Contra-Capacity Fractions ​ ​ ​

Firms can optionally specify fractions by contra-capacity, specified as values between and including 0.0 to 1.0. Firms that do not use this functionality are effectively setting contra-capacity fractions to a default value of 1.0.

Contra-capacity fractions specify that a fractional amount of trade volume or count is to be accumulated to the underlying counters based on contra-capacity.

For example, a firm may specify a value of 0.0 to capacity "C" to indicate that any amount of "C" capacity volume or counts will be accepted without tripping risk. Alternatively, a value of 0.5 assigned to capacity "C" indicates that volume or counts will be half as impactful to the risk limits as other capacities.

Contra-capacity fractions only apply to four risk limit types: abs_vol, abs_count, rate_vol and rate_count.