Report 6007: Derivative Periodic Rate Reset

PURPOSE

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

WHY IS THIS IMPORTANT?

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

QUERY

1. Navigate to Reporting > Standards > Report 6007: Derivative Periodic Rate Reset.

2. Fill in the mandatory parameter – Acct Cntr and As At Date.

3. Click on the required format.

4. The report shows the Term Loan and IRS Accounting Centre, TradeID, Counterparty, VDate and MDate, Ccy, Principal, Hedge %, Receive Ccy, Notional, Basis, Rate % and Pay Currency, 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 > Term Loan.

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

3. Key in MDate Fr* (From example: 01/07/2017)

4. Click Refresh.

5. Navigate to Transaction > Interest Rate Swap.

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

7. Key in MDate Fr* (From example: 01/07/2017)

8. Click Refresh.

Rate (%): Navigate to Prices > Exchange Rate

FREQUENTLY ASKED QUESTIONS

 

RELATED INFORMATION

 

CHANGE HISTORY