Deal subtypes are predefined for each deal type. Deal subtypes determine the cash flow direction for each deal.
| Deal Type | Deal Subtype |
|---|---|
| Bond Option (BDO) | SFLOOR: Sell Option - Put |
| Bond Option (BDO) | SCAP: Sell Option - Call |
| Bond Option (BDO) | BFLOOR: Buy Option - Put |
| Bond Option (BDO) | BCAP: Buy Option - Call |
| Bond (BOND) | BUY: Buy investment |
| Bond (BOND) | ISSUE: Issue debt |
| Bond (BOND) | SELL: Sell investment |
| Bond (BOND) | SHORT: Short Sell |
| Bond (BOND) | REPURCH: Repurchase debt |
| Current Account Balance (CA) | FUND: Funding - Interest Received |
| Current Account Balance (CA) | INVEST: Investment - Interest Paid |
| Deal Orders (DO) | Not Applicable |
| Equities (STOCK) | BUY: Buy stocks/shares |
| Equities (STOCK) | SELL: Sell stocks/shares |
| Exposures (EXP) | FIRM: Firm Exposure |
| Exposures (EXP) | INDICATIVE: Indicative Exposure |
| Forward Rate Agreements (FRA) | FUND: FRA Cap |
| Forward Rate Agreements (FRA) | INVEST: FRA Floor |
| Foreign Exchange Contracts (FX) | SPOT: FX Contract - Spot |
| Foreign Exchange Contracts (FX) | FORWARD: FX Contract - Forward |
| Foreign Exchange Options (FXO) | BUY: FX Option - Purchase |
| Foreign Exchange Options (FXO) | SELL: FX Option - Sale |
| Interaccount Transfers (IAC) | FIRM: Firm |
| Intercompany Transfers (IG) | FUND: Intercompany Funding |
| Intercompany Transfers (IG) | INVEST: Intercompany Investing |
| Interest Rate Options (IRO) | BFLOOR: Buy Option - Put |
| Interest Rate Options (IRO) | BCAP: Buy Option - Call |
| Interest Rate Options (IRO) | SFLOOR: Sell Option - Put |
| Interest Rate Options (IRO) | SCAP: Sell Option - Call |
| Interest Rate Swaps (IRS) | FUND: Funding - IRS payments |
| Interest Rate Swaps (IRS) | INVEST: Investment - IRS Receipts |
| Negotiable Securities (NI) | BUY: Purchase |
| Negotiable Securities (NI) | SELL: Sell |
| Negotiable Securities (NI) | ISSUE: Issue |
| Negotiable Securities (NI) | COVER: Cover Short Sell |
| Negotiable Securities (NI) | SHORT: Short Sell |
| Short Term Money (ONC) | FUND: Funding (Deposit) |
| Short Term Money (ONC) | INVEST: Investment (Advance) |
| Retail Term Money (RTMM) | FUND: Funding (Deposit) |
| Retail Term Money (RTMM) | INVEST: Investment (Advance) |
| Interest Rate Swaption (SWPTN) | BUY: Buy Swaption |
| Interest Rate Swaption (SWPTN) | SELL: Sell Swaption |
| Wholesale Term Money (TMM) | FUND: Funding (Deposit) |
| Wholesale Term Money (TMM) | INVEST: Investment (Advance) |
Different dates are associated with each deal type. The following table lists the date types that are available for each deal and provides a definition for each date type.
| Deal Type | Date Type |
|---|---|
| Bond Option (BDO) | Expiry: The date on which the option expires. |
| Bond Option (BDO) | Mature: The date on which the option matures. |
| Bond Option (BDO) | Premium: The date on which the premium is paid. |
| Bond Option (BDO) | Settle: The date on which the option is settled. |
| Bond Option (BDO) | Accrual: The date on which the bond coupon accrues. |
| Bond Option (BDO) | Commence: The underlying start date for the option. |
| Bond Option (BDO) | Dealt: The date on which the bond option was bought or sold. |
| Bond Option (BDO) | Reval: The date on which the bond was last revalued. |
| Bond (BOND) | Accrual: The date on which the bond coupon accrues. |
| Bond (BOND) | Commence: The underlying start date for the bond. |
| Bond (BOND) | Coupon: The date on which the coupon is paid. |
| Bond (BOND) | Dealt: The date on which the bond was bought or sold. |
| Bond (BOND) | Mature: The date on which the option matures. |
| Bond (BOND) | Reval: The date on which the bond was last revalued. |
| Current Account Balance (CA) | Accrual: The date interest accrued on the balance. |
| Current Account Balance (CA) | Balance: The date of the balance. |
| Current Account Balance (CA) | Settle: The date the balance is settled. |
| Current Account Balance (CA) | Reval: The date on which the balance was last revalued. |
| Deal Orders (DO) | Reval: The date the deal order was last revalued. |
| Equities (STOCK) | Dealt: The date the deal was entered into. |
| Equities (STOCK) | Reval: The date the deal was last revalued. |
| Equities (STOCK) | Settle: The date the deal was settled. |
| Equities (STOCK) | Declare: The date the dividend was declared. |
| Equities (STOCK) | Payment: The date the dividend was paid. |
| Exposures (EXP) | Dealt: The date the exposure was entered. |
| Exposures (EXP) | Value: The date the exposure occurred. |
| Exposures (EXP) | Reval: The date the exposure was last revalued. |
| External Sources (EXT) | Reval: The date the external source was last revalued. |
| Forward Rate Agreements (FRA) | Accrual: The date interest accrued on the principal of the forward rate agreement. |
| Forward Rate Agreements (FRA) | Commence: The underlying start date for the agreement. |
| Forward Rate Agreements (FRA) | Dealt: The date on which the forward rate agreement was entered into. |
| Forward Rate Agreements (FRA) | Mature: The date the forward rate agreement matures. |
| Forward Rate Agreements (FRA) | Rateset: The date the rate for the forward rate agreement is set. |
| Forward Rate Agreements (FRA) | Reval: The date the forward rate agreement was last revalued. |
| Forward Rate Agreements (FRA) | Settle: The date the forward rate agreement is settled. |
| Foreign Exchange Contracts (FX) | Dealt: The date on which the foreign exchange contract was entered into. |
| Foreign Exchange Contracts (FX) | Reval: The date the foreign exchange contract was last revalued. |
| Foreign Exchange Contracts (FX) | Rollpre: The date on which the original deal was rolled over or predelivered. |
| Foreign Exchange Contracts (FX) | Value: The date the foreign exchange contract is settled. |
| Foreign Exchange Options (FXO) | Accrual: The date interest accrued on the principal of the foreign exchange option. |
| Foreign Exchange Options (FXO) | Dealt: The date on which the option was bought or sold. |
| Foreign Exchange Options (FXO) | Expiry: The date on which the option expires. |
| Foreign Exchange Options (FXO) | Premium: The date on which the premium is paid. |
| Foreign Exchange Options (FXO) | Reval: The date the foreign exchange option was last revalued. |
| Foreign Exchange Options (FXO) | Settle: The date the option is settled. |
| Foreign Exchange Options (FXO) | Value: The date the foreign exchange contract was settled. |
| Interaccount Transfers (IAC) | Value: The date the interaccount transfer occurred. |
| Interaccount Transfers (IAC) | Reval: The date the account transfer was last revalued. |
| Intercompany Transfers (IG) | Accrual: The date interest accrued on the principal of the intercompany transfer. |
| Intercompany Transfers (IG) | Balance: The date of the intercompany account balance. |
| Intercompany Transfers (IG) | Commence: The underlying date of the intercompany transfer. |
| Intercompany Transfers (IG) | Dealt: The date the intercompany transfer was agreed on. |
| Intercompany Transfers (IG) | Intcomp: The date the interest is compounded. |
| Intercompany Transfers (IG) | Reval: The date the account transfer was last revalued. |
| Intercompany Transfers (IG) | Settle: The date the interest is settled for the intercompany transfer. |
| Interest Rate Options (IRO) | Accrual: The date interest accrued on the principal of the intercompany transfer. |
| Interest Rate Options (IRO) | Commence: The underlying date of the intercompany transfer. |
| Interest Rate Options (IRO) | Dealt: The date the intercompany transfer was agreed on. |
| Interest Rate Options (IRO) | Expiry: The date the option expires. |
| Interest Rate Options (IRO) | Mature: The date the option matures. |
| Interest Rate Options (IRO) | Premium: The date the premium is paid. |
| Interest Rate Options (IRO) | Reval: The date the deal was last revalued. |
| Interest Rate Options (IRO) | Settle: The date the option is settled. |
| Interest Rate Swaps (IRS) | Accrual: The date interest accrued on the principal of the interest rate swap. |
| Interest Rate Swaps (IRS) | Commence: The underlying date of the interest rate swap. |
| Interest Rate Swaps (IRS) | Dealt: The date the interest rate swap occurred. |
| Interest Rate Swaps (IRS) | Rateset: The date the rate for the swap was set. |
| Interest Rate Swaps (IRS) | Reval: The date the swap was last revalued. |
| Interest Rate Swaps (IRS) | Settle: The date the interest rate swap is settled. |
| Negotiable Securities (NI) | Accrual: The date interest accrued on the principal of the negotiable instrument. |
| Negotiable Securities (NI) | Commence: The underlying date of the negotiable instrument. |
| Negotiable Securities (NI) | Dealt: The date the negotiable instrument was bought or sold. |
| Negotiable Securities (NI) | Mature: The date the negotiable instrument matures. |
| Negotiable Securities (NI) | Reval: The date the negotiable instrument was last revalued. |
| Short Term Money (ONC) | Accrual: The date interest accrued on the principal of the short term money deal. |
| Short Term Money (ONC) | Commence: The underlying date of the short term money agreement. |
| Short Term Money (ONC) | Dealt: The date the short term money agreement was bought or sold. |
| Short Term Money (ONC) | Mature: The date the short term money agreement matures. |
| Short Term Money (ONC) | Reval: The date the amount was last revalued. |
| Short Term Money (ONC) | Settle: The date the short term money agreement is settled. |
| Retail Term Money (RTMM) | Accrual: The date interest accrued on the principal of the short term money deal. |
| Retail Term Money (RTMM) | Commence: The underlying date of the short term money agreement. |
| Retail Term Money (RTMM) | Dealt: The date the short term money agreement was bought or sold. |
| Retail Term Money (RTMM) | Forecast: The forecasted settlement date for the retail term money deal. |
| Retail Term Money (RTMM) | Rateset: The date the rate for the retail term money deal was set. |
| Retail Term Money (RTMM) | Settle: The date the retail term money deal was settled. |
| Interest Rate Swaption (SWPTN) | Accrual: The date interest accrued on the principal of the swaption. |
| Interest Rate Swaption (SWPTN) | Commence: The underlying date of the swaption. |
| Interest Rate Swaption (SWPTN) | Dealt: The date the swaption was entered into. |
| Interest Rate Swaption (SWPTN) | Expiry: The date the swaption expires. |
| Interest Rate Swaption (SWPTN) | Mature: The date the short term money agreement matures. |
| Interest Rate Swaption (SWPTN) | Premium: The date the premium is paid for the swaption. |
| Interest Rate Swaption (SWPTN) | Settle: The date the interest rate swaption is settled. |
| Interest Rate Swaption (SWPTN) | Reval: The date the interest rate option was last revalued. |
| Wholesale Term Money (TMM) | Accrual: The date interest accrued on the principal of the wholesale term money deal. |
| Wholesale Term Money (TMM) | Commence: The underlying date of the wholesale term money deal. |
| Wholesale Term Money (TMM) | Dealt: The date the wholesale term money deal was entered into. |
| Wholesale Term Money (TMM) | Mature: The date the wholesale term money deal matures. |
| Wholesale Term Money (TMM) | Rateset: The date the rate is set for the wholesale term money deal. |
| Wholesale Term Money (TMM) | Settle: The date the wholesale term money deal is settled. |
| Wholesale Term Money (TMM) | Reval: The date the amount was last revalued. |
Specific statuses are associated with each deal type. Some of these statuses are automatically assigned to deals based on the actions you take in Treasury. For example, when you enter an interest rate option deal, the initial deal status is Current. Then, when you exercise the interest rate option deal, the status is automatically changed to Exercised. Other statuses must be manually assigned to deals. For example, if an interest rate option deal expires before you exercise that option, you must manually change the deal status to Expired. The table below lists the statuses that are associated with each deal type and provides a definition of each status.
| Deal Type | Deal Status |
|---|---|
| Bond Option (BDO) | Cancelled: The deal was terminated before it matured or was exercised. |
| Bond Option (BDO) | Current: The deal is open and has not yet matured, closed, or expired. |
| Bond Option (BDO) | Exercised: The deal was exercised. |
| Bond Option (BDO) | Expired: The deal expired before it could be exercised. You must manually change the deal status to Expired. |
| Bond (BOND) | Cancelled: The deal was terminated before it matured or was exercised. |
| Bond (BOND) | Closed: The deal has closed or matured. |
| Bond (BOND) | Current: The deal is open and has not yet matured, closed, or expired. |
| Current Account Balance (CA) | Not Applicable |
| Deal Orders (DO) | Cancelled: The deal was terminated before it matured. |
| Deal Orders (DO) | Closed: The deal has matured. |
| Deal Orders (DO) | Current: The deal is open and has not yet matured, closed, or expired. |
| Deal Orders (DO) | Expired: The deal expired before it could be exercised. |
| Deal Orders (DO) | Actioned: The deal order has been filled. |
| Equities (STOCK) | Cancelled: The deal was terminated before it matured. |
| Equities (STOCK) | Closed: The deal has matured. |
| Equities (STOCK) | Current: The deal is open and has not yet matured, closed, or expired. |
| Exposures (EXP) | Current: The deal is open and has not yet matured, closed, or expired. |
| Forward Rate Agreements (FRA) | Cancelled: The deal was terminated before it matured. |
| Forward Rate Agreements (FRA) | Current: The deal is open and has not yet matured, closed, or expired. |
| Forward Rate Agreements (FRA) | Settled: The deal was settled. |
| Foreign Exchange Contracts (FX) | Cancelled: The deal was terminated before it matured. |
| Foreign Exchange Contracts (FX) | Closed: The deal has matured, rolled over, or been predelivered. |
| Foreign Exchange Contracts (FX) | Current: The deal is open and has not yet matured, closed, or expired. |
| Foreign Exchange Options (FXO) | Cancelled: The deal was terminated before it matured or expired. |
| Foreign Exchange Options (FXO) | Current: The deal is open and has not yet matured, closed, or expired. |
| Foreign Exchange Options (FXO) | Exercised: The deal was exercised. |
| Foreign Exchange Options (FXO) | Expired: The deal expired before it could be exercised. You must manually change the deal status to Expired. |
| Hedge Attributes | Current: The hedge attribute is open and has been designated as part of a hedge. You must manually change the status of the hedge attribute to current. Once you change the status of the hedge attribute to current, you cannot update the hedge attribute. |
| Hedge Attributes | Designate: The hedge attribute is open and is ready to be designated as part of a hedge. All hedge attributes are automatically set to Designate status. |
| Hedge Attributes | Cancelled: The hedge attribute was terminated before it was designated as part of a hedge. You must manually designate a hedge as cancelled. |
| Hedge Attributes | Failed: The hedge attribute is designated as part of a hedge, but that hedge filed the prospective test. You must manually change the status of the hedge to failed. |
| Hedge Attributes | Dedesignated: The hedge attribute was designated as part of a hedge, but then was removed from that hedge. |
| Hedge Attributes | Fulfilled: The hedge item fulfillment process is complete. You can change the status from Fulfilled to Current to make any final adjustments to the individual hedge item transactions. |
| Interaccount Transfers (IAC) | Not Applicable. |
| Intercompany Transfers (IG) | Not Applicable. |
| Interest Rate Options (IRO) | Cancelled: The deal was terminated before it matured or expired. |
| Interest Rate Options (IRO) | Current: The deal is open and has not yet matured, closed, or expired. |
| Interest Rate Options (IRO) | Exercised: The deal was exercised. |
| Interest Rate Options (IRO) | Expired: The deal expired before it could be exercised. You must manually change the deal status to Expired. |
| Interest Rate Swaps (IRS) | Cancelled: The deal was terminated before it matured or expired. |
| Interest Rate Swaps (IRS) | Closed: The deal has matured. |
| Interest Rate Swaps (IRS) | Current: The deal is open and has not yet matured, closed, or expired. |
| Negotiable Securities (NI) | Cancelled: The deal was terminated before it matured or expired. |
| Negotiable Securities (NI) | Closed: The deal has been sold, repurchased, or matured. |
| Negotiable Securities (NI) | Current: The deal is open and has not yet matured, closed, or expired. |
| Short Term Money (ONC) | Cancelled: The deal was terminated before it matured or expired. |
| Short Term Money (ONC) | Closed: The deal has matured. |
| Short Term Money (ONC) | Current: The deal is open and has not yet matured, closed, or expired. |
| Retail Term Money (RTMM) | Cancelled: The deal was terminated before it matured or expired. |
| Retail Term Money (RTMM) | Closed: The deal has matured. |
| Retail Term Money (RTMM) | Current: The deal is open and has not yet matured, closed, or expired. |
| Interest Rate Swaption (SWPTN) | Cancelled: The deal was terminated before it matured or expired. |
| Interest Rate Swaption (SWPTN) | Current: The deal is open and has not yet matured, closed, or expired. |
| Interest Rate Swaption (SWPTN) | Exercised: The deal was exercised. |
| Interest Rate Swaption (SWPTN) | Expired: The deal expired before it could be exercised. You must manually change the deal status to Expired. |
| Wholesale Term Money (TMM) | Cancelled: The deal was terminated before it matured or expired. |
| Wholesale Term Money (TMM) | Closed: The deal has matured. |
| Wholesale Term Money (TMM) | Current: The deal is open and has not yet matured, closed, or expired. |
| Hedge Attribute | Hedge Status |
|---|---|
| Hedge Attributes | Current: The hedge is open and available for revaluation, effectiveness testing, and accounting. You must manually change the status of the hedge to Current once you have completed designation, including attribute and relationship setup. Once you change the status of the hedge to Current, you cannot update most hedge details. |
| Hedge Attributes | Designate: The hedge is being defined and will be excluded from further processing until the status is changed to Current. |
| Hedge Attributes | Cancelled: The hedge was terminated before any processing took place. You must manually update the hedge to Cancelled. |
| Hedge Attributes | Failed: The hedge was current but failed the fulfillment process. Not enough invoices matching the forecast hedge relationship were entered during the life of the hedge. Any previously deferred gains or losses will be available for accounting during the current period once the full hedge amount is Reclassified. |
| Hedge Attributes | FailedTest: The hedge fails the Prospective Effectiveness Test, indicating that hedge accounting discontinues. It is set automatically by the system upon recording a prospective test with FAIL result. Discontinue Date becomes mandatory and is populated with the test failure date. |
| Hedge Attributes | Dedesignated: The hedge was discontinued during its life. Discontinue Date becomes mandatory when you manually change the status to Dedesignated. |
| Hedge Attributes | Fulfilled: The hedge item fulfillment process is complete. You can change the status from Fulfilled to Current to make any final adjustments to the individual hedge item transactions. |
Specific amount types and actions are associated with each deal type. The following table shows the amount types associated with each deal type and the deal actions that are associated with those amount types.
| Deal Type | Amount Type | Deal Action |
|---|---|---|
| Bond Option (BDO) | FACEVAL: The face value of the underlying bond. | Not Applicable. |
| Bond Option (BDO) | CCYREAL: The currency exchange realized gain or loss. | Gain: The bond is revalued as a realized gain. Loss: The bond is revalued as a realized loss. |
| Bond Option (BDO) | CCYUNRL: The currency exchange unrealized gain or loss. | Gain: The bond is revalued as an unrealized gain. Loss: The bond is revalued as an unrealized loss. |
| Bond Option (BDO) | REAL: The realized gain or loss. | Gain: The amount of realized gain. Loss: The amount of realized loss. |
| Bond Option (BDO) | PREMADJ: The amortized premium amount. | Pos: Post the amortized premium amount to journals. |
| Bond Option (BDO) | SETTLE: The settlement amount. | Pay: The company pays the option premium. Receive: The company receives the option premium. |
| Bond Option (BDO) | UNREAL: The unrealized gain or loss. | Gain: The amount of unrealized gain. Loss: The amount of unrealized loss. |
| Bond Option (BDO) | PREMIUM: The original premium amount. | Pay: The company pays the option premium. Receive: The company receives the option premium. |
| Bond Option (BDO) | SLDISC: Straight line discount. | POS: Post the amortized settlement amount to journals. |
| Bond Option (BDO) | SLPREM: Straight line premium. | POS: Post the amortized settlement amount to journals. |
| Bond (BOND) | COMENCE: The consideration amount of the bond. | Not Applicable. |
| Bond (BOND) | COUPON: The coupon amount of the bond. | Not Applicable. |
| Bond (BOND) | BAL_FV: The balance of the original face value of the bond. | Not Applicable. |
| Bond (BOND) | CCYAMRL: The realized currency gain or loss that has been amortized. | Gain: The realized gain. Loss: The realized loss. |
| Bond (BOND) | CCYREAL: The realized currency gain or loss. | Gain: The realized gain. Loss: The realized loss. |
| Bond (BOND) | CCYUNRL: The unrealized currency gain or loss. | Gain: The unrealized gain. Loss: The unrealized loss. |
| Bond (BOND) | CPMADJ: The straight-line adjusted coupon amount. | Pos: Post the amount to journals. Rev: Reverse the amount out of the journals after the amount has been posted. |
| Bond (BOND) | DISC: The discount amount of the bond. | Not Applicable. |
| Bond (BOND) | EFDISC: The effective amount of the bond discount. | Pos: Post the amount to journals. Rev: Reverse the amount out of the journals after the amount has been posted. |
| Bond (BOND) | EFPREM: The effective amount of the bond premium | Pos: Post the amount to journals. Rev: Reverse the amount out of the journals after the amount has been posted. |
| Bond (BOND) | INT: The interest amount accrued on the bond. | Not Applicable. |
| Bond (BOND) | INT_FV: The face value of the bond interest. | Not Applicable. |
| Bond (BOND) | PREMIUM: The premium amount of the bond. | Not Applicable. |
| Bond (BOND) | REALMTM: The realized mark to market gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Bond (BOND) | REALAMC: The realized gain or loss that has been amortized. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Bond (BOND) | SLDISC: The straight-line discount amount of the bond. | Pos: The amount is posted to journals. Rev: The amount is reversed after the amount has been posted. |
| Bond (BOND) | SLPREM: The straight-line premium amount of the bond. | Pos: Post the amount to journals. Rev: Reverse the amount out of the journals after the amount has been posted. |
| Bond (BOND) | SLUAMD: The unamortized balance of discount. | Rev: The amount is a reversal. |
| Bond (BOND) | SLUAMP: The unamortized balance of premium. | Rev: The amount is a reversal. |
| Bond (BOND) | UNREAL: The unrealized gain or loss on the bond. | Loss: The amount is a loss. Gain: The amount is a gain. |
| Bond (BOND) | TAX: The amount of withholding tax. | Not Applicable |
| Current Account Balance (CA) | BAL: Current balance amount. | Not Applicable. |
| Current Account Balance (CA) | INTADJ: Adjusted interest amount. | Pos: Post the amount to journals. |
| Current Account Balance (CA) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Current Account Balance (CA) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Current Account Balance (CA) | INTSET: Settled interest amount. | Pay: Amount is paid by company. Rec: Amount is received by company. |
| Deal Orders (DO) | Not Applicable. | Not Applicable. |
| Equities (STOCK) | COMENCE: The consideration amount of the stock/share. | Not Applicable. |
| Equities (STOCK) | COMENCE: The consideration amount of the stock/share. | Not Applicable. |
| Equities (STOCK) | DIVSET: The actual dividend amount of the stock/share. | Not Applicable. |
| Equities (STOCK) | DIVEXP: The expected dividend amount of the stock/share. | POS: The amount is posted. REV: The amount is reversed. |
| Equities (STOCK) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Equities (STOCK) | UNREAL: The unrealized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Equities (STOCK) | CCYREAL: The currency exchange realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Equities (STOCK) | CCYUNRL: The currency exchange unrealized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Exposures (EXP) | AMOUNT: The exposure amount. | Pay: Amount is paid by company. Rec: Amount is received by company. |
| Forward Rate Agreements (FRA) | FACEVAL: The notional face value of the deal principal. | Not Applicable. |
| Forward Rate Agreements (FRA) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Forward Rate Agreements (FRA) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Forward Rate Agreements (FRA) | INTADJ: Interest adjustment. | POS: Post the amortized settlement amount to journals. |
| Forward Rate Agreements (FRA) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Forward Rate Agreements (FRA) | SETTLE: The settlement amount. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Forward Rate Agreements (FRA) | UNREAL: The unrealized gain or loss amount. | Loss: The amount is a loss. Profit: The amount is a gain. |
| Foreign Exchange Contracts (FX) | BUY: The amount of foreign currency bought. | Not Applicable. |
| Foreign Exchange Contracts (FX) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Foreign Exchange Contracts (FX) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Foreign Exchange Contracts (FX) | REAL: The realized gain or loss amount. | Loss: The amount is a loss. Profit: The amount is a gain. |
| Foreign Exchange Contracts (FX) | SELL: The amount of foreign currency sold. | Not Applicable. |
| Foreign Exchange Contracts (FX) | UNREAL: The unrealized gain or loss amount. | Loss: The amount is a loss. Profit: The amount is a gain. |
| Foreign Exchange Options (FXO) | FXOBUY: The amount of foreign currency that you have the option to buy. | Not Applicable. |
| Foreign Exchange Options (FXO) | FXOSELL: The amount of foreign currency that you have the option to sell. | Not Applicable. |
| Foreign Exchange Options (FXO) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Foreign Exchange Options (FXO) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Foreign Exchange Options (FXO) | PREMIUM: The premium amount. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Foreign Exchange Options (FXO) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Foreign Exchange Options (FXO) | UNREAL: The unrealized gain or loss amount. | Loss: The amount is a loss. Profit: The amount is a gain. |
| Foreign Exchange Options (FXO) | PREMADJ: The adjusted premium amount. | Pos: The amount was posted to the general ledger. |
| Interaccount Transfers (IAC) | AMOUNT: The amount transferred. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Intercompany Transfers (IG) | BAL: The intercompany balance. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Intercompany Transfers (IG) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Intercompany Transfers (IG) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Intercompany Transfers (IG) | COMPOND: The amount of interest compounded. | Pay: The interest amount is owed to the company. Rec: The interest amount is owed by the company. |
| Intercompany Transfers (IG) | INTADJ: The adjusted interest amount. | Pos: The amount was posted to the general ledger. |
| Intercompany Transfers (IG) | INTSET: The amount of interest settled. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Intercompany Transfers (IG) | PRNFLW: The amount transferred. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Interest Rate Options (IRO) | FACEVAL: The face value amount of the option. | Not Applicable. |
| Interest Rate Options (IRO) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Interest Rate Options (IRO) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Interest Rate Options (IRO) | INTADJ: Interest adjustment. | POS: Post the amortized settlement amount to journals. |
| Interest Rate Options (IRO) | PREMADJ: The amortized premium amount. | Pos: The amount was posted to the general ledger. |
| Interest Rate Options (IRO) | PREMIUM: The premium amount. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Interest Rate Options (IRO) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Interest Rate Options (IRO) | UNREAL: The unrealized gain or loss. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Interest Rate Options (IRO) | SETTLE: The settled amount. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Interest Rate Swaps (IRS) | FACEVAL: The face value amount of the option. | Not Applicable. |
| Interest Rate Swaps (IRS) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Interest Rate Swaps (IRS) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Interest Rate Swaps (IRS) | INTADJ: The accrued interest amount. | Pos: The amount was posted to the general ledger. |
| Interest Rate Swaps (IRS) | INTSET: The amount of interest settled. | Not Applicable. |
| Interest Rate Swaps (IRS) | INITIAL: The initial principal. | Incrse: The amount is an increase. |
| Interest Rate Swaps (IRS)Interest Rate Swaps (IRS) | PRINFLW: The principal amount transferred. | Decrse: Amount is a decrease. Incrse: Amount is an increase. |
| Interest Rate Swaps (IRS) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Interest Rate Swaps (IRS) | UNREAL: The unrealized gain or loss. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Negotiable Securities (NI) | BAL_FV: The face value amount. | Not Applicable. |
| Negotiable Securities (NI) | BALCOM: The balance on the original consideration amount for the instrument. | Not Applicable. |
| Negotiable Securities (NI) | COMENCE: The underlying consideration amount of the instrument. | Not Applicable. |
| Negotiable Securities (NI) | DISCREV: The balance of the remaining unamortized discount | Not Applicable. |
| Negotiable Securities (NI) | EFFINT: The effective interest from the last accrual to the current accrual. | Pos: The amount posted to the general ledger. Rev: The amount reversed from the general ledger after the amount was posted. |
| Negotiable Securities (NI) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Negotiable Securities (NI) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Negotiable Securities (NI) | INT: The interest amount. | Not Applicable. |
| Negotiable Securities (NI) | INTL_F: The initial face value interest amount. | Not Applicable. |
| Negotiable Securities (NI) | INTADJ: The adjusted interest amount. | Pos: The amount posted to the general ledger. Rev: The amount reversed from the general ledger after the amount was posted. |
| Negotiable Securities (NI) | REAL: The realized gain or loss amount. | Loss: The amount is a loss. Profit: The amount is a gain. |
| Negotiable Securities (NI) | ORIGCOM: The original consideration amount of parcels. | Not Applicable. |
| Negotiable Securities (NI) | UNREAL: The unrealized gain or loss amount. | Loss: The amount is a loss. Profit: The amount is a gain. |
| Short Term Money (ONC) | INTADJ: The accrued interest amount. | Pos: The amount posted to the general ledger. |
| Short Term Money (ONC) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Short Term Money (ONC) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Short Term Money (ONC) | INTSET: The settled interest amount. | Compgrs: The compound gross interest. Compnet: The compound interest net of tax. Settle: The interest amount is settled. None: No interest is settled. |
| Short Term Money (ONC) | INTRFND: The settled prepaid interest refund. | Not Applicable. |
| Short Term Money (ONC) | MATURE: The amount at maturity. | Not Applicable. |
| Short Term Money (ONC) | PRINFLW: The principal amount. | Decrse: Amount is a decrease. Incrse: Amount is an increase. |
| Short Term Money (ONC) | TAX: The amount of withholding tax. | Not Applicable. |
| Retail Term Money (RTMM) | BALOUT: The current balance. | Decrse: Amount is a decrease. |
| Retail Term Money (RTMM) | CAP_FEE: The capitalized fee for the deal. | Incrse: The amount is an increase. |
| Retail Term Money (RTMM) | FACEVAL: The face value amount. | Not Applicable. |
| Retail Term Money (RTMM) | INTADJ: The adjusted interest amount. | Pos: The amount posted to the general ledger. |
| Retail Term Money (RTMM) | INTSET: The settled interest amount. | Not Applicable. |
| Retail Term Money (RTMM) | PRINFLW: The principal amount. | Incrse: Amount is an increase. Decrse: Amount is a decrease. |
| Retail Term Money (RTMM) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Retail Term Money (RTMM) | UNREAL: The unrealized gain or loss. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Retail Term Money (RTMM) | SETTLE: The settlement amount. | Incrse: Amount is an increase. Decrse: Amount is a decrease. |
| Retail Term Money (RTMM) | WRITEINT: The total amount of interest written off or on. | Not Applicable. |
| Retail Term Money (RTMM) | WRITEOFF: The amount of interest written off. | Decrse: Amount is a decrease. |
| Retail Term Money (RTMM) | WRITEON: The amount of interest written on. | Incrse: Amount is an increase. |
| Interest Rate Swaption (SWPTN) | FACEVAL: The face value amount. | Not Applicable. |
| Interest Rate Swaption (SWPTN) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Interest Rate Swaption (SWPTN) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Interest Rate Swaption (SWPTN) | INTADJ: Interest adjustment. | POS: Post the amortized settlement amount to journals. |
| Interest Rate Swaption (SWPTN) | PREMADJ: The amortized premium amount. | Pos: The amount posted to the general ledger. |
| Interest Rate Swaption (SWPTN) | PREMIUM: The premium amount. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Interest Rate Swaption (SWPTN) | SETTLE: The settlement amount. | Pay: Amount is paid by the company. Rec: Amount is received by the company. |
| Interest Rate Swaption (SWPTN) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Interest Rate Swaption (SWPTN) | UNREAL: The unrealized gain or loss. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Wholesale Term Money (TMM) | FACEVAL: The face value amount. | Not Applicable. |
| Wholesale Term Money (TMM) | CCYREAL: The realized gain or loss for the account balanced. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Wholesale Term Money (TMM) | CCYUNRL: The unrealized gain or loss for the account balanced. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Wholesale Term Money (TMM) | INITIAL: The initial principal amount of the deal. | Incrse: The amount is an increase. |
| Wholesale Term Money (TMM) | INTADJ: The accrued interest amount. | Pos: The amount posted to the general ledger. |
| Wholesale Term Money (TMM) | INTRFND: The settled prepaid interest refund. | Not Applicable. |
| Wholesale Term Money (TMM) | INTSET: The settled interest amount. | Not Applicable. |
| Wholesale Term Money (TMM) | REAL: The realized gain or loss. | Gain: The amount is a realized gain. Loss: The amount is a realized loss. |
| Wholesale Term Money (TMM) | UNREAL: The unrealized gain or loss. | Gain: The amount is an unrealized gain. Loss: The amount is an unrealized loss. |
| Wholesale Term Money (TMM) | PRINFLW: The principal amount. | Incrse: Amount is an increase to the principal. Decrse: Amount is a decrease to the principal. |
| Wholesale Term Money (TMM) | TAX: The amount of withholding tax. | Not Applicable |
Deal pricing models are predefined for each deal type. You can define new pricing models for any deal type that has a Fair Value pricing model.
| Deal Type | Deal Pricing Model |
|---|---|
| Bond Option (BDO) | Fair Value: User entered fair value. No Revaluation |
| Bond (BOND) | Fair Value: User entered fair value. Market: Calculates the value of the bond using the revaluation rate. (Revaluation Rate/100) * Face value of deal. No Revaluation |
| Current Account Balance (CA) | Face Value: Balance. No Revaluation |
| Deal Orders (DO) | No Revaluation |
| Equities (STOCK) | Fair Value: User entered fair value. Market: Calculates the value of the bond using the revaluation rate. No Revaluation |
| Exposures (EXP) | No Revaluation |
| Forward Rate Agreements (FRA) | Fair Value: User entered fair value. FRA Discount: Present value of the deal using the contract and implied forward/settlement rate. Note that this pricing model is used for FRA deals priced in Australia or New Zealand dollars. FRA Yield: Present value of the deal using the contract and the implied forward/settlement rate. No Revaluation |
| Foreign Exchange Contracts (FX) | Fair Value: User entered fair value. Market-Deal: Compares the current market rate to the transaction rate. GL-Deal: Compares the GL daily exchange rate to the transaction rate. No Revaluation |
| Foreign Exchange Options (FXO) | Fair Value: User entered value. Garman Kohlhagen (Modified Black-Scholes) (Hull, John C. Options, Futures, and Other Derivatives. 3rd ed. Prentice Hall, 1997): No Revaluation |
| Interaccount Transfers (IAC) | No Revaluation |
| Intercompany Transfers (IG) | Face Value: Balance of deal. No Revaluation |
| Interest Rate Options (IRO) | Fair Value: User entered fair value. Black (Black-76) (Hull, John C. Options, Futures, and Other Derivatives. 3rd ed. Prentice Hall, 1997) No Revaluation |
| Interest Rate Swaps (IRS) | Fair Value: User entered fair value. Discounted: Calculates the net present value of the deal using the discount rates from the yield curve. No Revaluation |
| Negotiable Securities (NI) | Fair Value: User entered fair value. Discount: Calculates the value of the deal using the current market discount rates from the yield curve. Note that effective interest is deducted from calculated gain or loss. No Revaluation |
| Short Term Money (ONC) | Face Value: Balance of the deal. No Revaluation |
| Retail Term Money (RTMM) | No Revaluation |
| Interest Rate Swaption (SWPTN) | Fair Value: User entered fair value. No Revaluation |
| Wholesale Term Money (TMM) | Discounted Cashflow: Calculates the net present value of all future cash flows including principal changes and coupon payments adjusted by the current accrual balance. Fair Value: User entered fair value. No Revaluation |