TT Pre-Trade Portfolio Risk takes a holistic view of an account's portfolio and considers the potential offsets and diversification benefits leading to potentially lower margin requirements. This differs from traditional margin calculations which are based upon individual positions and then added together.

Benefits of Pre-Trade Portfolio Risk include:

• Computation of worst-case margin
• Spread margin concessions are applied automatically
• Automatically upload Cash Balance files
• Compatible with ADL®, Autospreader®, and all TT Order Types

By automatically consuming updated risk parameter files from the exchange it ensures the account is margined on up-to-date figures. Brokers and FCMs do not need to update margin tables to keep their figures in line.

Exchanges currently supported by TT Pre-Trade Portfolio Risk include the following:

• CFE
• CME
• ICE *
• MX

• DGCX
• EEX
• Eurex
• ICE_L
• LME

• ASX
• HKEx
• SGX
• SGX-GIFT
• TFEX
• TFX

* Selected products, including Equity Index & Interest Rates Futures on ICE U.S., which are margined using IRM2 methodology are not currently available.

Note TT Onboarding or Service Management teams can enable the Pre-Trade Portfolio Risk service.