Exposure Graphs

Exposure graphs shows the value of a selected type of open position by day over time. Exposure graphs have the value of the open position on the Y-axis and the date on the X-axis.

  • Open Position Net - Number of units multiplied by the price of each security and multiplied by point value of each position and then absolute value of all short open positions is subtracted from the sum of all long open positions by date. This could also be considered the notional value of all positions by date. Open Position Net = Open Position Long – Abs(Open Position Short).
  • Open Position Long - Number of units multiplied by the price of each security and multiplied by point value of each position and added for all long open positions by date. This could also be considered the notional value of open positions by date.
  • Open Position Short - Number of units multiplied by the price of each security and multiplied by point value of each position and added for all short open positions by date. This could also be considered the notional value of short positions by date.
  • Open Position Gross - Number of units multiplied by the price of each security and multiplied by point value of each position and added for all open positions net by date. This could also be considered the notional value of open positions net by date. Open Position Gross = Open Position Long + Abs(Open Position Short).
  • Open Position Net (%) - Equal to the Open Position Net in the selected currency divided by the initial capital and expressed in % for all open positions by date.
  • Open Position Long (%) - Equal to the Open Position Long in the selected currency divided by the initial capital and expressed in % for all open positions by date.
  • Open Position Gross (%) - Equal to the Open Position Gross in the selected currency divided by the initial capital and expressed in % for all open positions by date.
  • Open Position Short (%) - Equal to the Open Position Short in the selected currency divided by the initial capital and expressed in % for all open positions by date.