YTD P&L
$541.7M
Budget $544M • 99.6% achieved
Today's P&L
+$5.8M
vs 5d avg $6.1M
Active Positions
12,075
Across 9 desks • 52 product types
Spread Income YTD
$2.1B
Non-directional • $33.6M/day
Client Flow
510
Active clients • 90% execution rate
Daily P&L Time Series — YTD 2026
P&L by Desk — YTD vs Budget
Desk Detail
| Desk |
YTD ($M) |
Budget ($M) |
Achievement |
Trades |
Notional ($B) |
| TOTAL |
541.7 |
544.0 |
99.6% |
12,075 |
655 |
P&L Decomposition — Intermediation Signature
Client Flow Summary — Today
Position Concentration — Top 10 Largest Positions
| # |
Position |
Desk |
Asset Class |
Notional ($M) |
P&L ($M) |
% of Total |
Flag |
Stress Vulnerability — Top 5 Exposed Positions
| # |
Position |
Desk |
Notional ($M) |
Stress Scenario |
Stress P&L ($M) |
% of YTD P&L |
Drawdown Episodes — YTD 2026
Drawdown Detail
| # |
Period |
Depth ($M) |
Desk |
Recovery (days) |
| 1 | Feb 12 – Feb 18 |
-38.0 |
Rates | 5 |
| 2 | Jan 22 – Jan 24 |
-18.5 |
EM | 3 |
| 3 | Mar 11 – Mar 13 |
-12.2 |
Equities | 2 |
YTD vs Budget Waterfall — Desk Contributions
FI-Sim • Model Bank • Global Markets Division • COB 24 Mar 2026 • For internal use only