The tables below show the fields that are included in each report by default for the three Trader Personalities.
| Portfolio Report | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Long Value | Value |
| Weight | Short Value | Weight |
| Beta | Gross Value | Beta |
| Weighted Beta | Value | Weighted Beta |
| Beta Delta Dollars | Weight | Beta Delta Dollars |
| Weight | ||
| Beta | ||
| Weighted Beta | ||
| Long Beta Delta Dollars | ||
| Short Beta Delta Dollars | ||
| Beta Delta Dollars | ||
| Risk by Position Report | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Delta | Value | Value |
| Gamma | Value % GMV | Value % NLV |
| Bega | Beta | Beta |
| Theta | Weighted Beta | Weighted Beta |
| Weighted Beta | ||
| Risk by Underlying | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Long Value | Value |
| Unrealized P&L | Short Value | Value % NLV |
| VAR (on Equity tab) | Gross Value | Unrealized P&L |
| Delta | Gross Value % GMV | VAR (on Equity tab0 |
| Delta Dollars | Value | Beta |
| Gamma | Value % GMV | Weighted Beta |
| Vega | Unrealized P&L | SPX Delta |
| VAR (on Equity tab) | SPX Delta Dollars | |
| Beta | Beta Delta Dollars | |
| Weighted Beta | ||
| SPX Delta | ||
| Long SPX Delta Dolalrs | ||
| Short SPX Delta Dolalrs | ||
| SPX Delta Dollars | ||
| Long Beta Delta Dollars | ||
| Short Beta Delta Dollars | ||
| Beta Delta Dollars | ||
| Risk by Industry | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Long Value | Value |
| Unrealized P&L | Short Value | Value % NLV |
| VAR (on Equity tab) | Gross Value | Unrealized P&L |
| Delta | Gross Value % GMV | VAR (on Equity tab0 |
| Delta Dollars | Value | Beta |
| Gamma | Value % GMV | Weighted Beta |
| Vega | Unrealized P&L | SPX Delta |
| VAR (on Equity tab) | SPX Delta Dollars | |
| Beta | Beta Delta Dollars | |
| Weighted Beta | ||
| SPX Delta | ||
| Long SPX Delta Dolalrs | ||
| Short SPX Delta Dolalrs | ||
| SPX Delta Dollars | ||
| Long Beta Delta Dollars | ||
| Short Beta Delta Dollars | ||
| Beta Delta Dollars | ||
| Risk by Country | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Long Value | Value |
| Unrealized P&L | Short Value | Value % NLV |
| VAR (on Equity tab) | Gross Value | Unrealized P&L |
| Delta | Gross Value % GMV | VAR (on Equity tab) |
| Delta Dollars | Value | Beta |
| Gamma | Value % GMV | Weighted Beta |
| Vega | Unrealized P&L | SPX Delta |
| VAR (on Equity tab) | SPX Delta Dollars | |
| Beta | Beta Delta Dollars | |
| Weighted Beta | ||
| SPX Delta | ||
| Long SPX Delta Dolalrs | ||
| Short SPX Delta Dolalrs | ||
| SPX Delta Dollars | ||
| Long Beta Delta Dollars | ||
| Short Beta Delta Dollars | ||
| Beta Delta Dollars | ||
| Plot Data by Underlying | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | ||
| Price | ||
| Value | ||
| Unrealized P&L | ||
| P&L for the Day | ||
| 3% | ||
| 6% | ||
| 9% | ||
| 12% | ||
| 15% | ||
| Risk by Position Report (Bond Tab) | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Value | Value |
| Duration | Long Duration | Duration |
| Convexity | Short Duration | Convexity |
| Dv01 | Long Convexity | Dv01 |
| 10 year Hedge | Short Convexity | 10 year Hedge |
| Dv01 | ||
| 10 year Hedge | ||
| Risk by Industry (Bond Tab) | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Value | Value |
| Duration | Long Duration | Duration |
| Convexity | Short Duration | Convexity |
| Dv01 | Long Convexity | Dv01 |
| 10 year Hedge | Short Convexity | 10 year Hedge |
| Dv01 | ||
| 10 year Hedge | ||
| Risk by State (Bond Tab) | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Value | Value |
| Duration | Long Duration | Duration |
| Convexity | Short Duration | Convexity |
| Dv01 | Long Convexity | Dv01 |
| 10 year Hedge | Short Convexity | 10 year Hedge |
| Dv01 | ||
| 10 year Hedge | ||
| Risk by Country (Bond Tab) | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Value | Value |
| Duration | Long Duration | Duration |
| Convexity | Short Duration | Convexity |
| Dv01 | Long Convexity | Dv01 |
| 10 year Hedge | Short Convexity | 10 year Hedge |
| Dv01 | ||
| 10 year Hedge | ||
| P&L Tab | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position | Position | Position |
| Price | Price | Price |
| Value | Long Value | Value |
| Average Cost | Short Value | Average Cost |
| Unrealized P&L | Gross Value | Unrealized P&L |
| P&L for the Day | Value | P&L for the Day |
| Average Cost | ||
| Unrealized P&L | ||
| P&L for the Day | ||
| VAR Tab | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Scenario Exchange Rate | Scenario Exchange Rate | Scenario Exchange Rate |
| Exchange Rate Change (%) | Exchange Rate Change (%) | Exchange Rate Change (%) |
| Scenario Price | Scenario Price | Scenario Price |
| Price Change (%) | Price Change (%) | Price Change (%) |
| Base Value | Base Value | Base Value |
| Scenario Value | Scenario Value | Scenario Value |
| Value Change | Value Change | Value Change |
| VAR % GMV | VAR % GMV | |
| Margin Sensitivity | ||
|---|---|---|
| Derivatives | Equity Long/Short | Equity Hedged |
| Position Size | ||
| Value | ||
| Position Increment | ||
| Value Change (increase) | ||
| Maintenance Margin Change (increase) | ||
| Initial Margin Change (increase) | ||
| Position Decrement | ||
| Value Change (decrease) | ||
| Maintenance Margin Change (decrease) | ||
| Initial Margin Change (decrease) | ||
See details on Trader Personalities.