PURPOSE
To provide the details used by CS Lucas to show the Money Market Period Interest Analysis by Counterparty.
WHY IS THIS IMPORTANT?
Allow users to verify the details of Money Market Period Interest Analysis by Counterparty.
QUERY
1. Navigate to Reporting > Standards > Report 2016: Money Market Period Interest Analysis by Counterparty.
2. Fill in the mandatory parameter – Acct Cntr, Period Start Date and Period End Date.
3. Click Action and select the required format.
4. The report shows the Currency, Trade ID, VDate, MDate, Tenor, Interest Amount, Rate, Accrual Method, Trade Currency Principal, Trade Currency Interest Accruals, Trade Currency Period Charge, Exchange Rate, Base Currency Principal, Base Currency Interest Accruals, Base Currency Period Charge and Counterparty Reference.
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DATA SOURCE
To view the following transaction,
Follow the steps as shown below:
1. Navigate to Transaction > Money Market
2. Select Acct Cntr* (From example: TFS-SG)
3. Key in MDate Fr* (From Example: 01/06/2017)
4. Click Refresh.
5. Click on the Trade ID (From example: MMK100008.00) to drill down to the Amend Money Market screen.
6. E = MDate (D) – VDate (C)
7. J = Exchange Rate. Navigate to Prices > Exchange Rate (Accounting Rate).
8. K = Trade Currency Principal (I) * Exchange Rate (J).
FREQUENTLY ASKED QUESTIONS
RELATED INFORMATION
CHANGE HISTORY
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