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IMOS - Correlation Profiles

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Last updated: Feb 12, 2024 by Melanie Whitelock
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In the Correlation Profile form, you can create profiles with different Correlation rates for different months. These profiles can be selected on the Exposure tab of COA and Cargo/VC In contracts to profile a trade's Weighted Days.

On the Data Center menu , under Other, click Correlation Profiles.

The Weighted Days column of the Trade Details list and the Trading P&L Summary uses the value from the profile.

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