Each time you open a derivatives position in the vAMM, you need to deposit margin for the trade into a Vault. This margin is your collateral for the trade and is also the source of funding payments for your trade.
Vaults are market specific
When you first connect your private wallet to the UI you will have to fund a vault by clicking on Create Trading Account and approving the transaction in the wallet pop-up
Once you have funded the Vault you will see the details of your funds in the Vault in the Vault table