Live View

The Live View displays PnL and risk across all accounts in real time and provides the ability to drill down to different levels within the firm hierarchy. Integrated filtering and sorting allow you to quickly focus on specific items or values.

• Theoretical Pricing

Rival Risk uses mid-market as the default instrument pricing methodology for mark to market PnL calculation. In situations where an instrument's market is very wide or nonexistent, special theoretical pricing algorithms are applied to provide an accurate value. Cells in the Final MM column will be highlighted to designate the use of theoretical pricing.

A green highlighted value indicates theoretical pricing is being applied to an instrument within that group:

When expanded down to the instrument level, yellow highlighting designates instruments which have theoretical pricing applied:

• Filter

Any column within the Live View can be filtered. To apply a filter, move the mouse over the column header; a filter icon will appear. Click on the icon to bring down a menu with filtering options. Check the desired items from the menu then click the filter icon again to apply. Once a filter is applied, the filter icon will persist (in red).

Grouping/hierarchy filter:

Value filter:

A value filter can be set as greater than, less than, in between or outside of a certain value or values. To set a value filter, click the boxes to set the parameter (turning them blue), then use the corresponding text boxes to define a value.

• Sort

Double click on any column header to sort that column. Double clicking again will sort in the opposite direction.

• Scrolling

Hover your mouse over the bottom or right side of the browser window to access the horizontal and vertical scrollbars:

Left click and hold within the page to access manual scrolling. Continue holding and drag the four-sided arrow cursor to scroll horizontally or vertically.

• Moving columns

Left click and hold any column header to drag and drop that column to a new position.

Live View 1 is grouped by Trading Group -> Portfolio -> Underlying -> Expiry -> OSI

Live View 2 is grouped by Underlying -> Expiry -> OSI -> Trading Group -> Portfolio

Live View 3 is grouped by Master Account -> Trading Group -> Portfolio -> Category -> Underlying -> Expiry -> OSI

Rival Risk includes functionality for creating custom tabs within the Live View windows. Each tab can be configured to contain a unique set of columns along with unique filters and sorting.

Tabs will be available near the top of the Live View pages:

To create a tab, click the ‘Add New’ button, enter a name and click OK:

The active tab will be highlighted in red text. Right click within the page to access the wheel menu. Click on the column chooser icon to expose the list of available columns:

Check the boxes for the columns you want included in the tab and click the X once finished.

The new tab will be available in the tab row. Click on any tab name to access that custom tab.

Any changes made within a tab - including columns, sorting, filtering - will persist automatically with no need to manually save.

The Wheel Menu allows you to navigate to additional levels of functionality within the Live View. Right click within the Live View page to access the Wheel Menu.

Information about this page can be found on the Pre-Trade Risk Limits page.

Add or remove columns from the Live View page.

Export all data to a csv file.

The file can be accessed via the download bar at the bottom of the browser page:

Manually set commissions for the entire firm or per trading group. Commissions will be reflected in the Live View Commissions column and in the end of day PnL report.

Access the Alerts page.

Manually enter a trade for any portfolio.

Type in details of a trade to quickly update a position. Enter trades for Equities, Futures or Options as well as multi-leg spreads.

See below for examples on adding trades for various instruments:

To price an option or future, type in text separated by spaces.

• The text should be in a specific order.

• The text is NOT case sensitive.

The default text order is as follows:

[Symbol] [Month] [Strike] [Strategy] [Ratio] [Price] [Hedge Price] [Delta] [Size]

Single Future or Equity
ZCM9 FUT
ZMM9 FUT
ZSM9 FUT
AAPL EQ

Single Option
ES M9 2000 call Buy 100 @ 250
ES M9 2000 call -50x @ 250

Options Spreads
ES M9 2000 2200 call spread buy 100 @ .56 .36
ES M9 2000 2200 cs 1x2
ES M9 2000 straddle
ES M9 2000 str
ES M9 2000 2025 2050 cfly

Time Spreads ES M9/U9 2000 cs
ES M9/U9 2000/2200 cs
ES M9/U9/Z9 2000 pfly

Covered Spread
ES M9 2000 put @ 0.25 2d x1950

Possible Strategies
C => Call
P => Put
CS => Call Spread
PS => Put Spread
STR => Straddle
STRANGLE => Strangle
RR => Risk Reversal
COLLAR => Collar
FC => Fence
CFLY => Call Fly
PFLY => Put Fly
C TREE => Call Tree
P Tree => Put Tree
C CONDOR => Call Condor
P CONDOR => Put Condor

Fut - Future
Eq - Equity

Manually set the Previous Close, Current Price or Settle Price for an instrument. Clicking in an instrument row will populate the Ticker field with that instrument.

Displays aggregate and daily PnL along with corresponding daily trading volume within a specified date range.