ExposureLevel

The ExposureLevel

  • Name Description
    Asset Exposure By asset
    BaseContractGross Exposure By base contract gross
    BaseContractNet Exposure By base contract net
    Currency Exposure By Currency
    DeltaExposureLimit Its value will be BaseContractNet * LongOptionMultiplier
    FxNOP FX Net Open Positions Value (combined negative currency exposure across all currencies) the client is limited to in a specified currency
    Instrument Exposure By instrument
    Issuer Exposure By issuer
    Unknown Unknown