MARGIN TRANSACTION MANAGEMENT SYSTEM FOR MARGIN TRANSACTION WITH SECURITIES AS COLLATERAL

摘要

PROBLEM TO BE SOLVED: To provide a means for updating an effective margin sum in the management of margin transactions enabling a transaction with securities as collateral.;SOLUTION: A margin transaction management apparatus is provided which includes: an effective margin sum storage part for storing an effective margin sum for a margin transaction account; a margin-of-collateral storage part for storing a margin of collateral for each issue of the securities in pledge; a securities transaction result information acquisition part for acquiring the transaction result information of each issue of the securities; a margin-of-collateral calculation part for calculating an advance/decline ratio of each issue based on the transaction result information obtained by the securities transaction result information acquisition part, and for updating the margin of collateral of each issue stored in the margin-of-collateral storage part on at least each business day based on the ratio; and an effective margin sum updating part for calculating, as an effective margin sum, a sum obtained by multiplying a sum obtained by multiplying the holding quantity of the securities in pledge in the margin transaction account by the last close of the securities, by the margin of collateral of the securities, and for updating the effective margin sum storage part.;COPYRIGHT: (C)2010,JPO&INPIT