Portfolio Analytics/what does this mean?

Discussion in 'Trading' started by runningman, Jun 20, 2007.

  1. I am long 2 YG (mini gold) and short 1 QM (miny crude oil) and the Portfolio analytics screen on IB gives me a Delta of +441.29 for the YG and -347.70 for the QM with net exposure of 93.59. My question is what do these numbers refer to? I am familiar with option deltas, but not futures. Thanks in advance.