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The Portfolio Total P/L by Instrument Contract Matrix allows you to view, at a glance, the composition of assets within a portfolio and their financial positions (total P/L), according to their contract month and year - this includes both open and closed positions.
The rows are the various products in the portfolio while the columns indicate product information such as exchange, instrument, P/L based on contract month & contract year and total P/L. The table acts like a pivot table and can be categorised and organised by groups according to your needs.
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Name | Images/Description |
|---|---|
Portfolio |
Select a portfolio of interest. |
Select public market data or proprietary market data to determine the market data prices used to calculate the P/L or positions accordingly. Please note that if the proprietary (private) market data for certain dates are not input here eg 1 May to 10 May price is input but not 9 May, when you select private data when viewing the portfolio and using the models in Dashboard (eg for trades with trade date on 9 May but private data is not available), the system will use the latest date's settlement price (10 May) to perform the calculations. | |
Duration |
Select the start and end date to determine the range of period and cut-off date for the calculations of P/L. Start Date will be the start of the year (eg 1 Jan 2020) by default. End Date will be today's date by default. You are fill free to edit the dates as necessary. |
Comments | The inserted comments will be displayed at the bottom of the application. This can be useful for documentation purposes or for settings description. |
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