Report 6006: Outstanding IRS Fixed vs Float

PURPOSE

To provide the details used by CS Lucas to show the Outstanding IRS Fixed vs Float.

WHY IS THIS IMPORTANT?

Allow users to verify the details of Outstanding IRS Fixed vs Float.

QUERY

1. Navigate to Reporting > Standards > Report 6006: Outstanding IRS Fixed vs Float.

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

3. Click on the required format.

4. The report shows the Trade ID, Accounting Centre, Counterparty, SDate, EDate, Type, Rem Life, Fixed Leg Currency, Principal, Rate and Next Reset, Float Leg Currency, Principal, Rate, Next Reset and Basis.

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 IRS100007.00

FREQUENTLY ASKED QUESTIONS

 

RELATED INFORMATION

 

CHANGE HISTORY