume V:

V = $ 12.5 million / Sspot, (1)

where Sspot - the spot exchange rate USD / JPY.

This eliminates the need to freeze the account tidy sum as a "safety cushion". On the other hand, if you are involved in an open position of 80% or even a little more of the deposit, it puts more stringent requirements on the quality of aggregate accounts.

Aggregation in the FOREX market

Aggregation is the process by adding the mutual profit and loss for all transactions the trader to determine the state of his account at any given time. For example, the trader is acting only in the spot market and FOREX with bank leverage 1:30, may, on a deposit of $ 100 thousand to open multiple currency positions for a total of $ 3 million What is the state of his deposit in each particular time - it mainly depends of the total number of open positions and behavior of the markets selected assets. Suppose a trader opened two long positions in USD / JPY and EUR / USD. The first deal gives the current income of $ 1000, and the second - loss of $ 800. In this case, the broker is held mutual compensation of these two positions, resulting in the current balance of Profit / Loss (P / L) is equal to + $ 200. A somewhat different picture is obtained if aggregation is performed on the various segments of the financial market (in our case - the spot and futures market, FOREX). This is because, on the one hand, the estimating equations for the actual margin in the case of purchases, sales of currency futures differ significantly [3]. On the other hand, the methods of calculating the actual margin in the spot FOREX market are fundamentally different - better here operate with the concept of leverage. If one trader's deposit operations are on the spot and the futures markets FOREX, then the problem of calculating the actual margin much more complicated. However, in this case the state of the account can be analyzed based on the value of open currency positions in both markets.

Keep in mind that in order to ensure the required level of margin on currency futures funds are needed, which usually allow a $ 10 thousand to support the position of the $ 1 million in other words, the currency futures market is often allowed to work with a bank leverage of 1:100. From this it becomes clear principle of aggregation of accounts in these two markets. We illustrate it by an example.