PURPOSE
To provide the details used by CS Lucas to show TL/IRS Hedging Analysis.
WHY IS THIS IMPORTANT?
Allow users to verify the details of TL/IRS Hedging Analysis.
QUERY
1. Navigate to Reporting > Standard > Report 6009: TL/IRS Hedging Analysis.
2. Fill in the mandatory parameter – Accounting Centre/ Group, As At Date.
3. Click Action and select the required format.
4. The report shows the Accounting Centre, underlying Term Loan (Trade ID, Counterparty, MDate, Currency, Principal, Hedge%, Net Principal, IRS (Trade ID, Counterparty, MDate, Hedge%, IRS Receive Leg (Currency, Notional, Net Notional, Basis Rate, Rate (%), IRS Pay Leg (Currency, Notional, Net Notional, Basis, Rate (%)).
For explanation of Excel Raw export, please see link.
For explanation of buttons, please see link.
DATA SOURCE
I) To view the following Term Loan 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: 30-Jun-2017).
4. Click Refresh.
5. Click the Edit button for trade TML100004.00.
II) To view the IRS transaction,
1. Navigate to Transaction > Interest Rate Swap.
2. Select Acct Cntr* (From example: TFS-SG).
3. Key in MDate Fr* (From example: 30-Jun-2017).
4. Click Refresh.
5. Click the Edit button for trade IRS100002.00.
III) To view hedged information for TML100004.00 and IRS100002.00,
1. Navigate to Transaction > Structured Deals.
2. Click Refresh.
3. Click to drill down on the Trade Structure.
4. In this trade structure group, 80% of TML100004.00 (USD 50 MIL) is hedged to 100% of IRS100002.00 (USD 40 MIL). Hence, 40,000,000 is shown under Net Principal and Hedge% is 80 in the report.
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RELATED INFORMATION
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