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RJBTKALKEH - SEM Banking: Report on Costing in Own-Account Trading Area

RJBTKALKEH - SEM Banking: Report on Costing in Own-Account Trading Area

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Description

This report is intended to simplify costing in own-account trading. This includes the areas of securities, forex, listed derivatives, and OTC derivatives. You can cost an interval of key dates, as well as determine a daily trading result. The biggest advantage is the automatic selection of relevant finance objects based on position criteria or characteristics.

Daily trading result

For each key date, the following will be costed (if selected):

Securities:

  • Positions matching the position selection criteria
  • Orders which affect the positions on the relevant key date and which belong to the positions.
  • Forward transactions whose closing date <= key date, and whose position date >= key date. The closing date can not be left empty.

Note! Selecting security transactions which are to be costed using the NPV method is not currently supported. This would have to be selected during the entire term of the corresponding bonds, and no just on the day the position becomes effective.

Forex:

  • Positions which match the position selection criteria
  • Transactions which affect the position on the relevant key dates and which belong to the positions.
  • Forward transactions whose closing date <= key date, and whose position date >= key date. The closing date can not be left empty.

Listed derivatives:

  • Positions which match the position selection criteria
  • Listed transactions which affect the position on the relevant key dates and which belong to the positions.

OTC derivatives:

  • Those transactions will be selected which have a closing date <= key date, and whose last active activity had a term end >= key date.

For each object, the line items are updated in Profitability Analysis using the costing key date as a posting date.

Periodic costing

For each period, the following will be costed (if selected):

Securities:

  • Positions matching the position selection criteria
  • Orders which affect the positions on the relevant key date and which belong to the positions.
  • Forward transactions whose closing date <= period end, and whose position date >= period begin. The closing date can not be left empty.

Note! Selecting security transactions which are to be costed using the NPV method is not currently supported. This would have to be selected during the entire term of the corresponding bonds, and no just on the day the position becomes effective.

Forex:

  • Positions which match the position selection criteria
  • Transactions which affect the position on the relevant key dates and which belong to the positions.
  • Forward transactions whose closing date <= period end, and whose position date >= period begin. The closing date can not be left empty.

Listed derivatives:

  • Positions which match the position selection criteria
  • Listed transactions which affect the position on the relevant key dates and which belong to the positions.

OTC derivatives:

  • All transactions will be selected which have a valid activity with a closing date <= period end, and whose last activity has a term end >= period begin.

Note! In periodic costing, all generated line items will be use the period end as the posting date. For transactions maintained using line items are updated not on the position date, but on the costing key date. This results in erroneous trading results as regards trying to calculate a daily trading result.

Requirements

Output

Example






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