Warehouse Performance Examples
- Natalie Gesin (Deactivated)
- Kinga Huszno
- Dmitry Donosiyan (Unlicensed)
Owned by Natalie Gesin (Deactivated)
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<dv01Mnth1Local>435.912</dv01Mnth1Local>
<dv01Mnth3Base>371.904</dv01Mnth3Base>
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<dv01Yr10Base>783.784</dv01Yr10Base>
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<dv100Mnth1Base>462.536</dv100Mnth1Base>
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<dv100Mnth3Base>346.684</dv100Mnth3Base>
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<dv100Mnth6Base>674.341</dv100Mnth6Base>
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<sdv01Yr30Base>254.165</sdv01Yr30Base>
<sdv01Yr30Local>154.365</sdv01Yr30Local>
<userFloat1>253.693</userFloat1>
<userFloat2>154.673</userFloat2>
<userFloat3>446.573</userFloat3>
<userFloat4>745.113</userFloat4>
<userFloat5>343.594</userFloat5>
<userFloat6>456.98</userFloat6>
<userFloat7>165.893</userFloat7>
<userFloat8>537.684</userFloat8>
<userFloat9>378.893</userFloat9>
<userFloat10>312.589</userFloat10>
<liquidityAmount>673.683</liquidityAmount>
<liquidityPercent>154.227</liquidityPercent>
<liquidityClassification>478.621</liquidityClassification>
<highlyLiqInvMinThresholdBreach>HIGHLY_LIQ_INV_MIN_THRESHOLD_BREACH</highlyLiqInvMinThresholdBreach>
<illiquidThresholdBreach>ILLIQUID_THRESHOLD_BREACH</illiquidThresholdBreach>
</curveAnalytics>
<liquidity>
<gammaAdjusted1Pct>576.904</gammaAdjusted1Pct>
<liquidityCategory1Pct>LIQUIDITY_CATEGORY_1_PCT</liquidityCategory1Pct>
<pctLiquidityCategory1Pct>354.013</pctLiquidityCategory1Pct>
<amountLiquidityCategory1Pct>113.341</amountLiquidityCategory1Pct>
<daysUnwind1Pct>478.895</daysUnwind1Pct>
<daysCash1Pct>889.243</daysCash1Pct>
<gammaAdjusted5Pct>752.142</gammaAdjusted5Pct>
<liquidityCategory5Pct>LIQUIDITY_CATEGORY_5_PCT</liquidityCategory5Pct>
<pctLiquidityCategory5Pct>452.124</pctLiquidityCategory5Pct>
<amountLiquidityCategory5Pct>775.356</amountLiquidityCategory5Pct>
<daysUnwind5Pct>784.225</daysUnwind5Pct>
<daysCash5Pct>441.298</daysCash5Pct>
<gammaAdjusted10Pct>742.124</gammaAdjusted10Pct>
<liquidityCategory10Pct>LIQUIDITY_CATEGORY_10_PCT</liquidityCategory10Pct>
<pctLiquidityCategory10Pct>754.114</pctLiquidityCategory10Pct>
<amountLiquidityCategory10Pct>558.365</amountLiquidityCategory10Pct>
<daysUnwind10Pct>798.246</daysUnwind10Pct>
<daysCash10Pct>745.265</daysCash10Pct>
<gammaAdjusted20Pct>774.118</gammaAdjusted20Pct>
<liquidityCategory20Pct>LIQUIDITY_CATEGORY_20_PCT</liquidityCategory20Pct>
<pctLiquidityCategory20Pct>659.223</pctLiquidityCategory20Pct>
<amountLiquidityCategory20Pct>207.169</amountLiquidityCategory20Pct>
<daysUnwind20Pct>787.146</daysUnwind20Pct>
<daysCash20Pct>774.112</daysCash20Pct>
<gammaAdjusted100Pct>321.201</gammaAdjusted100Pct>
<liquidityCategory100Pct>LIQUIDITY_CATEGORY_100_PCT</liquidityCategory100Pct>
<pctLiquidityCategory100Pct>124.263</pctLiquidityCategory100Pct>
<amountLiquidityCategory100Pct>642.132</amountLiquidityCategory100Pct>
<daysUnwind100Pct>558.208</daysUnwind100Pct>
<daysCash100Pct>777.287</daysCash100Pct>
<rats0GammaAdjusted>412.065</rats0GammaAdjusted>
<rats0LiquidityCategory>RATS_0_LIQUIDITY_CATEGORY</rats0LiquidityCategory>
<rats0PctLiquidityCategory>243.485</rats0PctLiquidityCategory>
<rats0amountLiquidityCategory>334.587</rats0amountLiquidityCategory>
<rats0DaysUnwind>835.243</rats0DaysUnwind>
<rats0DaysCash>554.487</rats0DaysCash>
<rats1GammaAdjusted>443.687</rats1GammaAdjusted>
<rats1LiquidityCategory>RATS_1_LIQUIDITYCATEGORY</rats1LiquidityCategory>
<rats1PctLiquidityCategory>675.683</rats1PctLiquidityCategory>
<rats1amountLiquidityCategory>332.354</rats1amountLiquidityCategory>
<rats1DaysUnwind>133.49</rats1DaysUnwind>
<rats1DaysCash>905.772</rats1DaysCash>
<rats2GammaAdjusted>256.578</rats2GammaAdjusted>
<rats2LiquidityCategory>RATS_2_LIQUIDITY_CATEGORY</rats2LiquidityCategory>
<rats2PctLiquidityCategory>224.677</rats2PctLiquidityCategory>
<rats2amountLiquidityCategory>643.635</rats2amountLiquidityCategory>
<rats2DaysUnwind>457.698</rats2DaysUnwind>
<rats2DaysCash>113.356</rats2DaysCash>
<rats3GammaAdjusted>53.467</rats3GammaAdjusted>
<rats3LiquidityCategory>RATS_3_LIQUIDITY_CATEGORY</rats3LiquidityCategory>
<rats3PctLiquidityCategory>224.553</rats3PctLiquidityCategory>
<rats3amountLiquidityCategory>552.354</rats3amountLiquidityCategory>
<rats3DaysUnwind>312.344</rats3DaysUnwind>
<rats3DaysCash>432.79</rats3DaysCash>
<rats4GammaAdjusted>906.587</rats4GammaAdjusted>
<rats4LiquidityCategory>RATS_4_LIQUIDITY_CATEGORY</rats4LiquidityCategory>
<rats4PctLiquidityCategory>458.231</rats4PctLiquidityCategory>
<rats4amountLiquidityCategory>441.278</rats4amountLiquidityCategory>
<rats4DaysUnwind>608.364</rats4DaysUnwind>
<rats4DaysCash>551.271</rats4DaysCash>
<amountIssuedSecCurrency>401.368</amountIssuedSecCurrency>
<dealAmountSecCurrency>987.216</dealAmountSecCurrency>
<participationRate>745.227</participationRate>
<secTurnover>668.297</secTurnover>
<capAdjustedMult>454.234</capAdjustedMult>
<genAdvSecCurrency>774.115</genAdvSecCurrency>
<originalSource>ORIGINAL_SOURCE</originalSource>
<notionalWeightPercent>154.236</notionalWeightPercent>
<marketValuePercent>570.248</marketValuePercent>
<daysSettle>546.334</daysSettle>
<rats0StressMultiplier>436.231</rats0StressMultiplier>
<rats1StressMultiplier>867.206</rats1StressMultiplier>
<rats2StressMultiplier>554.355</rats2StressMultiplier>
<rats3StressMultiplier>557.364</rats3StressMultiplier>
<rats4StressMultiplier>568.645</rats4StressMultiplier>
<rats5StressMultiplier>779.944</rats5StressMultiplier>
<daysUnwindMultiplier>653.534</daysUnwindMultiplier>
</liquidity>
<sectorAnalytics>
<coupon>783.452</coupon>
<yield>894.773</yield>
<positionCount>153673</positionCount>
<liborOas>254.409</liborOas>
<maturityDays>673215</maturityDays>
<nominalWeightedAverageLife>265.69</nominalWeightedAverageLife>
<nominalYieldContribution>446.783</nominalYieldContribution>
<nominalYield>241.467</nominalYield>
<nominalVolatilityDuration>521.508</nominalVolatilityDuration>
<oacContribution>467.794</oacContribution>
<optionAdjustedConvexity>313.674</optionAdjustedConvexity>
<effectiveDuration>538.557</effectiveDuration>
<oadContribution>890.311</oadContribution>
<oas>355.533</oas>
<percentNav>465.684</percentNav>
<percentOadContribution>442.573</percentOadContribution>
<prepayDuration>426.578</prepayDuration>
<spreadDuration>543.331</spreadDuration>
<yieldToMaturity>115.674</yieldToMaturity>
<moodyRating>MOODY_RATING</moodyRating>
<spRating>SP_RATING</spRating>
</sectorAnalytics>
</warehousePerformance>
</warehouseTransaction>
</EagleML>