Real-time Profit / Loss Engine:

• Use Composite Quote for Price Ladder calculations:The market price used in Profit and Loss calculations is the composite of the pit and electronic sessions. This is useful for contracts that are fungible between pit and electronic and the pti and electronic sessions have different rading hours. Using the composite quote assures the profit/loss calculations use the most current quotes in the market.


• New property to allow Pit and Electronic to offset one another: Orders & Positions shows the Profit and Lost price as a single item under net positions. This property allows traders who are using both pit and electronic markets to trade to view their positions in both markets combined into a singe net position, rather than viewing them separately.