Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
ETG and Weighted ETG
| Measure | Description | Relevant context values |
|---|
| ETG | Expected tail gain | ETGConfidenceLevel |
| ETG 97.5 | Expected tail gain at 97.5% confidence level | |
| ETG 99 | Expected tail gain at 99% confidence level | |
| Weighted ETG | The Weighted variation of the ETG measure. Please refer to the WHS calculations chapter | ETGConfidenceLevel, WeightedVaRLambda |
| Weighted ETG 97.5 | The Weighted variation of the ETG measure at 97.5% confidence level. Please refer to the WHS calculations chapter | WeightedVaRLambda |
| Weighted ETG 99 | The Weighted variation of the ETG measure at 99% confidence level. Please refer to the WHS calculations chapter | WeightedVaRLambda |
DtD
| Measure | Description | Relevant context values |
|---|
| ETG DtD | Change of ETG from one day to another. By default DtD. | ETGConfidenceLevel |
| ETG 97.5 DtD | Change of ETG 97.5 from one day to another. By default DtD. | |
| ETG 99 DtD | Change of ETG 99 from one day to another. By default DtD. | |
| Weighted ETG DtD | Change of Weighted ETG from one day to another. By default DtD. | ETGConfidenceLevel, WeightedVaRLambda |
| Weighted ETG 97.5 DtD | Change of Weighted ETG from one day to another at 97.5% confidence level. By default DtD. | WeightedVaRLambda |
| Weighted ETG 99 DtD | Change of Weighted ETG from one day to another at 99% confidence level. By default DtD. | WeightedVaRLambda |
DtD % difference
| Measure | Description | Relevant context values |
|---|
| ETG DtD % Difference | Percentage change of ETG from one day to another. By default DtD. | ETGConfidenceLevel |
| ETG 97.5 DtD % Difference | Percentage change of ETG 97.5 from one day to another. By default DtD. | |
| ETG 99 DtD % Difference | Percentage change of ETG 99 from one day to another. By default DtD. | |
| Weighted ETG DtD % Difference | Percentage change of Weighted ETG from one day to another. By default DtD. | ETGConfidenceLevel, WeightedVaRLambda |
| Weighted ETG 97.5 DtD % Difference | Percentage change of Weighted ETG from one day to another at 97.5% confidence level. By default DtD. | WeightedVaRLambda |
| Weighted ETG 99 DtD % Difference | Percentage change of Weighted ETG from one day to another at 99% confidence level. By default DtD. | WeightedVaRLambda |
Previous
| Measure | Description | Relevant context values |
|---|
| ETG Previous | The ETG of the previous day | ETGConfidenceLevel |
| ETG 97.5 Previous | The ETG of the previous day at 97.5% confidence level | |
| ETG 99 Previous | The ETG of the previous day at 99% confidence level | |
| Weighted ETG Previous | The Weighted ETG of the previous day | ETGConfidenceLevel, WeightedVaRLambda |
| Weighted ETG 97.5 Previous | The Weighted ETG of the previous day at 97.5% confidence level | WeightedVaRLambda |
| Weighted ETG 99 Previous | The Weighted ETG of the previous day at 99% confidence level | WeightedVaRLambda |
Scenario name(s)
All measures in this section output a string.
| Measure | Description | Relevant context values |
|---|
| ETG Scenario Name(s) | List of scenarios contributing to the ETG. | ETGConfidenceLevel |
| ETG 97.5 Scenario Name(s) | List of scenario names contributing to the ETG 97.5 calculation | |
| ETG 99 Scenario Name(s) | List of scenario names contributing to the ETG 99 calculation | |
| Weighted ETG Scenario Name(s) | Scenarios that contribute to the weighted ETG. | ETGConfidenceLevel, WeightedVaRLambda |
| Weighted ETG 97.5 Scenario Name(s) | Scenarios that contribute to the weighted ETG at 97.5% confidence level. | WeightedVaRLambda |
| Weighted ETG 99 Scenario Name(s) | Scenarios that contribute to the weighted ETG at 99% confidence level. | WeightedVaRLambda |
Values
All measures in this section output a string.
| Measure | Description | Relevant context values |
|---|
| ETG Values | PnL values that contribute to the ETG. | ETGConfidenceLevel |
| Weighted ETG Values | PnL values that contribute to the weighted ETG. | ETGConfidenceLevel |
| Weighted ETG 97.5 Values | PnL values that contribute to the weighted ETG at 97.5% confidence level. | |
| Weighted ETG 99 Values | PnL values that contribute to the weighted ETG at 99% confidence level. | |
With % difference
All measures in this section output a string.
| Measure | Description | Relevant context values |
|---|
| ETG with % Difference | ETG with percentage difference in brackets. | ETGConfidenceLevel |
| ETG 97.5 with % Difference | ETG 97.5 with percentage difference in brackets. | |
| ETG 99 with % Difference | ETG 99 with percentage difference in brackets. | |
| Weighted ETG with % Difference | Weighted ETG with percentage difference in brackets. | ETGConfidenceLevel, WeightedVaRLambda |
| Weighted ETG 97.5 with % Difference | Weighted ETG with percentage difference in brackets at 97.5% confidence level. | WeightedVaRLambda |
| Weighted ETG 99 with % Difference | Weighted ETG with percentage difference in brackets at 99% confidence level. | WeightedVaRLambda |
Booking
Incremental booking
| Measure | Description | Related methodologies | Relevant context values | Required hierarchies |
|---|
| ETG Incremental Booking | Incremental variation of the ETG that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | Incremental | ETGConfidenceLevel | BookHierarchy |
| ETG 97.5 Incremental Booking | Incremental variation of the ETG 97.5 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | Incremental | | BookHierarchy |
| ETG 99 Incremental Booking | Incremental variation of the ETG 99 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | Incremental | | BookHierarchy |
| Weighted ETG Incremental Booking | Incremental variation of the Weighted ETG that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | Incremental | ETGConfidenceLevel, WeightedVaRLambda | BookHierarchy |
| Weighted ETG 97.5 Incremental Booking | Incremental variation of the Weighted ETG 97.5 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | Incremental | WeightedVaRLambda | BookHierarchy |
| Weighted ETG 99 Incremental Booking | Incremental variation of the Weighted ETG 99 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | Incremental | WeightedVaRLambda | BookHierarchy |
PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the BookHierarchy hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a confidence level defined by the ETGConfidenceLevel context value, using the VaR Interpolation method.
ETG 97.5 Incremental Booking
The sum of the PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the BookHierarchy hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
ETG 99 Incremental Booking
The sum of the PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the BookHierarchy hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 99% confidence level, using the VaR Interpolation method.
Weighted ETG Incremental Booking
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the BookHierarchy hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a confidence level defined by the ETGConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method.
Weighted ETG 97.5 Incremental Booking
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the BookHierarchy hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
Weighted ETG 99 Incremental Booking
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the BookHierarchy hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 99% confidence level, using the VaR Interpolation method.
LEstimated booking
| Measure | Description | Related methodologies |
|---|
| ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain | Lestimated |
| ETG 97.5 LEstimated Booking | Contribution of the upper Booking of ETG 97.5 | Lestimated |
| ETG 99 LEstimated Booking | Contribution of the upper Booking of ETG 99 | Lestimated |
| Weighted ETG LEstimated Booking | Contribution of the upper Booking of Weighted Expected Tail Gain | Lestimated |
| Weighted ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted ETG 97.5 | Lestimated |
| Weighted ETG 99 LEstimated Booking | Contribution of the upper Booking of Weighted ETG 99 | Lestimated |
Reference level
Incremental reference level
| Measure | Description | Related methodologies | Relevant context values |
|---|
| ETG Incremental Reference Level | Incremental variation of the ETG. Please refer to the Incremental Measures chapter linked below. | Incremental | ETGConfidenceLevel, ReferenceLevel |
| ETG 97.5 Incremental Reference Level | Incremental variation of the ETG 97.5. Please refer to the Incremental Measures chapter linked below. | Incremental | ReferenceLevel |
| ETG 99 Incremental Reference Level | Incremental variation of the ETG 99. Please refer to the Incremental Measures chapter linked below. | Incremental | ReferenceLevel |
| Weighted ETG Incremental Reference Level | Incremental variation of the Weighted ETG. Please refer to the Incremental Measures chapter linked below. | Incremental | ETGConfidenceLevel, WeightedVaRLambda, ReferenceLevel |
| Weighted ETG 97.5 Incremental Reference Level | Incremental variation of the Weighted ETG 97.5. Please refer to the Incremental Measures chapter linked below. | Incremental | WeightedVaRLambda, ReferenceLevel |
| Weighted ETG 99 Incremental Reference Level | Incremental variation of the Weighted ETG 99. Please refer to the Incremental Measures chapter linked below. | Incremental | WeightedVaRLambda, ReferenceLevel |
PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the level defined by the ReferenceLevel context value. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a confidence level defined by the ETGConfidenceLevel context value, using the VaR Interpolation method.
ETG 97.5 Incremental Reference Level
The sum of the PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the level defined by the ReferenceLevel context value. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
ETG 99 Incremental Reference Level
The sum of the PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the level defined by the ReferenceLevel context value. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 99% confidence level, using the VaR Interpolation method.
Weighted ETG Incremental Reference Level
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the level defined by the ReferenceLevel context value. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a confidence level defined by the ETGConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method.
Weighted ETG 97.5 Incremental Reference Level
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the level defined by the ReferenceLevel context value. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
Weighted ETG 99 Incremental Reference Level
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the level defined by the ReferenceLevel context value. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 99% confidence level, using the VaR Interpolation method.
LEstimated reference level
| Measure | Description | Related methodologies |
|---|
| ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain | Lestimated |
| ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of ETG 97.5 | Lestimated |
| ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of ETG 99 | Lestimated |
| Weighted ETG LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Expected Tail Gain | Lestimated |
| Weighted ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted ETG 97.5 | Lestimated |
| Weighted ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted ETG 99 | Lestimated |
Top
Incremental top
| Measure | Description | Related methodologies | Relevant context values |
|---|
| ETG Incremental Top | Incremental variation of the ETG. Please refer to the Incremental Measures chapter linked below. | Incremental | ETGConfidenceLevel |
| ETG 97.5 Incremental Top | Incremental variation of the ETG 97.5. Please refer to the Incremental Measures chapter linked below. | Incremental | |
| ETG 99 Incremental Top | Incremental variation of the ETG 99. Please refer to the Incremental Measures chapter linked below. | Incremental | |
| Weighted ETG Incremental Top | Incremental variation of the Weighted ETG. Please refer to the Incremental Measures chapter linked below. | Incremental | ETGConfidenceLevel, WeightedVaRLambda |
| Weighted ETG 97.5 Incremental Top | Incremental variation of the Weighted ETG 97.5. Please refer to the Incremental Measures chapter linked below. | Incremental | WeightedVaRLambda |
| Weighted ETG 99 Incremental Top | Incremental variation of the Weighted ETG 99. Please refer to the Incremental Measures chapter linked below. | Incremental | WeightedVaRLambda |
PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the grand total location. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a confidence level defined by the ETGConfidenceLevel context value, using the VaR Interpolation method.
ETG 97.5 Incremental Top
The sum of the PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the grand total location. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
ETG 99 Incremental Top
The sum of the PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the grand total location. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 99% confidence level, using the VaR Interpolation method.
Weighted ETG Incremental Top
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the grand total location. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a confidence level defined by the ETGConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method.
Weighted ETG 97.5 Incremental Top
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the grand total location. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
Weighted ETG 99 Incremental Top
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its value at the grand total location. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 99% confidence level, using the VaR Interpolation method.
LEstimated top
| Measure | Description | Related methodologies |
|---|
| ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain | Lestimated |
| ETG 97.5 LEstimated Top | Contribution of the upper Top of ETG 97.5 | Lestimated |
| ETG 99 LEstimated Top | Contribution of the upper Top of ETG 99 | Lestimated |
| Weighted ETG LEstimated Top | Contribution of the upper Top of Weighted Expected Tail Gain | Lestimated |
| Weighted ETG 97.5 LEstimated Top | Contribution of the upper Top of Weighted ETG 97.5 | Lestimated |
| Weighted ETG 99 LEstimated Top | Contribution of the upper Top of Weighted ETG 99 | Lestimated |
Trades
Incremental trades
ETG base has no Incremental Trades measure. This section covers ETG 97.5, ETG 99, and all Weighted ETG variants.
| Measure | Description | Related methodologies | Relevant context values | Required hierarchies |
|---|
| ETG 97.5 Incremental Trades | Incremental variation of the ETG 97.5 that computes the contribution of trades. Refer to the Incremental Measures chapter | Incremental | | Trades |
| ETG 99 Incremental Trades | Incremental variation of the ETG 99 that computes the contribution of trades. Refer to the Incremental Measures chapter | Incremental | | Trades |
| Weighted ETG Incremental Trades | Incremental variation of the Weighted ETG that computes the contribution of trades. Refer to the Incremental Measures chapter | Incremental | ETGConfidenceLevel, WeightedVaRLambda | Trades |
| Weighted ETG 97.5 Incremental Trades | Incremental variation of the Weighted ETG 97.5 that computes the contribution of trades. Refer to the Incremental Measures chapter | Incremental | WeightedVaRLambda | Trades |
| Weighted ETG 99 Incremental Trades | Incremental variation of the Weighted ETG 99 that computes the contribution of trades. Refer to the Incremental Measures chapter | Incremental | WeightedVaRLambda | Trades |
PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the Trades hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
ETG 99 Incremental Trades
The sum of the PnLVector field of the TradePnLs store is used to compute the etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the Trades hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as an ETG measure with a 99% confidence level, using the VaR Interpolation method.
Weighted ETG Incremental Trades
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the Trades hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a confidence level defined by the ETGConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method.
Weighted ETG 97.5 Incremental Trades
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the Trades hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 97.5% confidence level, using the VaR Interpolation method.
Weighted ETG 99 Incremental Trades
The sum of the PnLVector field of the TradePnLs store is used to compute the weighted etg with two more steps:
- The Sub PnL Vector transformation to produce
VaRSubVector.
- The FX Effect on VaR calculation to convert it to the display currency as
VaRFXVector.
The resulting VaRFXVector is compared to its drill-up value along the Trades hierarchy. The Incremental Measures algorithm is used as the comparator. The compared value is displayed as a Weighted ETG measure with a 99% confidence level, using the VaR Interpolation method.
LEstimated trades
| Measure | Description | Related methodologies |
|---|
| ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain | Lestimated |
| ETG 97.5 LEstimated Trades | Contribution of the upper Trades of ETG 97.5 | Lestimated |
| ETG 99 LEstimated Trades | Contribution of the upper Trades of ETG 99 | Lestimated |
| Weighted ETG LEstimated Trades | Contribution of the upper Trades of Weighted Expected Tail Gain | Lestimated |
| Weighted ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted ETG 97.5 | Lestimated |
| Weighted ETG 99 LEstimated Trades | Contribution of the upper Trades of Weighted ETG 99 | Lestimated |
