| Description | The hedge benefit ratio, or Weighted to Short ratio (restricted to the current location) |
| Reference | [MAR22.44] |
| Notation | HBR |
| Formula | HBR=∑netJtDlong+∑∥netJtDshort∥∑netJtDlong |
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| Description | The hedge benefit ratio, or Weighted to Short ratio (restricted to the current location) |
| Reference | [MAR22.44] |
| Notation | HBR |
| Formula | HBR=∑netJtDlong+∑∥netJtDshort∥∑netJtDlong |
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