Fields per Report for Trader Personalities

Instructions

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 tab)
Delta Dollars	Value	Beta
Gamma	Value % GMV	Weighted Beta
Vega	Unrealized P&L	SPX Delta
	VAR (on Equity tab)	SPX Delta Dollars
	Beta
	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 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

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)

 

Additional Resources

• See Details on Trader Personalities.

• Learn About Risk Navigator Tool in Trader Workstation at IBKR Campus

• Visit the Trader Workstation Website