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Daily profit & loss across trading desks (last 10 days, $M)
Current curve vs 1 year ago across all tenors
Annualized volatility vs YTD return by strategy (dot size = AUM allocation)
Portfolio composition & key risk metrics
Key Risk Metrics
VaR
$28.3M
Sharpe
1.42
Duration
4.2Y
DV01
$482K
Today's executed and working orders across all desks
| Time | Instrument | Side | Notional | Desk | Trader | Status |
|---|---|---|---|---|---|---|
| 09:42:18 | UST 10Y 4.25% Feb35 | BUY | $50,000,000 | Rates | J. Chen | Filled |
| 09:38:45 | EUR/USD SPOT | SELL | $120,000,000 | FX | M. Koval | Filled |
| 09:35:12 | SPX 5200C 03/28 | BUY | $8,200,000 | Derivatives | R. Singh | Partial |
| 09:31:03 | AAPL 250 SHARES | SELL | $15,420,000 | Equities | L. Park | Filled |
| 09:28:55 | FHLMC 5.5% 30Y | BUY | $25,000,000 | MBS | A. Novak | Working |
| 09:24:31 | USD/JPY 1M FWD | BUY | $80,000,000 | FX | M. Koval | Filled |
| 09:19:08 | CDX IG S41 5Y | SELL | $30,000,000 | Credit | S. Patel | Pending |
| 09:14:42 | NVDA 500 SHARES | BUY | $62,150,000 | Equities | L. Park | Working |