The exposure at delta +/-1 approximates the impact of the derivative exposure on the risk structure of the portfolio under extreme market conditions. The minimum (maximum) approximates the economic exposure of the portfolio after a sharp rise (fall) in prices. For derivatives with a constant delta (forwards, futures, swaps), the minimum according to exposure with delta +/-1 and the maximum according to exposure with delta +/-1 are identical to the economic exposure. The exposure with delta +/-1 for derivatives with an asymmetric risk profile depends on the option type.