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DRC Sec CTP HBR

drc_sa

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