Value at Risk - Atoti Hub

Taylor VaR

Measure	Description	Relevant context values
Taylor VaR	Value at Risk with contextual confidence level	VaRConfidenceLevel
VaR official	The official VaR aggregated between repriced deals and deals taken with Taylor VaR.
VaR unexplained	VaR unexplained.

Taylor VaR The following vectors are combined to calculate the pnl.for.var.explain vector:

Correlation.Vector.PnL.VarExplain, intermediate measure of Correlation Taylor VaR
CrossGamma.Vector.PnL.VarExplain, intermediate measure of CrossGamma Taylor VaR
Delta.Vector.PnL.VarExplain, intermediate measure of Delta Taylor VaR
Gamma.Vector.PnL.VarExplain, intermediate measure of Gamma Taylor VaR
Vanna.Vector.PnL.VarExplain, intermediate measure of Vanna Taylor VaR
Vega.Vector.PnL.VarExplain, intermediate measure of Vega Taylor VaR
Volga.Vector.PnL.VarExplain, intermediate measure of Volga Taylor VaR

The PnL vector is used by the VaR measure with a confidence level defined by the VaRConfidenceLevel context value, using the VaR Interpolation method. The VaR metric is the worst PnL scenario at the selected quantile.

VaR and Weighted VaR

Measure	Description	Relevant context values
VaR	Value-at-Risk	VaRConfidenceLevel
VaR 97.5	VaR at 97.5% confidence level
VaR 99	VaR at 99% confidence level
Parametric VaR	Parametric Value-at-Risk	VaRConfidenceLevel
Weighted VaR	The Weighted variation of the VaR measure. Please refer to the WHS calculations chapter	VaRConfidenceLevel, WeightedVaRLambda
Weighted VaR 97.5	The Weighted variation of the VaR measure at 97.5% confidence level. Please refer to the WHS calculations chapter	WeightedVaRLambda
Weighted VaR 99	The Weighted variation of the VaR measure at 99% confidence level. Please refer to the WHS calculations chapter	WeightedVaRLambda

Distribution

Measure	Description	Relevant context values	Hierarchies required in the view
Average	Average of simulated PL values
Standard deviation	Standard devation of simulated PL values
PnL distribution	Empirical distribution (in the sense of ‘probasbility distribution’) on the PnL values within the PnL vector	PercentileBuckets	Percentile
PnL accumulated distribution	Cumulative empirical distribution (in the sense of ‘probability distribution’) on the PnL values within the PnL vector	PercentileBuckets	Percentile

PnL distribution — See also: Percentile PnL accumulated distribution — See also: Percentile

Component

Measure	Description	Related methodologies
VaR Component BookHierarchy	Component variation of the VaR along the BookHierarchy. Please refer to the Component measures chapter	Component
VaR Component Booking	Component variation of the VaR along the Booking Hierarchy. Please refer to the Component measures chapter	Component
VaR Component Delta BookHierarchy	Component variation of the VaR daily change along the BookHierarchy. Please refer to the Component measures chapter	Component
VaR Component Delta Booking	Component variation of the VaR daily change along the Booking Hierarchy. Please refer to the Component measures chapter	Component
VaR 97.5 Component BookHierarchy	Component variation of the VaR 97.5 along the BookHierarchy. Please refer to the Component measures chapter	Component
VaR 97.5 Component Booking	Component variation of the VaR 97.5 along the Booking Hierarchy. Please refer to the Component measures chapter	Component
VaR 97.5 Component Delta BookHierarchy	Component variation of the VaR 97.5 daily change along the BookHierarchy. Please refer to the Component measures chapter	Component
VaR 97.5 Component Delta Booking	Component variation of the VaR 97.5 daily change along the Booking Hierarchy. Please refer to the Component measures chapter	Component
VaR 99 Component BookHierarchy	Component variation of the VaR 99 along the BookHierarchy. Please refer to the Component measures chapter	Component
VaR 99 Component Booking	Component variation of the VaR 99 along the Booking Hierarchy. Please refer to the Component measures chapter	Component
VaR 99 Component Delta BookHierarchy	Component variation of the VaR 99 daily change along the BookHierarchy. Please refer to the Component measures chapter	Component
VaR 99 Component Delta Booking	Component variation of the VaR 99 daily change along the Booking Hierarchy. Please refer to the Component measures chapter	Component

DtD

Measure	Description	Relevant context values
VaR DtD	Change of VaR from one day to another. By default DtD.	VaRConfidenceLevel
VaR 97.5 DtD	Change of VaR 97.5 from one day to another. By default DtD.
VaR 99 DtD	Change of VaR 99 from one day to another. By default DtD.
Weighted VaR DtD	Change of Weighted VaR from one day to another. By default DtD.	VaRConfidenceLevel, WeightedVaRLambda
Weighted VaR 97.5 DtD	Change of Weighted VaR from one day to another at 97.5% confidence level. By default DtD.	WeightedVaRLambda
Weighted VaR 99 DtD	Change of Weighted VaR from one day to another at 99% confidence level. By default DtD.	WeightedVaRLambda

DtD % difference

Measure	Description	Relevant context values
VaR DtD % Difference	Percentage change of VaR from one day to another. By default DtD.	VaRConfidenceLevel
VaR 97.5 DtD % Difference	Percentage change of VaR 97.5 from one day to another. By default DtD.	VaRConfidenceLevel
VaR 99 DtD % Difference	Percentage change of VaR 99 from one day to another. By default DtD.	VaRConfidenceLevel
Weighted VaR DtD % Difference	Percentage change of Weighted VaR from one day to another. By default DtD.	VaRConfidenceLevel, WeightedVaRLambda
Weighted VaR 97.5 DtD % Difference	Percentage change of Weighted VaR from one day to another at 97.5% confidence level. By default DtD.	WeightedVaRLambda
Weighted VaR 99 DtD % Difference	Percentage change of Weighted VaR from one day to another at 99% confidence level. By default DtD.	WeightedVaRLambda

Measure	Description	Relevant context values
VaR Previous	Value-at-Risk for the previous day.	VaRConfidenceLevel
VaR 97.5 Previous	Value-at-Risk for the previous day at 97.5% confidence level.	VaRConfidenceLevel
VaR 99 Previous	Value-at-Risk for the previous day at 99% confidence level.	VaRConfidenceLevel
Weighted VaR Previous	The Weighted VaR of the previous day	VaRConfidenceLevel, WeightedVaRLambda
Weighted VaR 97.5 Previous	The Weighted VaR of the previous day at 97.5% confidence level	WeightedVaRLambda
Weighted VaR 99 Previous	The Weighted VaR 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
VaR Scenario Name(s)	List of scenario names contributing to the VaR calculation	VaRConfidenceLevel
VaR 97.5 Scenario Name(s)	List of scenario names contributing to the VaR 97.5 calculation
VaR 99 Scenario Name(s)	List of scenario names contributing to the VaR 99 calculation
Weighted VaR Scenario Name(s)	Scenarios that contribute to the weighted VaR.	VaRConfidenceLevel, WeightedVaRLambda
Weighted VaR 97.5 Scenario Name(s)	Scenarios that contribute to the weighted VaR at 97.5% confidence level.	WeightedVaRLambda
Weighted VaR 99 Scenario Name(s)	Scenarios that contribute to the weighted VaR at 99% confidence level.	WeightedVaRLambda

Values

All measures in this section output a string.

Measure	Description	Relevant context values
VaR Values	PnL values that contribute to the VaR.	VaRConfidenceLevel
Weighted VaR Values	PnL values that contribute to the weighted VaR.	VaRConfidenceLevel
Weighted VaR 97.5 Values	PnL values that contribute to the weighted VaR at 97.5% confidence level.
Weighted VaR 99 Values	PnL values that contribute to the weighted VaR at 99% confidence level.

With % difference

All measures in this section output a string.

Measure	Description	Relevant context values
VaR with % Difference	VaR with percentage difference in brackets.	VaRConfidenceLevel
VaR 97.5 with % Difference	VaR 97.5 with percentage difference in brackets.	VaRConfidenceLevel
VaR 99 with % Difference	VaR 99 with percentage difference in brackets.	VaRConfidenceLevel
Weighted VaR with % Difference	Weighted VaR with percentage difference in brackets.	VaRConfidenceLevel, WeightedVaRLambda
Weighted VaR 97.5 with % Difference	Weighted VaR with percentage difference in brackets at 97.5% confidence level.	WeightedVaRLambda
Weighted VaR 99 with % Difference	Weighted VaR with percentage difference in brackets at 99% confidence level.	WeightedVaRLambda

Booking

Incremental booking

Measure	Description	Related methodologies	Relevant context values	Required hierarchies
VaR Incremental Booking	Incremental variation of the VaR that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter	Incremental	VaRConfidenceLevel	BookHierarchy
VaR 97.5 Incremental Booking	Incremental variation of the VaR 97.5 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter	Incremental		BookHierarchy
VaR 99 Incremental Booking	Incremental variation of the VaR 99 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter	Incremental		BookHierarchy
Weighted VaR Incremental Booking	Incremental variation of the Weighted VaR that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter	Incremental	VaRConfidenceLevel, WeightedVaRLambda	BookHierarchy
Weighted VaR 97.5 Incremental Booking	Incremental variation of the Weighted VaR 97.5 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter	Incremental	WeightedVaRLambda	BookHierarchy
Weighted VaR 99 Incremental Booking	Incremental variation of the Weighted VaR 99 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter	Incremental	WeightedVaRLambda	BookHierarchy

Weighted VaR Incremental Booking The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a confidence level defined by the VaRConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method. Weighted VaR 97.5 Incremental Booking The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a 97.5% confidence level, using the VaR Interpolation method. Weighted VaR 99 Incremental Booking The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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.

LEstimated booking

Measure	Description	Related methodologies
VaR LEstimated Booking	Contribution of the upper Booking of Value at Risk	Lestimated
VaR 97.5 LEstimated Booking	Contribution of the upper Booking of VaR 97.5	Lestimated
VaR 99 LEstimated Booking	Contribution of the upper Booking of VaR 99	Lestimated
Weighted VaR LEstimated Booking	Contribution of the upper Booking of Weighted Value at Risk	Lestimated
Weighted VaR 97.5 LEstimated Booking	Contribution of the upper Booking of Weighted VaR 97.5	Lestimated
Weighted VaR 99 LEstimated Booking	Contribution of the upper Booking of Weighted VaR 99	Lestimated

Reference level

Component reference level

Measure	Description
VaR Component Reference Level	Component explanation of the upper Reference Level of Value at Risk
VaR 97.5 Component Reference Level	Component explanation of the upper Reference Level of VaR 97.5
VaR 99 Component Reference Level	Component explanation of the upper Reference Level of VaR 99

Component delta reference level

Measure	Description
VaR Component Delta Reference Level	Component DtD explanation of the upper Reference Level of Value at Risk
VaR 97.5 Component Delta Reference Level	Component DtD explanation of the upper Reference Level of VaR 97.5
VaR 99 Component Delta Reference Level	Component DtD explanation of the upper Reference Level of VaR 99

Incremental reference level

Measure	Description	Related methodologies	Relevant context values
VaR Incremental Reference Level	Incremental variation of the VaR. Please refer to the Incremental Measures chapter linked below.	Incremental	VaRConfidenceLevel, ReferenceLevel
VaR 97.5 Incremental Reference Level	Incremental variation of the VaR 97.5. Please refer to the Incremental Measures chapter linked below.	Incremental	ReferenceLevel
VaR 99 Incremental Reference Level	Incremental variation of the VaR 99. Please refer to the Incremental Measures chapter linked below.	Incremental	ReferenceLevel
Weighted VaR Incremental Reference Level	Incremental variation of the Weighted VaR. Please refer to the Incremental Measures chapter linked below.	Incremental	VaRConfidenceLevel, WeightedVaRLambda, ReferenceLevel
Weighted VaR 97.5 Incremental Reference Level	Incremental variation of the Weighted VaR 97.5. Please refer to the Incremental Measures chapter linked below.	Incremental	WeightedVaRLambda, ReferenceLevel
Weighted VaR 99 Incremental Reference Level	Incremental variation of the Weighted VaR 99. Please refer to the Incremental Measures chapter linked below.	Incremental	WeightedVaRLambda, ReferenceLevel

VaR Incremental Reference Level The sum of the PnLVector field of the TradePnLs store is used to compute the var 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 VaR measure with a confidence level defined by the VaRConfidenceLevel context value, using the VaR Interpolation method. Weighted VaR Incremental Reference Level The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a confidence level defined by the VaRConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method. Weighted VaR 97.5 Incremental Reference Level The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a 97.5% confidence level, using the VaR Interpolation method. Weighted VaR 99 Incremental Reference Level The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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.

LEstimated reference level

Measure	Description	Related methodologies
VaR LEstimated Reference Level	Contribution of the upper Reference Level of Value at Risk	Lestimated
VaR 97.5 LEstimated Reference Level	Contribution of the upper Reference Level of VaR 97.5	Lestimated
VaR 99 LEstimated Reference Level	Contribution of the upper Reference Level of VaR 99	Lestimated
Weighted VaR LEstimated Reference Level	Contribution of the upper Reference Level of Weighted Value at Risk	Lestimated
Weighted VaR 97.5 LEstimated Reference Level	Contribution of the upper Reference Level of Weighted VaR 97.5	Lestimated
Weighted VaR 99 LEstimated Reference Level	Contribution of the upper Reference Level of Weighted VaR 99	Lestimated

Top

Component top

Measure	Description
VaR Component Top	Component explanation of the upper Top of Value at Risk
VaR 97.5 Component Top	Component explanation of the upper Top of VaR 97.5
VaR 99 Component Top	Component explanation of the upper Top of VaR 99

Component delta top

Measure	Description
VaR Component Delta Top	Component DtD explanation of the upper Top of Value at Risk
VaR 97.5 Component Delta Top	Component DtD explanation of the upper Top of VaR 97.5
VaR 99 Component Delta Top	Component DtD explanation of the upper Top of VaR 99

Incremental top

Measure	Description	Related methodologies	Relevant context values
VaR Incremental Top	Incremental variation of the VaR. Please refer to the Incremental Measures chapter linked below.	Incremental	VaRConfidenceLevel
VaR 97.5 Incremental Top	Incremental variation of the VaR 97.5. Please refer to the Incremental Measures chapter linked below.	Incremental
VaR 99 Incremental Top	Incremental variation of the VaR 99. Please refer to the Incremental Measures chapter linked below.	Incremental
Weighted VaR Incremental Top	Incremental variation of the Weighted VaR. Please refer to the Incremental Measures chapter linked below.	Incremental	VaRConfidenceLevel, WeightedVaRLambda
Weighted VaR 97.5 Incremental Top	Incremental variation of the Weighted VaR 97.5. Please refer to the Incremental Measures chapter linked below.	Incremental	WeightedVaRLambda
Weighted VaR 99 Incremental Top	Incremental variation of the Weighted VaR 99. Please refer to the Incremental Measures chapter linked below.	Incremental	WeightedVaRLambda

VaR Incremental Top The sum of the PnLVector field of the TradePnLs store is used to compute the var 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 VaR measure with a confidence level defined by the VaRConfidenceLevel context value, using the VaR Interpolation method. Weighted VaR Incremental Top The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a confidence level defined by the VaRConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method. Weighted VaR 97.5 Incremental Top The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a 97.5% confidence level, using the VaR Interpolation method. Weighted VaR 99 Incremental Top The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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.

LEstimated top

Measure	Description	Related methodologies
VaR LEstimated Top	Contribution of the upper Top of Value at Risk	Lestimated
VaR 97.5 LEstimated Top	Contribution of the upper Top of VaR 97.5	Lestimated
VaR 99 LEstimated Top	Contribution of the upper Top of VaR 99	Lestimated
Weighted VaR LEstimated Top	Contribution of the upper Top of Weighted Value at Risk	Lestimated
Weighted VaR 97.5 LEstimated Top	Contribution of the upper Top of Weighted VaR 97.5	Lestimated
Weighted VaR 99 LEstimated Top	Contribution of the upper Top of Weighted VaR 99	Lestimated

Trades

Component trades

Measure	Description
VaR Component Trades	Component explanation of the upper Trades of Value at Risk
VaR 97.5 Component Trades	Component explanation of the upper Trades of VaR 97.5
VaR 99 Component Trades	Component explanation of the upper Trades of VaR 99

Component delta trades

Measure	Description
VaR Component Delta Trades	Component DtD explanation of the upper Trades of Value at Risk
VaR 97.5 Component Delta Trades	Component DtD explanation of the upper Trades of VaR 97.5
VaR 99 Component Delta Trades	Component DtD explanation of the upper Trades of VaR 99

Incremental trades

VaR does not have an Incremental Trades measure. This section covers VaR 97.5, VaR 99, and all Weighted VaR variants.

Measure	Description	Related methodologies	Relevant context values	Required hierarchies
VaR 97.5 Incremental Trades	Incremental variation of the VaR 97.5 that computes the contribution of trades. Refer to the Incremental Measures chapter	Incremental		Trades
VaR 99 Incremental Trades	Incremental variation of the VaR 99 that computes the contribution of trades. Refer to the Incremental Measures chapter	Incremental		Trades
Weighted VaR Incremental Trades	Incremental variation of the Weighted VaR that computes the contribution of trades. Refer to the Incremental Measures chapter	Incremental	VaRConfidenceLevel, WeightedVaRLambda	Trades
Weighted VaR 97.5 Incremental Trades	Incremental variation of the Weighted VaR 97.5 that computes the contribution of trades. Refer to the Incremental Measures chapter	Incremental	WeightedVaRLambda	Trades
Weighted VaR 99 Incremental Trades	Incremental variation of the Weighted VaR 99 that computes the contribution of trades. Refer to the Incremental Measures chapter	Incremental	WeightedVaRLambda	Trades

Weighted VaR Incremental Trades The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a confidence level defined by the VaRConfidenceLevel context value and the WeightedVaRLambda decay factor, using the VaR Interpolation method. Weighted VaR 97.5 Incremental Trades The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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 VaR measure with a 97.5% confidence level, using the VaR Interpolation method. Weighted VaR 99 Incremental Trades The sum of the PnLVector field of the TradePnLs store is used to compute the weighted var 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.

LEstimated trades

Measure	Description	Related methodologies
VaR LEstimated Trades	Contribution of the upper Trades of Value at Risk	Lestimated
VaR 97.5 LEstimated Trades	Contribution of the upper Trades of VaR 97.5	Lestimated
VaR 99 LEstimated Trades	Contribution of the upper Trades of VaR 99	Lestimated
Weighted VaR LEstimated Trades	Contribution of the upper Trades of Weighted Value at Risk	Lestimated
Weighted VaR 97.5 LEstimated Trades	Contribution of the upper Trades of Weighted VaR 97.5	Lestimated
Weighted VaR 99 LEstimated Trades	Contribution of the upper Trades of Weighted VaR 99	Lestimated

​Taylor VaR

​VaR and Weighted VaR

​Distribution

​Component

​DtD

​DtD % difference

​Previous

​Scenario name(s)

​Values

​With % difference

​Booking

​Incremental booking

​LEstimated booking

​Reference level

​Component reference level

​Component delta reference level

​Incremental reference level

​LEstimated reference level

​Top

​Component top

​Component delta top

​Incremental top

​LEstimated top

​Trades

​Component trades

​Component delta trades

​Incremental trades

​LEstimated trades

Taylor VaR

VaR and Weighted VaR

Distribution

Component

DtD

DtD % difference

Previous

Scenario name(s)

Values

With % difference

Booking

Incremental booking

LEstimated booking

Reference level

Component reference level

Component delta reference level

Incremental reference level

LEstimated reference level

Top

Component top

Component delta top

Incremental top

LEstimated top

Trades

Component trades

Component delta trades

Incremental trades

LEstimated trades