PURPOSE
To provide the details used by CS Lucas the Analysis of Money Market grouped by currency from filter dates.
WHY IS THIS IMPORTANT?
Allow users to verify the details of Money Market Trade.
QUERY
1. Navigate to Reporting > Standard > Report 2024: Money Market Activities Analysis.
2. Fill in the mandatory parameters – Acct Cntr, From and To Date and Borrow/Lend. The rest are optional parameters.
3. Click Action and select the required format.
4. The report shows the Currency, Accounting Centre, Portfolio, Trade ID, Counterparty ID, VDate, MDate, Tenor, Rates, Principal (Amount), Interest, Tax, MAT Proceeds (Total Amount including interest), Cash Flow and Counterparty Reference.
For explanation of Excel Raw export, 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: TFS-SG.
3. Key in the MDate From: 01/06/2017.
4. Select Transaction: Lend/Place (Same input as above report).
5. Select Currency: SGD. The Money Market shown in the report above is grouped as SGD.
6. Click Refresh.
7. Click on the Edit button of the trade (From example: MMK100004.00) to drill down to the Amend Money Market screen.
8. MMK100004.00 is grouped as NEW in the report as the VDate is in the range from 01/06/2017 to 31/08/2017 when selecting To Date and From Date for the report.
9. MMK100004.00 is grouped as MATURE in the report as the MDate is in the range from 01/06/2017 to 31/08/2017 when selecting To Date and From Date for the report.
10. H = Tenor. Number of days between VDate (F) and MDate (G). MDate (G) – VDate (F).
11. L = Maturity Proceeds. Principal (J) + Interest (K).
FREQUENTLY ASKED QUESTIONS
RELATED INFORMATION
CHANGE HISTORY
0 Comments