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1 | 1 | #TradeId,Date,Time,EPE,ENE,AllocatedEPE,AllocatedENE,PFE,BaselEE,BaselEEE,TimeWeightedBaselEPE,TimeWeightedBaselEEPE |
2 | | -generic_barrier_option_fx_raw_kiko,2022-01-31,0.000000,7880,0,0,0,7880,7880,7880,7879.94,7879.94 |
3 | | -generic_barrier_option_fx_raw_kiko,2022-02-01,0.002740,7884,0,0,0,13822,7885,7885,7884.62,7884.62 |
4 | | -generic_barrier_option_fx_raw_kiko,2022-02-02,0.005479,7886,0,0,0,14357,7888,7888,7886.12,7886.12 |
5 | | -generic_barrier_option_fx_raw_kiko,2022-02-03,0.008219,7887,0,0,0,16063,7890,7890,7887.33,7887.33 |
6 | | -generic_barrier_option_fx_raw_kiko,2022-02-04,0.010959,7887,0,0,0,17253,7890,7890,7888.11,7888.11 |
7 | | -generic_barrier_option_fx_raw_kiko,2022-02-07,0.019178,7894,0,0,0,20968,7901,7901,7893.62,7893.62 |
8 | | -generic_barrier_option_fx_raw_kiko,2022-02-08,0.021918,7887,0,0,0,22507,7895,7901,7893.74,7894.54 |
9 | | -generic_barrier_option_fx_raw_kiko,2022-02-09,0.024658,7891,0,0,0,23411,7900,7901,7894.43,7895.26 |
10 | | -generic_barrier_option_fx_raw_kiko,2022-02-10,0.027397,7896,0,0,0,24515,7906,7906,7895.58,7896.33 |
11 | | -generic_barrier_option_fx_raw_kiko,2022-02-11,0.030137,7895,0,0,0,25532,7906,7906,7896.54,7897.22 |
12 | | -generic_barrier_option_fx_raw_kiko,2022-02-14,0.038356,7912,0,0,0,28820,7926,7926,7902.78,7903.31 |
13 | | -generic_barrier_option_fx_raw_kiko,2022-02-15,0.041096,7915,0,0,0,29655,7930,7930,7904.63,7905.12 |
14 | | -generic_barrier_option_fx_raw_kiko,2022-02-16,0.043836,7912,0,0,0,30612,7928,7930,7906.06,7906.71 |
15 | | -generic_barrier_option_fx_raw_kiko,2022-02-17,0.046575,7899,0,0,0,32048,7916,7930,7906.62,7908.11 |
16 | | -generic_barrier_option_fx_raw_kiko,2022-02-18,0.049315,7906,0,0,0,33030,7924,7930,7907.61,7909.35 |
17 | | -generic_barrier_option_fx_raw_kiko,2022-02-22,0.060274,8031,0,0,0,37381,8053,8053,7934.06,7935.48 |
18 | | -generic_barrier_option_fx_raw_kiko,2022-02-23,0.063014,8074,0,0,0,38758,8098,8098,7941.18,7942.54 |
19 | | -generic_barrier_option_fx_raw_kiko,2022-02-24,0.065753,8122,0,0,0,39887,8147,8147,7949.74,7951.04 |
20 | | -generic_barrier_option_fx_raw_kiko,2022-02-25,0.068493,8185,0,0,0,41322,8210,8210,7960.17,7961.42 |
21 | | -generic_barrier_option_fx_raw_kiko,2022-02-28,0.076712,8449,0,0,0,44201,8479,8479,8015.72,8016.84 |
22 | | -generic_barrier_option_fx_raw_kiko,2022-03-01,0.079452,8533,0,0,0,45348,8564,8564,8034.63,8035.71 |
23 | | -generic_barrier_option_fx_raw_kiko,2022-03-02,0.082192,8422,0,0,0,44817,8454,8564,8048.61,8053.31 |
24 | | -generic_barrier_option_fx_raw_kiko,2022-03-03,0.084932,8322,0,0,0,43581,8354,8564,8058.47,8069.79 |
25 | | -generic_barrier_option_fx_raw_kiko,2022-03-04,0.087671,0,0,0,0,0,0,8564,7806.64,8085.23 |
26 | | -generic_barrier_option_fx_raw_kiko,2022-03-07,0.095890,0,0,0,0,0,0,8564,7137.50,8126.27 |
27 | | -generic_barrier_option_fx_raw_kiko,2022-03-08,0.098630,0,0,0,0,0,0,8564,6939.24,8138.43 |
28 | | -generic_barrier_option_fx_raw_kiko,2022-03-09,0.101370,0,0,0,0,0,0,8564,6751.69,8149.93 |
29 | | -generic_barrier_option_fx_raw_kiko,2022-03-10,0.104110,0,0,0,0,0,0,8564,6574.01,8160.82 |
30 | | -generic_barrier_option_fx_raw_kiko,2022-03-11,0.106849,0,0,0,0,0,0,8564,6405.45,8171.16 |
31 | | -generic_barrier_option_fx_raw_kiko,2022-03-14,0.115068,0,0,0,0,0,0,8564,5947.92,8199.22 |
32 | | -generic_barrier_option_fx_raw_kiko,2022-03-15,0.117808,0,0,0,0,0,0,8564,5809.59,8207.70 |
33 | | -generic_barrier_option_fx_raw_kiko,2022-03-16,0.120548,0,0,0,0,0,0,8564,5677.56,8215.80 |
34 | | -generic_barrier_option_fx_raw_kiko,2022-03-17,0.123288,0,0,0,0,0,0,8564,5551.39,8223.54 |
35 | | -generic_barrier_option_fx_raw_kiko,2022-03-18,0.126027,0,0,0,0,0,0,8564,5430.71,8230.94 |
36 | | -generic_barrier_option_fx_raw_kiko,2022-03-21,0.134247,0,0,0,0,0,0,8564,5098.22,8251.33 |
37 | | -generic_barrier_option_fx_raw_kiko,2022-03-22,0.136986,0,0,0,0,0,0,8564,4996.25,8257.58 |
38 | | -generic_barrier_option_fx_raw_kiko,2022-03-23,0.139726,0,0,0,0,0,0,8564,4898.29,8263.59 |
39 | | -generic_barrier_option_fx_raw_kiko,2022-03-24,0.142466,0,0,0,0,0,0,8564,4804.09,8269.37 |
40 | | -generic_barrier_option_fx_raw_kiko,2022-03-25,0.145205,0,0,0,0,0,0,8564,4713.44,8274.92 |
41 | | -generic_barrier_option_fx_raw_kiko,2022-03-28,0.153425,0,0,0,0,0,0,8564,4460.94,8290.41 |
42 | | -generic_barrier_option_fx_raw_kiko,2022-03-29,0.156164,0,0,0,0,0,0,8564,4382.68,8295.21 |
43 | | -generic_barrier_option_fx_raw_kiko,2022-03-30,0.158904,0,0,0,0,0,0,8564,4307.11,8299.84 |
44 | | -generic_barrier_option_fx_raw_kiko,2022-03-31,0.161644,0,0,0,0,0,0,8564,4234.11,8304.32 |
45 | | -generic_barrier_option_fx_raw_kiko,2022-04-01,0.164384,0,0,0,0,0,0,8564,4163.54,8308.65 |
46 | | -generic_barrier_option_fx_raw_kiko,2022-04-04,0.172603,0,0,0,0,0,0,8564,3965.28,8320.81 |
47 | | -generic_barrier_option_fx_raw_kiko,2022-04-05,0.175342,0,0,0,0,0,0,8564,3903.32,8324.61 |
48 | | -generic_barrier_option_fx_raw_kiko,2022-04-06,0.178082,0,0,0,0,0,0,8564,3843.27,8328.29 |
49 | | -generic_barrier_option_fx_raw_kiko,2022-04-07,0.180822,0,0,0,0,0,0,8564,3785.04,8331.86 |
50 | | -generic_barrier_option_fx_raw_kiko,2022-04-08,0.183562,0,0,0,0,0,0,8564,3728.55,8335.32 |
51 | | -generic_barrier_option_fx_raw_kiko,2022-04-11,0.191781,0,0,0,0,0,0,8564,3568.75,8345.12 |
52 | | -generic_barrier_option_fx_raw_kiko,2022-04-12,0.194521,0,0,0,0,0,0,8564,3518.49,8348.21 |
53 | | -generic_barrier_option_fx_raw_kiko,2022-04-13,0.197260,0,0,0,0,0,0,8564,3469.62,8351.20 |
54 | | -generic_barrier_option_fx_raw_kiko,2022-04-14,0.200000,0,0,0,0,0,0,8564,3422.09,8354.12 |
55 | | -generic_barrier_option_fx_raw_kiko,2022-04-19,0.213699,0,0,0,0,0,0,8564,3202.72,8367.57 |
56 | | -generic_barrier_option_fx_raw_kiko,2022-04-20,0.216438,0,0,0,0,0,0,8564,3162.18,8370.06 |
57 | | -generic_barrier_option_fx_raw_kiko,2022-04-21,0.219178,0,0,0,0,0,0,8564,3122.66,8372.48 |
58 | | -generic_barrier_option_fx_raw_kiko,2022-04-22,0.221918,0,0,0,0,0,0,8564,3084.11,8374.84 |
59 | | -generic_barrier_option_fx_raw_kiko,2022-04-25,0.230137,0,0,0,0,0,0,8564,2973.96,8381.60 |
60 | | -generic_barrier_option_fx_raw_kiko,2022-04-26,0.232877,0,0,0,0,0,0,8564,2938.97,8383.74 |
61 | | -generic_barrier_option_fx_raw_kiko,2022-04-27,0.235616,0,0,0,0,0,0,8564,2904.80,8385.84 |
62 | | -generic_barrier_option_fx_raw_kiko,2022-04-28,0.238356,0,0,0,0,0,0,8564,2871.41,8387.89 |
| 2 | +generic_barrier_option_fx_raw_kiko,2022-01-31,0.000000,4949,0,0,0,4949,4949,4949,4949.44,4949.44 |
| 3 | +generic_barrier_option_fx_raw_kiko,2022-02-01,0.002740,7499,0,0,0,12080,7500,7500,7500.30,7500.30 |
| 4 | +generic_barrier_option_fx_raw_kiko,2022-02-02,0.005479,7483,0,0,0,12144,7485,7500,7492.44,7500.30 |
| 5 | +generic_barrier_option_fx_raw_kiko,2022-02-03,0.008219,7445,0,0,0,13122,7448,7500,7477.59,7500.30 |
| 6 | +generic_barrier_option_fx_raw_kiko,2022-02-04,0.010959,8067,0,0,0,17889,8072,8072,7626.07,7643.10 |
| 7 | +generic_barrier_option_fx_raw_kiko,2022-02-07,0.019178,7841,0,0,0,20662,7848,8072,7721.21,7826.71 |
| 8 | +generic_barrier_option_fx_raw_kiko,2022-02-08,0.021918,7757,0,0,0,20229,7765,8072,7726.71,7857.31 |
| 9 | +generic_barrier_option_fx_raw_kiko,2022-02-09,0.024658,7517,0,0,0,24485,7526,8072,7704.38,7881.11 |
| 10 | +generic_barrier_option_fx_raw_kiko,2022-02-10,0.027397,7690,0,0,0,19991,7699,8072,7703.89,7900.15 |
| 11 | +generic_barrier_option_fx_raw_kiko,2022-02-11,0.030137,7754,0,0,0,23803,7765,8072,7709.46,7915.73 |
| 12 | +generic_barrier_option_fx_raw_kiko,2022-02-14,0.038356,8109,0,0,0,24703,8123,8123,7798.11,7960.17 |
| 13 | +generic_barrier_option_fx_raw_kiko,2022-02-15,0.041096,7795,0,0,0,23160,7809,8123,7798.86,7971.04 |
| 14 | +generic_barrier_option_fx_raw_kiko,2022-02-16,0.043836,7725,0,0,0,26464,7740,8123,7795.21,7980.54 |
| 15 | +generic_barrier_option_fx_raw_kiko,2022-02-17,0.046575,7575,0,0,0,23790,7592,8123,7783.23,7988.93 |
| 16 | +generic_barrier_option_fx_raw_kiko,2022-02-18,0.049315,7120,0,0,0,25838,7136,8123,7747.26,7996.38 |
| 17 | +generic_barrier_option_fx_raw_kiko,2022-02-22,0.060274,6441,0,0,0,23304,6459,8123,7513.03,8019.43 |
| 18 | +generic_barrier_option_fx_raw_kiko,2022-02-23,0.063014,6864,0,0,0,28253,6884,8123,7485.69,8023.94 |
| 19 | +generic_barrier_option_fx_raw_kiko,2022-02-24,0.065753,6847,0,0,0,27290,6868,8123,7459.96,8028.07 |
| 20 | +generic_barrier_option_fx_raw_kiko,2022-02-25,0.068493,6481,0,0,0,28906,6502,8123,7421.64,8031.87 |
| 21 | +generic_barrier_option_fx_raw_kiko,2022-02-28,0.076712,6191,0,0,0,28456,6213,8123,7292.14,8041.65 |
| 22 | +generic_barrier_option_fx_raw_kiko,2022-03-01,0.079452,5991,0,0,0,33716,6013,8123,7248.02,8044.46 |
| 23 | +generic_barrier_option_fx_raw_kiko,2022-03-02,0.082192,5484,0,0,0,34328,5505,8123,7189.92,8047.08 |
| 24 | +generic_barrier_option_fx_raw_kiko,2022-03-03,0.084932,5460,0,0,0,31646,5482,8123,7134.83,8049.53 |
| 25 | +generic_barrier_option_fx_raw_kiko,2022-03-04,0.087671,0,0,0,0,0,0,8123,6911.86,8051.83 |
| 26 | +generic_barrier_option_fx_raw_kiko,2022-03-07,0.095890,0,0,0,0,0,0,8123,6319.42,8057.94 |
| 27 | +generic_barrier_option_fx_raw_kiko,2022-03-08,0.098630,0,0,0,0,0,0,8123,6143.88,8059.75 |
| 28 | +generic_barrier_option_fx_raw_kiko,2022-03-09,0.101370,0,0,0,0,0,0,8123,5977.83,8061.47 |
| 29 | +generic_barrier_option_fx_raw_kiko,2022-03-10,0.104110,0,0,0,0,0,0,8123,5820.52,8063.09 |
| 30 | +generic_barrier_option_fx_raw_kiko,2022-03-11,0.106849,0,0,0,0,0,0,8123,5671.27,8064.63 |
| 31 | +generic_barrier_option_fx_raw_kiko,2022-03-14,0.115068,0,0,0,0,0,0,8123,5266.18,8068.81 |
| 32 | +generic_barrier_option_fx_raw_kiko,2022-03-15,0.117808,0,0,0,0,0,0,8123,5143.71,8070.07 |
| 33 | +generic_barrier_option_fx_raw_kiko,2022-03-16,0.120548,0,0,0,0,0,0,8123,5026.81,8071.28 |
| 34 | +generic_barrier_option_fx_raw_kiko,2022-03-17,0.123288,0,0,0,0,0,0,8123,4915.10,8072.43 |
| 35 | +generic_barrier_option_fx_raw_kiko,2022-03-18,0.126027,0,0,0,0,0,0,8123,4808.25,8073.53 |
| 36 | +generic_barrier_option_fx_raw_kiko,2022-03-21,0.134247,0,0,0,0,0,0,8123,4513.87,8076.57 |
| 37 | +generic_barrier_option_fx_raw_kiko,2022-03-22,0.136986,0,0,0,0,0,0,8123,4423.59,8077.50 |
| 38 | +generic_barrier_option_fx_raw_kiko,2022-03-23,0.139726,0,0,0,0,0,0,8123,4336.85,8078.39 |
| 39 | +generic_barrier_option_fx_raw_kiko,2022-03-24,0.142466,0,0,0,0,0,0,8123,4253.45,8079.25 |
| 40 | +generic_barrier_option_fx_raw_kiko,2022-03-25,0.145205,0,0,0,0,0,0,8123,4173.20,8080.08 |
| 41 | +generic_barrier_option_fx_raw_kiko,2022-03-28,0.153425,0,0,0,0,0,0,8123,3949.64,8082.39 |
| 42 | +generic_barrier_option_fx_raw_kiko,2022-03-29,0.156164,0,0,0,0,0,0,8123,3880.34,8083.10 |
| 43 | +generic_barrier_option_fx_raw_kiko,2022-03-30,0.158904,0,0,0,0,0,0,8123,3813.44,8083.79 |
| 44 | +generic_barrier_option_fx_raw_kiko,2022-03-31,0.161644,0,0,0,0,0,0,8123,3748.81,8084.46 |
| 45 | +generic_barrier_option_fx_raw_kiko,2022-04-01,0.164384,0,0,0,0,0,0,8123,3686.33,8085.10 |
| 46 | +generic_barrier_option_fx_raw_kiko,2022-04-04,0.172603,0,0,0,0,0,0,8123,3510.79,8086.91 |
| 47 | +generic_barrier_option_fx_raw_kiko,2022-04-05,0.175342,0,0,0,0,0,0,8123,3455.93,8087.48 |
| 48 | +generic_barrier_option_fx_raw_kiko,2022-04-06,0.178082,0,0,0,0,0,0,8123,3402.76,8088.03 |
| 49 | +generic_barrier_option_fx_raw_kiko,2022-04-07,0.180822,0,0,0,0,0,0,8123,3351.21,8088.56 |
| 50 | +generic_barrier_option_fx_raw_kiko,2022-04-08,0.183562,0,0,0,0,0,0,8123,3301.19,8089.08 |
| 51 | +generic_barrier_option_fx_raw_kiko,2022-04-11,0.191781,0,0,0,0,0,0,8123,3159.71,8090.53 |
| 52 | +generic_barrier_option_fx_raw_kiko,2022-04-12,0.194521,0,0,0,0,0,0,8123,3115.21,8090.99 |
| 53 | +generic_barrier_option_fx_raw_kiko,2022-04-13,0.197260,0,0,0,0,0,0,8123,3071.94,8091.44 |
| 54 | +generic_barrier_option_fx_raw_kiko,2022-04-14,0.200000,0,0,0,0,0,0,8123,3029.86,8091.87 |
| 55 | +generic_barrier_option_fx_raw_kiko,2022-04-19,0.213699,0,0,0,0,0,0,8123,2835.64,8093.88 |
| 56 | +generic_barrier_option_fx_raw_kiko,2022-04-20,0.216438,0,0,0,0,0,0,8123,2799.74,8094.25 |
| 57 | +generic_barrier_option_fx_raw_kiko,2022-04-21,0.219178,0,0,0,0,0,0,8123,2764.75,8094.61 |
| 58 | +generic_barrier_option_fx_raw_kiko,2022-04-22,0.221918,0,0,0,0,0,0,8123,2730.61,8094.96 |
| 59 | +generic_barrier_option_fx_raw_kiko,2022-04-25,0.230137,0,0,0,0,0,0,8123,2633.09,8095.97 |
| 60 | +generic_barrier_option_fx_raw_kiko,2022-04-26,0.232877,0,0,0,0,0,0,8123,2602.11,8096.29 |
| 61 | +generic_barrier_option_fx_raw_kiko,2022-04-27,0.235616,0,0,0,0,0,0,8123,2571.86,8096.60 |
| 62 | +generic_barrier_option_fx_raw_kiko,2022-04-28,0.238356,0,0,0,0,0,0,8123,2542.29,8096.90 |
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