The Margin Sensitivity report, accessed from the report tabset next to the VAR report, shows you the margin impact to your portfolio of a specific increase and decrease in your positions or a group of positions.
Once the position change is specified, the report shows the initial and maintenance margin sensitivity for both position increase and position decrease. Along the top of the report is the Control Panel which is used to specify how to modify the positions in your portfolio. The method is set to "Order defaults" by default.
Overall - Uses the value you set in the entry field. If this radio button is selected, enter the change amount for all positions in your portfolio in the enterable field.
Order defaults - uses the Order Quantity default specified in the order presets, based on asset type. If the stock default quantity is 500 and the option default order quantity is 5, all stock positions will display margin impact on + and - 500, and all option positions will show impact for + and - 5 contracts.
By asset type - Use the Edit box to enter the change value for each asset type.
Position Size - Changes the current position by the current position size. A stock position of 7200 will show margin impact for a position of 14,400, and 0 (+7200 and -7200).
In the bottom right corner you can change the display from "All Underlyings" to a specific underlying, and you can change the way the report is displayed by selecting "Margin Sensitivity by Underlying."
