Margin account withdrawal margin calculation system and program

摘要

PROBLEM TO BE SOLVED: To provide a clearing margin counting withdraw capacity calculation system capable of permitting withdrawal within a range where no problem occurs in any settlement and putting priority on the settlement without any error.;SOLUTION: When a withdrawal request is received, larger one of a bull open interest group calculation amount 44A obtained by inputting an established or unestablished bull position open interest group to clearing margin calculation means 23 based on SPAN or the like and a bear open interest group calculation amount 44B obtained by inputting an established or unestablished bear position open interest group to the clearing margin calculation means 23 is employed as a withdrawal permission necessary clearing margin, the withdrawal permission necessary clearing margin is deducted from a clearing margin balance to calculate a withdrawal capacity, and the calculated withdrawal capacity is compared with a withdraw amount relating to the withdrawal amount to determine permission of withdrawal.;SELECTED DRAWING: Figure 1;COPYRIGHT: (C)2016,JPO&INPIT