Report 2016: Money Market Period Interest Analysis by Counterparty

See previous W5 version guide

PURPOSE

To provide the details used by CS Lucas to show the Money Market Period Interest Analysis by Counterparty.

WHY IS THIS IMPORTANT?

Allow users to verify the details of Money Market Period Interest Analysis by Counterparty.

QUERY

1. Navigate to Reporting > Standards > Report 2016: Money Market Period Interest Analysis by Counterparty.

blank

2. Fill in the mandatory parameter – Acct Cntr, Period Start Date and Period End Date.

3. Click Action and select the required format.

4. The report shows the Currency, Trade ID, VDate, MDate, Tenor, Interest Amount, Rate, Accrual Method, Trade Currency Principal, Trade Currency Interest Accruals, Trade Currency Period Charge, Exchange Rate, Base Currency Principal, Base Currency Interest Accruals, Base Currency Period Charge and Counterparty Reference.

blank

For explanation of Excel Raw export, please see link.
For explanation of blank buttons, please see link.

DATA SOURCE

To view the following transaction,

blank

Follow the steps as shown below:

1. Navigate to Transaction > Money Market

2. Select Acct Cntr* (From example: TFS-SG)

3. Key in MDate Fr* (From Example: 01/06/2017)

4. Click Refresh.

5. Click on the Trade ID (From example: MMK100008.00) to drill down to the Amend Money Market screen.

blank

blank

6. E = MDate (D) – VDate (C)

7. J = Exchange Rate. Navigate to Prices > Exchange Rate (Accounting Rate).

8. K = Trade Currency Principal (I) * Exchange Rate (J).

FREQUENTLY ASKED QUESTIONS

 

RELATED INFORMATION

 

CHANGE HISTORY

blank

Categories:

0 Comments

Leave a Reply

blank

Your email address will not be published.



    Close Bitnami banner
    Bitnami