Skip Headers

Oracle Treasury User Guide
Release 12.1
Part Number E13426-04
Go to Table of Contents
Contents
Go to previous page
Previous
Go to next page
Next

Inquiries and Reports

Inquiries

This section describes how to use the View windows to query your deal, limit, and system information in Treasury.

Performing Inquiries

Use the View windows to query information about your deals, limits, positions, and system.

To perform an inquiry

  1. Navigate to an available view window.

  2. Query the specific record that you want to view. If you want to view a summary list of records, enter a generic query. Any records that match your criteria and that you are authorized to view appear in the View window.

  3. Close the window to exit the View window.

Available Inquiries

The following is a list of the available view windows on which you can perform inquires:

Inquiry Window Description
Review Deals Use this window to view multiple deals that meet your specified criteria, such as deal type, deal subtype, product type, or dealer.
If you want to view the deal details for one of the deals, you can select the deal in the Review Deals window and choose the Deal Details button. The View Deal Details window appears, listing the complete details for the selected deal.
View Bill/Bond Issue Numbers Use this window to see the bill/bond issue numbers you set up.
View Bill/Bond Issues Use this window to see the various fixed income securities you set up.
View Bond Options See: Viewing Bond Options
View Brokerage Schedule and Details Use this window to view your various brokerage schedules and rates.
View Company Profiles Use this window to view the profile details for your companies.
View Counterparty Profiles Use this window to view the profile details for your counterparties.
View Currency Holiday Rules Use this window to view the holiday schedule you defined for a particular currency.
View Deal Confirmation Groups Use this window to view the deal confirmation actions for a deal confirmation group.
View Deal Details Use this window to view the deal details for a single deal.
View Deal Linking Codes See: Viewing Linked Deals
View Deal Orders See: Viewing Deal Orders
View Default Settlement Accounts Use this window to view the default accounts that you have set up for your settlements.
View Discounted Securities See: Viewing Discounted Securities
View Exposure Transactions See: Viewing Exposure Transactions
View Fixed Income Securities See: Viewing Fixed Income Securities
View Forward Rate Agreements See: Viewing FRAs
View Intercompany Funding See: Viewing Intercompany Funding Deals.
View Interest Rate Options See: Viewing Interest Rate Options
View Interest Rate Swaps See: Viewing Interest Rate Swaps
View Interest Rate Swaptions See: Viewing Interest Rate Swaptions
View Limit Exceptions See: Viewing Limit Exceptions.
View Limit Utilizations See: Viewing Limit Utilizations.
View Limits Use this window to view the details for your limits.
View Limits Notifications See: Viewing Limits Notifications.
View Options See: Viewing Bond Options, Viewing Interest Rate Options, or Viewing Interest Rate Swaptions.
View Payment Schedules Use this window to view the payment schedules you have set up for your retail term money deals.
View Retail Transaction Rates Use this window to view the various rates you set up for your retail term money transactions.
View Quick Deals See: Viewing Quick Deals
View Retail Term Money See: Viewing Retail Term Money Deals
View Rollover History See: Viewing the Rollover History of Foreign Exchange Deals
View Short Term Money See: Viewing Short Term Money Deals
View Spot and Forward Deals See: Viewing Spot and Forward Deal Details
View Tax Schedule and Details Use this window to view your various tax schedules and rates.
View Wholesale Term Money See: Viewing Wholesale Term Money Deals

Reports and Programs

You can use concurrent processes to produce reports on your Treasury activities or launch programs.

The Treasury reports are divided into the following report and program types.

Automatic Reports

You can run the following reports from windows in Treasury.

You generate reports or listings of your data by submitting single requests or request sets from the Request Set window. Once you submit a request you can continue working in Treasury as the concurrent request manager processes your request in the background. You can use the Requests window to monitor the progress of your concurrent requests, or to cancel requests before they are completely processed.

Submitting Requests

To submit a standard request or request set from the Submit Request window.

  1. In the Submit a New Request window choose Request or Request Set. Press OK to go to the Submit Requests window.

  2. Enter the name of the request or request set that you want to submit.

  3. If the request or request set has parameters, enter the parameters in the Parameters window. Choose OK to save the parameters.

  4. Choose Submit. You can review the status of your request in the Concurrent Requests Summary or the Requests window.

    If your request has output, you can see detailed information on that output in the Selected Report heading section of the request description or in the Common Report Headings section, see: Common Report Headings.

Cancelling Requests

To cancel a request

  1. In the Concurrent Requests Summary window, query the concurrent request number for your request.

  2. Select your request and choose the Cancel Request button.

Monitoring Requests

To monitor the status of a request

Defining Request Sets

From the Submit Request window, you can submit a single request or run several reports as a group. To run several reports as a group, you must define a request set.

See Also

Defining Request Sets (Oracle E-Business Suite User's Guide)

Submitting a Request (Oracle E-Business Suite User's Guide)

Submitting a Request Set (Oracle E-Business Suite User's Guide)

Overview of Reports and Programs (Oracle E-Business Suite User's Guide)

Changing Request Options (Oracle E-Business Suite User's Guide)

Common Report Parameters

The following is a list of the common Treasury report parameters.

Company: Your organization.

Counterparty: The other organization or party with whom the deal is being transacted.

Currency: The country-specific monetary unit of the transaction.

Deal Subtype: A sub type or category of a specific deal type. Examples might include: sell, issue, buy cap, buy floor, sell floor, and so on

Deal Type: The type of financial deal; for example, bond, exposure, options, FRA, and so on.

Exposures: Any cash flow, actual or indicative, which is not the result of a treasury transaction. This includes cash flows from accounts payable and accounts receivable.

Factor: The factor that you want to use to display your report values. You can select unit, thousand, million, or billion.

Period From: Beginning date of the time period in which you are interested.

Period To: Ending date of the time period in which you are interested.

Portfolio: A user-defined category used to group deals according to accounting, reporting or trading strategies.

Product Type: A user-defined category to sub sort a deal type. You use product types to distinguish between market instruments that are the same except for their marketability due to risk factors. There can be more than one product type per deal type. Examples of product types might include: bank bill, commercial bills, and promissory notes.

Rate: The interest rate, or the foreign exchange rate, of the deal.

Common Report Headings

The report headings at the tope of each report provide general information about the contents of your report or listing, such as the name of your ledger, the report title, the date and time you ran your report, and the page number.

In addition to this information, the first page of the report lists the parameters you specified when you submitted the report request.

Amount Type: The purpose that the money will be used for. Every amount in a transaction has a type, for example, face value, option, premium, accrual, and so on. The amount types can be found in the Deal Types/Product Types/Deal Subtypes window.

Company: Your organization.

Counterparty: The other party with whom the deal is being transacted.

Currency: The country-specific monetary unit of the transaction.

Deal Ref: The identification number of the deal, assigned automatically. You can see the Deal Ref in the deal input window.

Deal Subtype: A sub type or category of a specific deal type. Examples might include: sell, issue, buy cap, buy floor, sell floor, and so on

Deal Type: The type of financial deal; for example, bond, exposure, options, FRA, and so on.

Exposures: Any cash flow, actual or indicative, which is not the result of a treasury transaction. This includes cash flows from accounts payable and accounts receivable.

Maturity: The date that the deal matures, finishes, or comes due.

Period From: Beginning date of the time period in which you are interested.

Period To: Ending date of the time period in which you are interested.

Portfolio: A user-defined category used to group deals according to accounting, reporting or trading strategies.

Product Type: A user-defined category to sub sort a deal type. You use product types to distinguish between market instruments that are the same except for their marketability due to risk factors. There can be more than one product type per deal type. Examples of product types might include: bank bill, commercial bills, and promissory notes.

Rate: The interest rate, or the foreign exchange rate, of the deal.

Administration Reports and Programs

Treasury provides various administration reports and programs. Use these reports and programs to perform tasks such as viewing events and transactions, importing deal data, and uploading bank balances.

Audit Report

Use this report to view a history of events.

Event Group: The group of events that you want to audit.

Audit Date From: The beginning date for the time period which you want to audit the event.

Audit Date To: The ending date for the time period which you want to audit the event.

Audit Summary Report

Use this report to view a history of your changed transactions.

Event Type: The event type that you want to audit.

Transaction Reference: The reference number of the transaction you want to audit. If you want to audit every transaction, leave this field blank.

Column Changed: The name of the column that was changed.

Updated From: The ending date for the time period which you want to produce the report.

Updated To: The beginning date for the time period which you want to produce the report.

Average FX Rates Report

Use this report to view a history of the average foreign exchange rates your company receives for its authorized currency combinations, currency groups, or for a specific currency combination.

This report lists the total cash value of and the average rates for the buy and sell portions of your deals for each currency combination. It also lists the overall average rate for your currency combinations. If you want a more detailed report, you can choose to include a list of the transactions used to calculate these rates for each currency combination.

Selected Report Parameters

Ledger Currency: The ledger currency for which you want to view average rates. If you want to view the average rates for every currency combination, leave this field empty.

Contra Currency: The contra currency for which you want to view average rates. If you want to view the average rates for every currency combinations, or if you want to view the average rates for a particular currency group (for example, the average rates for all deals with a reference currency of GBP), then leave this field empty.

Reference Date From: The beginning of the time period for which you want an average foreign exchange rate report. This date must be earlier than the current system date.

Reference Date To: The ending of the time period for which you want an average foreign exchange rate report.

Show Contracts: If you want to display the transactions used to calculate the average rates for each currency combination, select Yes. If you do not want to view the deal details, select No.

Date Type: The date you want to use to calculate your average rates. You can choose either the maturity date, which is the rate on the date the deal matures, or the deal date, which is the market rate the date the deal occurred.

Selected Report Headings

Currency Combination: The currency combination that the report covers.

Buy Currency: The buy currency of the currency combination.

Buy Amount: The total amount of currency bought in your reporting currency.

Sell Amount: The total amount of currency sold in your reporting currency.

Average Buy Rate: The average rate at which you bought the currency.

Sell Base Amount: The amount of ledger currency sold.

Buy Contra Amount: The amount of contra currency bought.

Average Sell Rate: The average rate at which you sold the currency.

Calculate Revaluations

Use this program to calculate the revaluations for a accounting batch. For more information on how revaluations are calculated, see: Revaluations.

Selected Report Parameters

Batch ID: The ID of the accounting batch that you want to calculate revaluations for.

Cancelled Transactions Summary Report

Use this report to view a list of your cancelled deals and transactions. You can create a cancelled transactions report for a particular deal or you can create a report on a specified deal type or user.

The report lists the deal type and number of each cancelled transaction, the person who cancelled it, and the dates the transaction was created and cancelled.

Selected Report Parameters

Cancelled By: Who cancelled the transaction. If you want to view a list of all cancelled transactions for the time period, leave this field empty.

Cancelled Date From: The beginning of the time period during which transactions were cancelled.

Cancelled Date To: The ending of the time period during which transactions that were cancelled.

Selected Report Headings

Cancelled On: The date the transaction was cancelled.

Cancelled By: The user who cancelled the transaction.

Created On: The date the transaction was created.

Created By: The user who created the transaction.

Cancelled Date: The date the transaction was cancelled.

Type: The deal type of the cancelled transaction.

Trans Ref: The transaction number.

Clear Journals

Use this program to clear journals that you created in the Daily Journals window. Once you run the program to generate daily journals, you can clear the journals using this program and then regenerate.

Program Parameters

Company: The company that you want to clear journal entries for.

Batch ID From: The starting batch ID number.

Batch ID To: The ending batch ID number.

EFC - Listing of Companies by Ledger

Use this report to generate a list of all of the companies in Treasury by ledger. There are no parameters for this report.

EFC - Treasury Verification Report

Use this report to verify the journal entries that were generated in Treasury for a specific ledger.

Selected Report Parameters

Journal Date (Low): The earliest date for which you want to view journal entries.

Journal Date (High): The latest date for which you want to view journal entries.

Generate Accruals

Use this program to generate accruals for an accounting batch. For more information on generating accruals, see: Accruals and Amortizations.

Import Deal Data

Use this program to import deal data from the XTR_DEALS_INTERFACE table into Treasury. When you import deals, you can choose to use or to override deal limits when the deals are created. Once the deals are imported into Treasury, the resulting report lists the total number of deals, by deal type, that were imported. It also lists the deals that were imported successfully and unsuccessfully imported, and, if necessary, lists the reasons why a deal was unsuccessfully imported.

To use this program you must have already imported deal data from a third party application into the XTR_DEALS_INTERFACE table. For more information, see: XTR_DEALS_INTERFACE.

Selected Program Parameters

Company: The company for the deal.

Deal Type: The type of financial deal.

External Deal ID From: The lowest range of ID that you want to import into Treasury.

External Deal ID To: The highest range of ID that you want to import into Treasury.

Load Status: Choose the status of the deals that you want to load into Treasury.

Import Deal Data Log File

Use the Import Deal Data concurrent program log file to view details of the deals that were imported or rejected. The log file is produced during deal import and you can review it once the import is completed. There are no parameters for this report.

The log file lists the details of the individual deals that were successfully or unsuccessfully imported.

Selected Headings

Details of Successful Transfers

Deal Type: The financial deal type of the deal being imported.

Number: The reference number for the deal.

Subtype: The subtype for the deal.

Product: The product for the deal.

Company: The company for the deal.

Counterparty: The counterparty for the deal.

Currency: The currency for the deal.

Amount: The amount of the deal.

Details of Unsuccessful Transfers

Deal Type: The financial deal type of the deal being imported.

External ID: The deal ID from the external application.

Subtype: The subtype for the deal.

Product: The product for the deal.

Company: The company for the deal.

Counterparty: The counterparty for the deal.

Currency: The currency for the deal.

Amount: The amount of the deal.

Limit Exceptions Log Report

Use this report to view a list of all deals and transactions where you exceeded a limit.

This report lists the limit, the dealer who exceeded the limit, and a description of the limit exception.

Selected Report Parameters

Limit Code: Enter the global limit for which you want to review limit exceptions, or leave blank to submit the report for all global limits.

From Date: The earliest date from which you want to know your limit exceptions.

Selected Report Headings

Deal Number: The number of the deal that exceeded a limit.

Limit: The limit code of the global limit.

Limit Party: The party that owns the limit that was utilized.

Amount Date: The date until which time the limit will be utilized by this deal.

Reporting Curr Amount: The amount of the limit utilized for this deal, in the reporting currency.

Limit Amount: The amount of the limit.

Dealer: The person who made the deal that exceeded a limit.

Description of Exception: The currency, the country, other details.

Loan Securities Report

Use this report to review the security offered in exchange for a loan. Examples of security are a mortgage, a negative pledge (a promise not to use your assets as security for another transaction without getting permission from the counterparty), or any other asset.

The report lists details about the security and the account manager handling the transaction. The report is sorted by counterparty and by account manager.

Selected Report Parameters

Valuer: The name of the assessor that valued the security.

Valuation Before Date: The date by which to validate (or review, or value) the security.

Valuation Amount: The minimum amount of security that you want to include in the report.

Priority Sum: The amount of the security, plus interest, plus cushion that will be repaid when the loan matures. This is the amount that the counterparty making the loan has rights to, and is usually larger than the loan amount.

Account Manager: The manager that is handling the account.

Selected Report Headings

Party Name: The counterparty offering the security in exchange for a loan.

Party Acct Mgr: The account manager handling the transaction.

Value Date: When the security is to be assessed (valued, or reviewed).

Sec Description: Description of the security, user defined.

Security Reference: An identifying number given by the governmental agency that registers the security.

Company: Your organization.

Issued By: The organization making the loan.

Valuer: The name of the assessor that valued the security.

Security Value: The assessed value of the security.

Priority Total: The amount of the security, plus interest, plus cushion that will need to be repaid when the loan matures. This is the amount that the counterparty making the loan has rights to, and is usually a portion of a larger amount.

Monthly Average Rates/Amounts Report

Use this report to calculate the average interest rate for deals in a selected time period. It is used to analyze performance of your deals.

Selected Report Parameters

Group by Deal Type: Groups your monthly average rates by deal type.

Group by Product: Groups your monthly average rates by product.

Group by Portfolio: Groups your monthly average rates by portfolio.

Show Rate/Amount: Shows your monthly average amounts or rates.

Non-Revaluation/Non-Accrual Related Journal Processing

Use this program to generate journal batches for non-revaluation/non-accrual activities for a given cutoff date. You also have the option of transferring successfully generated journal batches to the GL Interface table.

Program Parameters

Company: The company that you want to generate non-revaluation/non-accrual journal batches for.

Batch Cutoff Date: The end date of the batch.

Processing Option: The processing options for the journal batches.

Journals in Closed Period: The method to handle previously created journal entries that fall into a closed period.

Reset Floating (Benchmarked) Rates Program

Run this program to automatically reset any floating rates that are based on a benchmark rate and margin. This program only resets floating rates in Wholesale Term Money and Interest Rate Swap deals that you specified a benchmark rate and a margin for.

A benchmark rate is any interest rate that a floating rate is based on. A margin is the difference between the specified interest rate and the adjusted floating rate. Margins are expressed in basis points and can be positive or negative.

When you run the Reset Floating Benchmarked Rates program, all transactions in floating rate wholesale term money and interest rate swap deals are adjusted using the following calculation.

For example, assume that you enter an interest rate swap deal with a margin of 100, and a benchmark rate of CDOR1M. The benchmark rate details are as follows:

Rate Code Bid Price Ask Price Date Time
CDOR1M 1.96 1.96 January 9

The resulting interest periods for the deal would be as follows:

Interest Period Rate Fixing Date Start Date Maturity Date
1 January 9 January 9 February 9
2 February 9 February 9 March 9
3 March 9 March 9 April 9

When you run the Reset Floating Benchmarked Rates program, the floating rate would be adjusted as follows:

The program updates the first interest transaction for the above deal to the adjusted rate of 2.96. Subsequent transactions are also updated with the same interest rate for cash forecasting purposes. When the starting date of the second (or any subsequent) interest transaction approaches, then you must run the Reset Floating Benchmarked Rates program again.

Note: To adjust floating rates correctly, the deal's Rate Fixing Date must be the same as the benchmark rate's Date Time. For example if the Rate Fixing Date for a deal is January 9, then the Date Time for the benchmark rate must be January 9 too.

For more information on the floating rate deals that are affected, see: Wholesale Term Money and Interest Rate Swaps.

Selected Report Parameters

Reset Date Adjustment: The number of days from the Rate Reset Date that you want to search for a historical benchmark rate for each transaction in a wholesale term money or interest rate swap deal. For example, enter 7 if you want to find any benchmark rates that are up to 7 days earlier than the current system date. Enter a value of 1 or greater in this field. If you leave this field blank, the system looks for a rate where the Rate Reset Date of the transaction and the Date Time of the benchmark rate are an exact match. If there are no historical benchmark rates recorded for the dates in question, the rates will be not be adjusted.

Benchmark Rate: The interest rate that you want to use as a benchmark for resetting the floating rates in your wholesale term money or interest rate swap deals. A benchmark rate can be any interest rate that is defined in the Current System Rates window.

Reset Floating (Benchmarked) Bond Issue Rates

Run this program to automatically reset Bond Issue floating rates that are based on a benchmark rate and a margin. A benchmark rate is any interest rate that a floating rate is based on. A margin is the difference between the specified interest rate and the adjusted floating rate. Margins are expressed in basis points and can be positive or negative.

When you run the Reset Floating (Benchmarked) Bond Issue Rates program, all eligible coupon rates on the floating rate Bond Issues are adjusted using the following calculation.

The coupon amounts on the outstanding Fixed Income Security deals are also recalculated automatically at the same time.

Note: This program applies only to floating rate Bond Issues. It does not apply to fixed rate Bond Issues.

For example, assume that you buy a three-year floating rate bond that pays a semi-annual coupon based on a benchmark rate CDOR1M plus a margin of 100. The benchmark rate details are as follows:

Rate Code Bid Price Ask Price Date Time
CDOR1M 1.96 1.96 January 9

The bond coupon periods will be as follows:

Coupon Period Rate Fixing Date Maturity Date
1 January 9, Year 1 July 9, Year 1
2 July 9, Year 1 January 9, Year 2
3 January 9, Year 2 July 9, Year 2
4 July 9, Year 2 January 9, Year 3
5 January 9, Year 3 July 9, Year 3
6 July 9, Year 3 January 9, Year 4

When you run the Reset Floating (Benchmarked) Bond Issue Rates program, the coupon rate would be adjusted on January 9, Year 1 as follows:

The program updates the first bond coupon to the adjusted rate of 2.96. The coupon amount on the fixed income security deal is also simultaneously re-calculated. Subsequent coupon periods are also updated with the same interest rate for cash forecasting purposes. When the starting date of the second (or any subsequent) coupon period approaches, you must run the Reset Floating (Benchmarked) Bond Issue Rates again.

Note: To adjust floating rates correctly, the bond issue’s Rate Fixing Date must be the same as the benchmark rate’s Date Time. For example if the Rate Fixing Date for a bond issue is January 9, then the Date Time for the benchmark rate must be January 9 too.

Selected Report Parameters

Reset Date Adjustment: The number of days from the Rate Fixing Date that you want to search for a historical benchmark rate for each coupon period. For example, enter 7 if you want to find any benchmark rates that are up to 7 days earlier than the coupon’s Rate Fixing Date. Enter a value of 1 or greater in this field. If you leave this field blank, the system looks for a rate where the Rate Fixing Date of the coupon and the Date Time of the benchmark rate are an exact match. If there are no historical benchmark rates recorded for the dates in question, the rates will be not be adjusted.

Bond Issue Code: The bond issue code that you want to update.

Benchmark Rate: The interest rate that you want to use as a benchmark for resetting the floating Bond Issue rates. A benchmark rate can be any interest rate that is defined in the Current System Rates window.

Recalculate Overwritten Coupon: Subject to certain setup, users can manually overwrite the coupon amounts that are calculated by the system. If you want to exclude such coupons from a rate reset program, set this parameter to No. Otherwise, the user entered coupon amounts will be recalculated based on the new benchmark rate value and the margin.

Retrieve Payment File Confirmations

Use this program to generate a confirmation file for the payment transmission process. The program retrieves confirmation files from your bank's directory, saves the confirmation files in your local directory, and sends a transmission status notification email to the specified user.

Report Parameters

Transmission Code: The AP transmission code associated with the script that you transferred.

Record Type: Retrieve either Payables or Treasury payment confirmations.

Revaluation/Accrual Related Journal Processing

Use this program to generate journal entries for authorized revaluation/accrual batches. You also have the option of transferring successfully generated journal batches to the GL Interface table as well as transferring a specific range of previously created journal batches.

Program Parameters

Company: The company that you want to generate journal entry revaluation/accrual batches for.

Batch ID From: The starting batch ID number.

Batch ID To: The ending batch ID number.

Processing Option: The processing options for the journal batches.

Journals in Closed Periods: The method to handle previously created journal entries that fall into a closed period.

Transfer CE Bank Statement to Treasury

Use this program to transfer bank account balances from the CE Interface table to the Treasury Interface table. This program has no parameters.

Update Limit Utilizations Program

Run this program to update your limit utilizations. The program clears all existing limit utilized amounts and refreshes the amounts based on the current deals or transactions. You should run this program if you have some incorrect data and you find that the utilized amount in the Limits window and the sum of the utilized amounts in the Limit Details window are not the same. You should also run this program if you authorize a limit for use after you have entered deals. Running the program ensures that all deals are included when Treasury calculates the limit utilization.

Update Limit Weightings Program

Use this program to update your limit weightings. This program releases the limit utilized amount for all the matured deals/transactions and calculates the limit weighted amount based on the current weightings for a deal type, deal subtype, or product type. It then converts the limit weighted amount, using the latest rates, to the reporting/limit currency and updates the limit utilized amount accordingly. Typically, you run this program every night.

Update Settlement Bank Account Program

Use this program to update settlement bank accounts on the deal-related cash flows.

A settlement bank account is captured when you first create a deal. Many deals can have multiple payments or receipts associated with them for many years in the future. For example, a bond that you buy today and decide to hold until maturity may be paying coupons twice a year for the next ten years. The originally captured bank account serves as a default bank account during the settlement process. In addition, in your cash forecast, all the future-dated cash flows are also associated with this bank account. However, as you manage your banking relationships over the years you may decide to close certain bank accounts to optimize your banking structure. If that happens, use this program to redirect all future cash flows that are now associated with a closed bank account to a new bank account.

Note: This program will not change the bank account shown on the deal. It will only change bank account shown in the Settlement window. Cash flows that are already authorized for settlement are excluded by this program.

Selected Report Parameters

Party: The company or counterparty that wants to redirect the cash flows. Note that this program works not only for your own internal bank accounts but for your counterparty bank accounts as well. If you counterparty notifies you that as of a certain date they discontinue using a particular bank account and ask you to redirect all the payments in the future to another bank account, choose the counterparty name in this field.

Old Bank Account: The bank account that belongs to the selected Party and that you want to discontinue using.

New Bank Account: The bank account that belongs to the selected Party and that you want to use instead of the Old Bank Account. Note that both Old Bank Account and New Bank Account must be in the same currency.

Starting Cash Flow Date and Ending Cash Flow Date: The date range within which the cash flows will be updated with a new settlement bank account. If you leave the second date null, all the cash flow on or after the starting date will be updated.

Include Journalized Cash Flows (Yes/No): Depending on your setup, your bank accounts can be associated with different GL accounts. If you have already journalized the cash flows based on the old bank account GL account and do not want those cash flows updated, set this parameter to No to exclude such cash flows from processing.

Update Settlement Bank Account Execution Report

This report lists all updates performed by the Update Settlement Bank Account Program. It is always executed automatically after the Update Settlement Bank Account Program. In addition, you can run it on its own on the ad hoc basis.

Update Today's Average Rate Program

Use this program to update the average rate for the current date. Typically this program is run at the beginning of every day.

Upload Bank Balances

Use this program to upload a bank balance into Treasury. Bank balances are used to calculate the Cash Position in Treasury. There are no parameters for this program.

Bank Statement Programs

Treasury provides various bank statement programs. Use these programs to reconcile your bank account statements and settle transactions.

Bank Account Reconciliation Program

Use this program to automatically reconcile your bank account statements. You activate this form through the Bank Account Reconciliation window.

Selected Report Parameters

Value Date From: The beginning date of the reconciliation period.

Value Date To: The ending date of the reconciliation period.

Include Retail Term Money: Includes settlement information for your retail term money deals. If you select this option, the program may take a significant amount of extra processing time.

Bank Statement Transfer Program

Use this program to send a letter to a deal counterparty when you intend to settle a transaction on a specified day. The bank statement transfer is usually sent on the day of, or the day before, the intended settlement.

Selected Report Parameters

Source: The source of the bank statement information. You defined the source in the Import Sources window.

Creation Date: The date on which you want to send the bank statement transfer.

Data Exchange Programs

Treasury provides various data exchange programs. Data exchange programs are used to perform the electronic data feed for treasury market rates.

Market Data Sample File Loader Request Set

The Market Data Sample File Loader request set is a set of programs that you can use to load the sample market data file provided.

The Market Data Sample File Loader request set is a sample request set that is provided to show you how the electronic data feed functionality works. The request set is comprised of the following programs:

You can use this sample request set if your market data import file is similar in format to the sample market data file provided.

You can use the Market Data Sample File Loader request set to feed data (such as interest rates, foreign exchange rates, and so on) electronically from a broker into the Current System Rates window. Once the rates are fed into Treasury, they can be used to calculate whether or not a deal falls within your rate policies or to revalue your existing deals.

Market Data Load Sample File Program

The Market Data Load Sample File program works specifically with the sample file provided. Use the Load Sample File program to specify the name of the sample market data file. For information on the sample file provided, see: Market Data Transfer Sample File

Report Parameter

Market Data Import Filename: The name of the sample market data file that you want to import into Treasury.

Market Data Transfer Sample File

The market data load sample file is an example of the type of file that you can import into the Treasury interface table by calling SQL*Loader. This file works with the Market Data Load Sample File Program (sample.ctl), which can be found at the following path XTR_TOP/bin/sample.ctl. The sample file and the sample load program were developed for a specific file format. If you want to import a data file that uses a different format than the sample file, you must create your own SQL*Loader concurrent program for that format. Use the sample load program, listed below, as an example of how to create one.

$Header: sample.dat$ ,Bid,Ask,Time B 01/04/01 Govt,5.72,5.71,12/05/2000 9128273S9 Govt,100.4375,100.46875,12/05/2000 912810FH6 Govt,102.4375,102.5,12/05/2000 912810FM5 Govt,111.84375,111.875,12/05/2000 B 03/15/01 Govt,5.88,5.87,12/05/2000 B 11/29/01 Govt,5.39,5.38,12/05/2000 JPY Curncy, 111.1200028,111.199997,12/05/2000 DEM Curncy,2.22294998,2.22294998,12/05/2000 EUR Curncy,0.87919998,0.88020003,12/05/2000 GBP Curncy,1.43359995,1.4346,12/05/2000 US0001W Index,#N/A,N.A.,6.58500004,12/05/2000 US0001M Index,#N/A,N.A.,6.76875019,12/05/2000 US0003M Index,#N/A,N.A.,6.67750025,12/05/2000 DM0001W Index,#N/A,N.A.,4.82687998,12/05/2000 DM0001M Index,#N/A,N.A.,5,12/05/2000

Market Data Transfer Program

Use the Market Data Transfer program to specify how you want to transfer your market data into Treasury.

Report Parameters

Update When Date/Time Missing: Choose one of the following options.

Allow History Updates: Choose Yes if you want to allow updates to historic market data. Choose No if you do not want historic market data update.

Market Data Transfer Report

Use the Market Data Transfer report to view the results of your market data import.

Report Parameter

Report Errors Only: Choose Yes if you want to report only errors in your market data import. Choose No if you want a complete report of your market data import.

Upload FX Rates to GL

Use the Data Exchange - Upload FX Rates to GL programs to upload Treasury currency spot rates to General Ledger. The programs upload data in the Treasury XTR_SPOT_RATES table to the General Ledger GL_DAILY_RATES table.

There are two programs: Data Exchange - Upload FX Rates to GL Using Relative Dates and Data Exchange - Upload FX Rates to GL Using Absolute Dates. These programs collect spot rates from Treasury during the date range specified and populates the corresponding dates in General Ledger. The Data Exchange - Upload FX Rates to GL Using Relative Dates program specifies a date range in number of days relative to the system date. The Data Exchange - Upload FX Rates to GL Using Absolute Dates program specifies specific calendar start and end dates.

Note: The Data Exchange - Upload FX Rates to GL programs will not upload rates for currencies with the No GL Upload option enabled in the Add/Maintain Currency Details window. See: Currency Details.

Report Parameters

Data Exchange - Upload FX Rates to GL Using Relative Dates

End Date (number of days ago): The number of days before the system date for the end of date range.

Start Date (number of days ago): The number of days before the system date for the start of date range. This value must be greater than or equal to the End Date value.

Data Exchange - Upload FX Rates to GL Using Absolute Dates

Start Date: The start date for the date range.

End Date: The end date for the date range.

Both Reports

Treasury Rate Calculation: The method Treasury uses to calculate the daily rate for each currency for each day in the date range. Choose one of these options:

Market Data Side: The method Treasury uses to calculate the cross rate for each currency. Choose one of these options:

GL Rate Type: The Gl rate type to use for conversion.

Overwrite Existing GL Rates: Enter No to prevent Treasury from uploading cross rates to GL if the rate is already specified for the cross rate, conversion date, and rate type. Enter Yes to upload all cross rates and overwrite any existing cross rates in GL for that conversion date and rate type.

Hedging Reports

Treasury provides various hedging reports. Use these reports to view hedge information such as hedge positions and hedge attribute details.

Positions - Derivatives Disclosure by Hedge Type Report

Use the Positions - Derivatives Disclosure by Hedge Type report to view high-level hedge related information grouped by hedge types.

The Positions - Derivatives Disclosure by Hedge Type report is a key qualitative report that displays high-level company profile, strategy, and hedge attribute summary information to support the required quarterly Qualitative Disclosure statement as presented in a company's Notes to Consolidated Financial Statements.

The Positions - Derivatives Disclosure by Hedge Type report contains text and descriptive flexfield information from the hedge strategy and hedge attribute levels. The report is run on an as of date basis, grouped by company and hedge type.

Report Parameters

Company: The company that the hedge belongs to. If you leave the field blank, the report prints data for all companies that you have access to.

Risk Type: The risk type of the hedge.

Hedge Type: The hedge type assigned to the hedge attribute.

Hedge Objective: The objective of the hedge attribute.

Hedge Strategy: The strategy of the hedge attribute.

Hedge Status: The status of the hedge.

As of Date: The date from which you want to view your hedge information.

Report Currency: The currency that the transaction amounts are converted into.

Factor: The number of digits that you want to use to display your report values.

Positions - Derivatives Disclosure by Hedge Attribute Report

Use the Positions - Derivatives Disclosure by Hedge Attribute report to view detailed level hedge related information per hedge identification number.

The Positions - Derivatives Disclosure by Hedge Attribute report is a key qualitative report that displays detailed-level hedge attribute information per hedge number to support the required quarterly Qualitative Disclosure statement as presented in a company's Notes to Consolidated Financial Statements.

Report Parameters

Company: The company that the hedge belongs to. If you leave the field blank, the report prints data for all companies that you have access to.

Hedge Type: The hedge type assigned to the hedge attribute.

Hedge Number: The hedge identification number.

Hedge Status: The status of the hedge.

As of Date: The date from which you want to view your hedge information.

Factor: The number of digits that you want to use to display your report values.

Positions - Outstanding Hedge Instruments Report

Use the Positions - Outstanding Hedge Instruments report to view summary information for derivative and non-derivative instruments assigned to outstanding hedges, as well as any derivative not assigned to a hedge in part or in whole. You can group information by hedge type, hedge objective, or hedge strategy.

The Positions - Outstanding Hedge Instruments Report is a key qualitative report that displays information to support the required quarterly Qualitative Disclosure statement as presented in a company's Notes to Consolidated Financial Statements. You run the report at the company level on an as of date basis. The report displays all Current status derivative and non-derivative deals designated as instruments on hedges, and all other derivative deals with a Current status.

Report Parameters

Company: The company that the hedge belongs to. If you leave the field blank, the report prints data for all companies that you have access to.

Hedge Type: The hedge type assigned to the hedge attribute.

Hedge Objective: The objective of the hedge attribute.

Hedge Strategy: The strategy of the hedge attribute.

As of Date: The date from which you want to view your hedge information.

Report Currency: The currency that the transaction amounts are converted into.

Factor: The number of digits that you want to use to display your report values.

Positions - Forecast Hedge Items Fulfillment Report

Use the Positions - Forecast Hedge Items Fulfillment report to review all forecast hedges outstanding with either a Current, Fulfilled, or Failed status. The report shows the original hedge amount and the amount of the current hedge item transactions that have been fulfilled against the hedge.

You can run the Positions - Forecast Hedge Items Fulfillment report to display either summary hedge level or detail hedge item transaction information for all outstanding forecast hedges.

Report Parameters

Company: The company that the hedge belongs to. If you leave the field blank, the report prints data for all companies that you have access to.

Strategy: The strategy code of the hedge.

Hedge Number: The hedge identification number.

Status: The status of the hedge.

Show Transactions: Determines if the hedge information displayed is in summary or detail. If you select No, the hedge information is displayed in summary level only. By selecting Yes, the hedge information is displayed in both summary and detail level including individual hedge item transactions that have been fulfilled against the hedge.

Note: The report name depends on the Yes/No selection. If Yes, the report header is Forecast Hedge Items Fulfillment Details Report. If No, the report header is Forecast Hedge Items Fulfillment Summary Report.

Check Duplicates: Determines if you want the system to check all Current and Fulfilled status hedges for possible duplicate hedge item transactions that have been assigned to more than one hedge.

Hedge Currency: The currency of the hedge.

Start Date From: The beginning start date period for the hedges you want to include in the report.

Start Date To: The ending start date period for the hedges you want to include in the report.

End Date From: The beginning end date period for the hedges you want to include in the report.

End Date To: The end of the date period for the hedges you want to include in the report.

Factor: The number of digits that you want to use to display your report values.

Positions - Outstanding Receivables/Payables Report

Use the Positions - Outstanding Receivables/Payables report to review your open AR/AP hedge positions. The Positions - Outstanding Receivables/Payables report displays the same search results that can also be done online in the Find Receivables/Payables window. You can search either by using an existing criteria set or by providing basic search criteria.

Report Parameters

Search By: The search option that you want to use. You can select Advanced and use a saved criteria set or select Basic and provide information for a search.

If you select Advanced, the only parameters that are enabled are Criteria Set, Due Date From, Due Date To, and Show Transaction. If you select a basic search, all fields except Criteria Set are enabled.

Criteria Set: The existing criteria set that you want to use for your search.

Source: The source of the open positions that you want to find.

Currency: The currency of the open positions that you want to find.

Company: The company that has the open positions that you want to find.

Ledger Currency: The Ledger currency of the company that you selected in the Company field.

AP Discount: The type of discount that you want to find for your Payables supplier invoices.

Factor: The number of digits that you want to use to display your report values.

Due Date From: The beginning due date for your transactions.

Due Date To: The ending due date for your transactions.

Include Unapplied Prepayments: Determines if Unapplied Prepayments are included in the basic search.

Include Unapplied Receivables: Determines if Unapplied Receivables are included in the basic search.

Show Transactions: Determines if the transactions are displayed on the report. If you select Yes, the report output consists of three sections: Title Page, Summary View, and Transaction View. If you select No, the report output consists of two sections: Title Page and Summary View.

Intercompany Reports

Treasury provides various intercompany reports. Use these reports for interest settlements, confimation letters, and statements.

Interest Settlement Report

Use this report to view a history of interest settlement actions between your company and its intercompany parties.

Selected Report Parameters

From Date: The beginning date for which you want to view your interest settlement history.

Letters Report

Use this report to generate confirmation letters for a specified intercompany party.

Selected Report Parameters

Period From: The beginning date for which you want to generate intercompany letters.

Period To: The ending date for which you want to generate intercompany letters.

Intercompany Party: The intercompany party for which you want to generate confirmation letters.

Statements

Use this report to generate statements for your intercompany transfer transactions between your company and its intercompany parties.

This report lists the date of the transfer, account that the transfer was made to, the inter-company bank account balance, the interest rate, and the amount of settled interest.

Selected Report Parameters

Intercompany Party: The intercompany party for which you want to view transaction activity for a specified period.

Positions Reports

Treasury provides various positions reports. Use these reports to view cash flows and deal information.

Positions - Treasury Cashflows by Account Report

Use this report to view your daily cash flows by bank account. This report is one of the most basic and important forecasting tools available in Treasury. With it you can estimate when to borrow, and when to invest, to use your funds most efficiently.

The report lists the cash flows by source and total cash flow, negative or positive, sorted by currency for selected time periods. It also shows the total account balance by date. You can choose to summarize this report by day, week, or month.

Selected Report Parameters

Bank Account Number: The bank account for which you want to produce a cash flow report.

Exposure Type: The nature of an exposure. The four options are:

Include FX Option Buy/Sell: Include foreign exchange options in the cash flow report.

Include Indicative Exposure: Include indicative exposures in the cash flow report.

Summarize By: The time period by which the summary is sorted. The Day option covers each day. The Week option covers a calendar week. The Month option covers a calendar month.

Settlement Date From: The beginning of the time period that the summary covers.

Settlement Date To: The end of the time period that the summary covers.

Selected Report Headings

Curr: The currency by which the cash flows are sorted.

Date or Week/Month ending: Ending date of the time period covered by the Summary.

Net FX Cash Flows: The total cash flows from foreign exchange.

Net MM Cash Flows: The total cash flows from Money Markets, plus any premiums and settlements from synthetics (synthetics are also known as derivatives).

Net Exposure Cash Flows: The total cash flows from exposures.

Net Cash Flow: The sum of Net FX, MM, and Exposure cash flows.

Net of C/Flows: The number of cash flows included in Net Cash Flow. This value gives you an idea how busy you will be on that day.

Acct Balance: The sum of the Acct Balance of the previous row, and the Net Cash Flow of the selected row. The first row contains the opening balance in the Acct Balance column.

Positions - Treasury Cashflows by Currency Report

Use this report to view your daily cash flows by currency. This report is one of the most basic and important forecasting tools available in Treasury. With it you can estimate when to borrow, and when to invest, to use your funds most efficiently.

The report lists the cash flows by source and total cash flow, negative or positive, sorted by account. It also shows the total account balance by date. You can choose to summarize this report by day, week, or month.

Selected Report Parameters

Exposure Type: The nature of an exposure. The four options are:

Include Intra-Day Transactions: Include intra-day transactions in the cash flow report.

Include FX Option Buy/Sell: Include foreign exchange options in the cash flow report.

Summarize By: The time period by which the summary is sorted. The Day option covers each day. The Week option covers a calendar week. The Month option covers a calendar month.

Settlement Date From: The beginning of the time period that the summary covers.

Settlement Date To: The end of the time period that the summary covers.

Selected Report Headings

Curr: The currency by which the cash flows are sorted.

Date or Week/Month ending: Ending date of the time period covered by the Summary.

Net FX Cash Flows: The total cash flows from foreign exchange.

Net MM Cash Flows: The total cash flows from Money Markets, plus any premiums and settlements from synthetics (synthetics are also known as derivatives).

Net Exposure Cash Flows: The total cash flows from exposures.

Net Cash Flow: The sum of Net FX, MM, and Exposure cash flows.

Number of Cash Flows: The number of cash flows included in Net Cash Flow. This value gives you an idea how busy you will be on that day.

Acct Balance: The sum of the Acct Balance of the previous row, and the Net Cash Flow of the selected row. The first row contains the opening balance in the Acct Balance column.

Positions - Treasury Consolidated Cashflows Report

Use this report to view the consolidated cashflows for all bank accounts, currencies, and companies.

Selected Report Parameters

Include Intra-Day Transactions: Include intra-day transactions in the cash flow report.

Include FX Option Buy/Sell: Include foreign exchange options in the cash flow report.

Summarize By: The time period by which the summary is sorted. The Day option covers each day. The Week option covers a calendar week. The Month option covers a calendar month.

Settlement Date From: The beginning of the time period that the summary covers.

Settlement Date To: The end of the time period that the summary covers.

Discounted Securities Register

Use this report to view all of your discounted security deals or only the deals for a specific combination of company and counterparty.

Selected Report Parameters

Acceptor Code: The code representing the person who is responsible for paying the deal at maturity. The acceptor code is defined in the Discounted Securities window.

Issued/Purchased: Include all discounted securities in the report or include only the discounted securities issued or purchased by you.

FX Exposures Report

Use this report to view your net foreign exchange exposures, and your exposures for specific currencies.

This report lists the total amount of all foreign exchange deals and options, your foreign exchange bank account balances, the total amount of currency required to cover your cash flows including your exposures, and your net exposure.

Selected Report Parameters

Include Intercompany: Include intercompany transactions in the FX exposures report.

Interest Rate Exposures Report

Use this report to view your net interest rate exposures.

Selected Report Parameters

Fund/Investment: The type of transaction for which you want to create an interest rate exposure report.

Include Intercompany Trans: Include intercompany transactions in the interest rate exposures report.

Date From: The beginning date for the time period covered by the report.

Date To: The ending date for the time period covered by the report.

Interest Rate Hedges Report

Use this report to review your hedges against interest rate fluctuations, showing fixed versus floating interest positions. Interest rate hedges are synthetic, and are used to reduce the risk of interest rate fluctuations on your physical loans.

The report lists the hedges and shows how they are spread out for a selected time period, sorted by currency and by deal type.

Selected Report Parameters

Date From: The beginning date for the time period covered by the report This report includes hedge information only for deals that fall after this date.

Portfolio: Groups your hedge information by portfolio.

Selected Report Headings

Amount: The amount of the deal.

Date: The beginning date for the time period for which you want to view interest rate hedge information.

Date: The ending date for the time period for which you want to view interest rate hedge information.

Months: The months in which the interest rate hedges are active.

Limit Utilization Report

Use this report to identify the available amounts of your limits.

Selected Report Parameters

Limit Type: Enter the limit type for which you want to review limit utilization, or leave the the field blank to submit the report for all limit types.

Available Amount From: Enter the minimum available amount that you want Treasury to include in this report. Treasury does not display any limits that have available amounts less than the amount you enter here.

Available Amount To: Enter the maximum available amount that you want Treasury to include in this report. Treasury does not display any limits that have available amounts greater than the amount you enter here.

Limit Code: Enter the global limit for which you want to review limit utilization, or leave the field blank to submit the report for all limit types.

Selected Report Headings

Limit Party: The party whose limit was utilized.

Limit: The limit code of the global limit.

Limit Group: The type of limit.

Country: The country of the counterparty.

Currency: The currency of the limit.

Effective Date: The effective date of the limit.

Limit Amt: The amount of the limit.

Utilized: The amount of the limit that has been utilized.

Available: The amount of the limit that is available.

Maturities by Counterparty Report

Use this report to review all deals outstanding with each counterparty. This report is almost identical to the Maturities by Date report, except it is sorted by counterparty instead of date. It is often used when reviewing the positions held with a counterparty, and also for audit confirmation. You can print this report for all counterparties or for a single counterparty.

This report sorts each deal by counterparty and lists basic information about each deal including the amount, interest rate, currency, and maturity date.

Selected Report Parameters

Client: The third party on whose behalf you have transacted business. This occurs when you act as a broker.

As Principal: Money that is invested by a counterparty directly with you, as opposed to money that is handled by you for a client.

Selected Report Headings

Value Date: The date when the deal matures, or when an action is required. For example, it could refer to a coupon payment date.

Amount: The total amount of money due when the deal matures, or when an action is required.

Maturities by Date Report

Use this report to review basic information about your outstanding deals. You will probably run this report and the cash flow reports daily to see when deals will be transacted, and how much money you need to borrow or lend to use your funds most efficiently.

The report sorts each deal by maturity date and lists information about each deal including the amount, interest rate, and currency.

Selected Report Parameters

Client: The third party on whose behalf you have transacted business. This occurs when you act as a broker.

As Principal: Money that is invested by a counterparty directly with you, as opposed to money that is handled by you for a client.

Selected Report Headings

Maturity Date: The date when the deal matures, or when an action is required. For example, it could refer to a coupon payment date.

Status: The present state of a deal. It can be current, which is still open, or exercised, which is transacted.

Amount: The total amount of money due when the deal matures, or when an action is required.

Revaluations Reports

Treasury provides various reports for revaluations purposes. Use these reports to calculate fair value and currency gains and losses on your outstanding treasury transactions.

Currency Gain/Loss Revaluation Report

Use this report to get detailed information on your currency gains or losses.

Selected Report Parameters

Range of Batch IDs: The batch IDs that you want to run the report for.

Range of Dates: The range of dates that you want to run the report for.

Realized/Unrealized: Choose Realized if you want the report to display only realized gains or losses. Choose Unrealized if you want the report is display only unrealized gains or losses.

Currency: The currency that you want the report to appear in.

Primary Grouping: The item that you want to use to order the report. For the Mark to Market Revaluation Summary report, the choices are: Company Code, Revaluation Currency, Group By parameter, or Reference Number.

Factor: The monetary unit that you want to use to display the revaluations. The choices are Unit, Thousand, Million, or Billion.

Selected Report Headings

Order By: The item by which the report content is ordered. The choices are: Company Code, Revaluation Currency, Group By parameter, or Reference Number.

Reference: This column displays the bank account numbers for Current Account Balances, the swap reference number for interest rate swap deals, or the deal number for all other deals.

Deal End Date: For unrealized deals, this column displays the maturity date of the deal. For realized deals, this column displays the deals' settlement or sale date.

Buy Curr./Curr: For foreign exchange deals and options, this column displays the buy currency. For all other deals, this column displays the transaction currency.

Sell Curr: For foreign exchange deals, this column displays the sell currency. For all other deals, this column is blank.

Buy Transaction Amount: The reference amount for the deal. For foreign exchange deals and options, this is the buy currency of the deal.

Period Start: The start date of the period that the calculated gain or loss is for.

Period End: The end date of the period that the calculated gain or loss is for.

Fair Value: The fair value of the deal on the period end date for the accounting period. For deals that are not Short Term Money, Current Account Balances, Intercompany Transfers, or Wholesale Term Money, if the gain or loss is realized, then it is the fair value of the deal on the period end date; if the gain or loss is unrealized, then it is the initial fair value for the deal.

Beginning GL Rate: The GL daily exchange rate on the period start date.

Ending GL Rate: The GL daily exchange rate on the period end date.

Gain/Loss: The summarized gain or loss amount for the accounting period.

Mark to Market Revaluation Summary Report

Use this report to get detailed information on your mark to market revaluations.

Selected Report Parameters

Range of Batch IDs: The batch IDs that you want to run the report for.

Range of Dates: The range of dates that you want to run the report for.

Realized/Unrealized: Choose Realized if you want the report to display only realized gains or losses. Choose Unrealized if you want the report is display only unrealized gains or losses.

Currency: The currency that you want the report to appear in.

Primary Grouping: The item that you want to use to order the report. For the Mark to Market Revaluation Summary report, the choices are: Company Code, Revaluation Currency, Group By parameter, or Reference Number.

Factor: The monetary unit that you want to use to display the revaluations. The choices are Unit, Thousand, Million, or Billion.

Selected Report Headings

Order By: The item by which the report content is ordered. The choices are: Company Code, Revaluation Currency, Group By parameter, or Reference Number.

Reference: This column displays the bank account numbers for Current Account Balances, the swap reference number for interest rate swap deals, or the deal number for all other deals.

Deal End Date: For unrealized deals, this column displays the maturity date of the deal. For realized deals, this column displays the deals' settlement or sale date.

Buy Curr./Curr: For foreign exchange deals and options, this column displays the buy currency. For all other deals, this column displays the transaction currency.

Sell Curr: For foreign exchange deals, this column displays the sell currency. For all other deals, this column is blank.

Buy Transaction Amount: The reference amount for the deal. For foreign exchange deals and options, this is the buy currency of the deal.

Beginning Fair Value: The fair value of the deal from the previous accounting period. If this is the first time the deal is being revalued, then this column displays the initial fair value of the deal.

Ending Fair Value: The fair value of the deal on the period end date for the accounting period.

Gain/Loss: The summarized gain or loss amount for the accounting period.

Settlement Reports

Treasury provides various settlement reports. Use these reports to create and review settlement information.

Confirmation Letters Report

Use this report to create letters to counterparties confirming transactions. You can also create reports that list the confirmation letters you have created.

Use the confirmation template in setup system to format the letters.

Selected Report Parameters

Test Mode: Creates an entry in the file that prevents rerunning the letter, since there should be only one confirmation of a transaction.

Deal Number: Same as the Deal Ref, a number identifying the deal.

Transaction Number: A sub category of a deal number, identifying a transaction, which is part of a specific deal.

Confirmation Party Code: Indicates who receives the confirmation letter.

Action Type: The action that the letter confirms. For example, the letter may confirm a settlement, a rate change, and so on.

Template Type: The template associated with the action type. This controls the format of the letter, and is user defined.

Selected Report Headings

The letters are formatted according to the confirmation template, which is in the setup system window. It is user-defined.

Daily Payments/Receipts Letters Report

Use this report to generate confirmation settlement instructions to counterparties.

Selected Report Parameters

Counterparty: The counterparty that you want to send the settlement letter to.

Period From: The beginning period that you want to settle transactions for.

Daily Payments/Receipts Report

Use this report to instruct your bank to make certain payments to settle a deal. This is usually done by fax.

The report lists the instructions to debit your account and to pay the various parties for which settlement is due. It also lists the amounts your company expects from other counterparties. If a settlement is pre-authorized, this report can be printed prior to the maturity date.

Selected Report Parameters

Settlement Party: The bank to which you pay the cash to settle the deal.

Bank Account Number: The account number from which you get the cash to settle the deal.

Settlement Date: The date the payment will be made to settle the deal.

Include Previously Actioned: If the report is run more than once, this parameter prevents the inclusion of actions that were listed previously.

Journals by Date Report

Use this report to see a listing of journal entries created by Treasury. You can use this list to manually enter the journal entries into General Ledger if you do not have the General Ledger interface.

Selected Report Parameters

Deal Number: The identification number for the specific deal for which to view information

Journal Date From: The beginning journal date for which you want to create the report.

Journal Date To: The ending journal date for which you want to create the report.

Amount Type: The amount type of a transaction in the journal.

GL Account: The specific GL Account for which to view data. When you choose the list of values for this field, the Operations Accounting Flex window appears.

Status Report

Use this report to review the status of your settlements. It indicates which settlements have been authorized, and is used for control purposes.

This report lists the settlement date, currency, company account, company code, beneficiary of the settlement, deal type, deal subtype, product type and deal or transaction number that created the settlement, the settlement amount and the person who has authorized the settlement.

Selected Report Parameters

Bank Account Number: The bank account for which you want to view the settlement status.

Settlement Date From: The beginning date of the time period covered by the report.

Settlement Date To: The ending date of the time period covered by the report.

Authorized/Unauthorized: Include authorized settlements, unauthorized settlements, or all settlements.

Beneficiary: The person who will receive the settlement payment.

Term Money Reports

Treasury provides various term money reports. Use these reports to view retail term money deal information.

Calculate Retail Term Money Maturity Date Extensions

Use this program to recalculate transaction details on a retail term money deal based on payment schedule posting parameters that you have defined.

Selected Program Parameters

Deal Subtype: The retail term money deal subtype for which you are calculating transaction details.

Product Type: The retail term money product type.

Payment Schedule: The payment schedule that you want to use for recalculating transaction details.

New/Settled Retail Term Money Report

Use this report to view your current and settled retail term money deals.

This report lists the deal start date, deal number, counterparty, maturity date, principal and interest amounts due per payment, the face value amount, the initial interest rate and the payment frequency for new deals. It also lists the deal details for settled retail term money deals.

The report lists transactions by deal number or by counterparty.

Selected Report Parameters

New Deal Date From: The beginning date of the time period for which you want to view new retail term money deals. This option is not available if you select Settled in the New/Settled field.

New Deal Date To: The ending date of the time period for which you want to view new retail term money deals. This option is not available if you select Settled in the New/Settled field.

Deals Repaid Date From: The beginning date of the time period for which you want to view settled retail term money deals. This option is not available if you select New in the New/Settled field.

Deals Repaid Date To: The ending date of the time period for which you want to view settled retail term money deals. This option is not available if you select New in the New/Settled field.

New/Settled: Include new retail term money deals, settled retail term money deals, or both.

Sort By: The field by which you want to sort the report. You can select Client or Date.

P&I Amount: The total amount of principal and interest for the deal.

Face Value Amount: The face value of the deal.

Initial Interest Rate: The initial interest rate for the deal.

Payment Frequency: For new deals, the frequency of payment.

Retail Term Money Aging Report

Use this report to review overdue repayments. The report lists the total amount of payments overdue for a deal, and the overdue principal and interest. It also lists a total amount of payments overdue by product type.

The report lists aging of overdue amounts into these groupings:

Deal Number: The number of the deal that you want.

As of Date: The date from which you want to view your overdue repayments.

Sort By: The field by which you want to sort your report. You can select Client or Date.

Retail Term Money Overdues Report

Use this report to review transactions where the settlement for rollover transactions is overdue. You can order the report by client name, overdue amount, or product type.

This report lists the outstanding amount of the deal, the overdue principal and interest amounts, the most recent rollover date, and the counterparty.

Deal Number: The number of the retail term money deal for which you want a report.

Include Previously Actioned: Include overdue retail term money deals that were previously actioned in the report.

As of Date: The date from which you want to view a list of overdue retail term money transactions.

Sort By: The field by which you want to sort the report. You can select Client, Overdue amount, or Product type.

Amount: The amount of the deal.

Principal: The amount of principal that is overdue.

Interest: The amount of interest that is overdue.

Rollover Date: The most recent date that the transaction was rolled over.

Loan Type: The type of loan.

Retail Term Money Statements Report

Use this report as a statement for your retail term money deals that you can send to your counterparties. The report includes the address of the counterparty and the deal number. It starts each deal on a separate page, listing the details of each transaction. Note that this report will only generate output if you select a counterparty that contains retail term money statement data for the specified date range.

Counterparty: The counterparty that you want to include in the statement.

Amount: The initial amount of the deal.

Start Date: The date the deal occurred.

Principal: The sum of the principal settled to date for the deal.

Interest: The sum of the interest settled to date for the deal.

Settlement Amount: The amount required to settle the deal in full as of the statement date.

Summary Term Current Balances Report

Use this report to review a summary of current balances for a retail term money deal. You can choose to create the report for a range of balances or for all current retail term money balances.

The report lists basic information about the deal, such as initial deal amount, start and maturity dates, repayment amount, and the total principal repaid and interest paid. It also lists transactions for the deal according to date parameters that you specify.

Deposit/Advance: Include either deposit or advance.

Balances From: Enter the beginning date of a date range that indicates the transactions you want to include in the report.

Balances To: Enter the ending date of a date range that indicates the transactions you want to include in the report.

As of Date: The date from which you want to view.

Initial Amount: The initial amount of the deal.

Repayment: The amount required for repayment as of the report date.

Principal: The total actual amount of principal repaid as of the report date.

Interest: The total interest paid as of the report date.

Term Average Rates Report

Use this report to review for each product type, the average rate, average principal amount outstanding, and average loan amount outstanding. This report also lists the number of current deals.

You can choose to show the details of the deals used to calculate the average rates.

Deposit/Advance: The type of transaction for which you want to produce a statement.

As of Date: The date from which you want to view your term average rates.

Show Contracts: Enter Y to include the deal details including the deal numbers, counterparties, and amounts for each deal that forms part of the summarized total.

Average Rate: The average interest rate for current deals.

Average Principal: The average principal amount outstanding on current deals.

Average Loan: The average loan amount outstanding on current deals.

Term Money By Type and Product

Use this report to the review current retail term money transactions, by deal type and product. For each transaction, the report lists the start and maturity dates, the accrued interest to the As of Date, and the principal amount outstanding. It also lists the total of accrued interest and current principal for each deal type/product type combination.

You can produce the report for only transactions that exceed a specified amount, and for only those transactions with a current maturity date that is overdue.

As of Date: The date from which you want to view your term money deals.

Deposit/Advance: The type of transaction on which you want to report.

Balances From: Enter the date from which you want to view your term money deals.

Account Manager: The name of the person who is managing the transactions.

Overdue Amounts Only: Include only term money transactions with an overdue maturity date.

Interest: The accrued interest to the As At Date for the deal.

Principal: The principal amount outstanding for the deal.

Total Interest: The total of accrued interest for the deal type/product type combination.

Total Principal: The total of principal for the deal type/product type combination.