Report 6004: Derivative By Type and Notional Exposure

PURPOSE

To provide the details used by CS Lucas to show the Derivative By Type and Notional Exposure.

WHY IS THIS IMPORTANT?

Allow users to verify the details of Derivative By Type and Notional Exposure.

QUERY

1. Navigate to Reporting > Standards > Report 6004: Derivative By Type and Notional Exposure.

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

3. Click on the required format.

4. The report shows the Trade ID, Counterparty, Portfolio, TDate, MDate, Notional, Basis, Currency, IRS, CCS and FXF.

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