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Maintenance Margin Upper Bound

Maintenance Margin Upper Bound

Acronym: MRMMU
Identifier: maintenanceMarginUpperBound
Group: Margining
Type: Real
Default: ``

Description

Defines the upper bound of the Maintenance Margin. If MRVM falls above MRMMU, then capital is refunded to reach the original MRIM.

Allowed Values

  • Positive