Report 2017: Money Market Accrual (W5)

This version is superseded. Click here to view the latest guide.

PURPOSE

To provide the details used by CS Lucas to show the Money Market Accrual.

WHY IS THIS IMPORTANT?

Allow users to verify the details of Money Market Accrual.

QUERY

1. Navigate to Reporting > Standards > Report 2017: Money Market Accrual.

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

3. Click on the required format.

4. The report shows the Currency, Trade ID, VDate, MDate, Tenor, Interest, Rate %, Accrual Method, Principal, Trade Currency Period Charge and Base Currency Period Charge.

For explanation of  button, please see link.
For explanation of  buttons, please see link.

DATA SOURCE

To view the following transaction,

Follow the steps as shown below:

1. Navigate to Transaction > Money Market.

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

3. Key in MDate From* (From example: 01/01/2013)

4. Click Refresh.

Tenor: Difference between VDate and MDate

FREQUENTLY ASKED QUESTIONS

 

RELATED INFORMATION

General Formatting For All Reports

CHANGE HISTORY