This section gives statistical information on all the constituents of a user selected market segment.
Asset Class
Statistic
Window Function
Analysis Days:
Output
Gross Exposure: Summation
Total Gross Exposure may be calculated in two ways. Firstly, by summing the absolute Gross Exposure of the individual positions.
Secondly by summing the actual gross exposures of the individual positions, thereby potentially reducing the TGE due to
the offsetting inpact of long and short positions.