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DRC Sec CTP HBR
| Description |
The hedge benefit ratio, or Weighted to Short ratio (restricted to the current location) |
| Reference |
[MAR22.44] |
| Notation |
$HBR$ |
| Formula |
$$HBR=\frac{\sum netJtD_{long}}{\sum netJtD_{long} + \sum \left | netJtD_{short} \right |}$$ |
See also