Report 6003: Derivative Periodic Rate Reset Detail

PURPOSE

To provide the details used by CS Lucas to show the Derivative Periodic Rate Reset Detail.

WHY IS THIS IMPORTANT?

Allow users to verify the details of Derivative Periodic Rate Reset Detail.

QUERY

1. Navigate to Reporting > Standards > Report 6003: Derivative Periodic Rate Reset Detail.

2. Fill in the mandatory parameter – Acct Cntr, As At Date, Units and Structure Type.

3. Click on the required format.

4. The report shows the Accounting Centre, Trade ID, Counterparty, TDate, MDate, Pay Currency Start Date, End Date, Notional, Basis and Rate, Receive Currency Start Date, End Date, Notional, Basis and Rate.

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 > Interest Rate Swap.

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

3. Key in MDate Fr* (From example: 31/12/2019)

4. Click Refresh.

5. Select Trade IRS100001.00

FREQUENTLY ASKED QUESTIONS

 

RELATED INFORMATION

 

CHANGE HISTORY