PURPOSE
To provide the details used by CS Lucas to show the Non-deliverable Forward Marked to Market By Week.
WHY IS THIS IMPORTANT?
Allow users to verify the details of Non-Deliverable Forward.
QUERY
1. Navigate to Reporting > Standards > Report 4203: NDF MTM By Weekly Group.
2. Fill in mandatory parameters – Acct Cntr, Val Ccy, Date As At and Rate Type. The rest are optional parameters.
3. Click Action and select the required format.
4. The report shows the Accounting Centre, Trade ID, Portfolio, Counterparty ID, TDate, VDate, Amount in SGD, Amount in IDR*, Book Rates, Forward Rate, Profit/Loss, Val Currency, P/L-Val Ccy and Narrative.
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 > Non-Deliverable FWD.
2. Key in VDate Fr*.
3. Click Refresh.
4. Click the Edit button next to the Trade ID: NDF100004.00.
Fwd Rate: Navigate to Tools > Forward Excrate -> J.
P/L: Navigate to Tools > FX Profit/Loss -> K/M.
FREQUENTLY ASKED QUESTIONS
RELATED INFORMATION
CHANGE HISTORY
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