Contents
1. Preface
1.1 Introduction
1.2 Audience
1.3 Documentation Accessibility
1.4 Organization
1.5 Related Documents
1.6 Glossary of Icons
2. An Overview of the Foreign Exchange Module
2.1 Introduction
2.2 Setting up the System
2.3 Organizing Foreign Exchange Deals
2.4 Specifying the Brokerage
2.5 Defining Tax
2.6 Tracking Limits
2.7 Settling FX Contracts
2.8 Retrieving Information Relating to FX deals
3. Maintaining Data Specific to the FX Module
3.1 Static Data
3.1.1 Static Data specific to the FX module
3.2 Branch Parameters
3.2.1 Maintaining Branch Parameters
3.2.2 Maintaining CLS preferences for the branch
3.2.3 Specifying UDF Values
3.3 Forward Rates
3.3.1 Maintaining Forward Rates
3.3.2 Maintaining forward Rates for Currency Pairs
3.4 Discounting Rates
3.4.1 Maintaining Discounting Rates
3.4.2 Specifying UDF Values
3.4.3 Querying Discount Rates
3.4.4 Querying Based on Tenor
3.5 Netting
3.5.1 Netting Details
3.5.2 Maintaining Netting Details
3.5.3 Specifying UDF Values
3.5.4 Maintaining FX Risk Netting Details
3.5.5 Specifying UDF Values
3.6 Confirmation Rule Maintenance
3.6.1 Invoking Confirmation Rule Maintenance Screen
3.6.2 Viewing Confirmation Rule Maintenance Details
3.6.3 Processing FX Confirmation Message Intraday Batch
3.7 Confirmation Message Matching
3.7.1 Invoking Confirmation Message Matching Screen
3.7.2 View Message Button
3.7.3 View Match Details Button
3.7.4 Contract Button
3.7.5 View Message Button
3.7.6 Viewing Confirmation Message Matching Details
3.7.7 Processing of Partially Matched /Unmatched Messages
4. Defining Attributes specific to FX Products
4.1 Introduction
4.2 FX Products
4.2.1 Invoking FX Product Definition Screen
4.2.2 Preferences Tab
4.2.3 Additional Tab
4.3 Product Combinations
4.3.1 Maintaining Product Combinations
4.3.2 Creating a Product Combination
4.3.3 Maintaining Product Category Details for Internal Swap Transactions
5. Beginning of Day Operations
5.1 Introduction
5.2 Forward Rates
5.2.1 Discounting Rates
5.3 Automatic Liquidation of a Contract
5.3.1 A description of the function
5.4 Automatic Rollover of a Contract
5.4.1 A Description of the Function/Procedures
5.4.2 Retrieving Information
6. Contract Processing
6.1 Introduction
6.2 FX Deal
6.2.1 Entering an FX Deal
6.2.2 Invoking Foreign Exchange Contract Input Screen
6.2.3 Main Tab
6.2.4 Specifying the ‘Rollover instructions’ Tab Details
6.2.5 Specifying the ‘Netting’ Tab Details
6.2.6 Process of updating of Limit Tracking options
6.2.7 Manual Netting
6.2.8 Automatic and Manual FX Netting Batch
6.2.9 Capturing the ‘Revaluation Details Tab’ Details
6.2.10 Specifying ‘Non-Deliverable Forward’ Tab Details
6.2.11 Saving the Contract You Entered
6.2.12 Processing a Contract Involving a Product Combination
6.2.13 FX Contracts Processing with Netted Limits Tracking
6.2.14 Upload
6.2.15 Amendment of Uploaded Deals
6.2.16 Indicating the Option Period and the Rate
6.2.17 Viewing Event details
6.2.18 Suppressing or Prioritizing Advices
6.2.19 Brokerage Details
6.2.20 Settlement Details
6.2.21 Viewing FX Linkage Details
6.3 Operations on a Contract
6.3.1 Amending deal details
6.3.2 Uploading the contracts for amendment
6.3.3 Identifying Financial and Non-Financial fields for Amendment
6.3.4 Reversing and Rebooking a Contract
6.3.5 Copying contract details
6.3.6 Viewing different versions of the contract
6.3.7 Deleting a contract
6.3.8 Reversing a contract
6.3.9 Putting a Contract on ‘Hold’
6.3.10 Multilevel Authorization of a Contract
6.3.11 Authorizing a Contract
6.3.12 Authorizing Bulk FX contracts
6.3.13 Authorizing the Contracts
6.3.14 Viewing the Errors
6.3.15 Viewing the Settlement Details
6.3.16 Viewing the Details of the Contract
6.3.17 Rolling Over a Contract Manually
6.3.18 Registering the Confirmation for a Contract
6.3.19 Liquidating a contract manually
6.4 The Liquidation and Cancellation Function
6.4.1 Authorizing FX Payment Details
6.5 Reassign Contract
6.5.1 Reassigning a Contract to Another User
6.5.2 Viewing FX Payment Details
6.5.3 Viewing FX Contract
6.6 Online Querying for FX positions
6.6.1 Viewing the details of the individual deals that contribute to the position
6.7 FX Affirmation Input
6.7.1 Invoking FX Affirmation Input Screen
6.8 Internal Swap Transactions
6.8.1 Defining Internal Swap Transactions
6.8.2 Validations for Internal Swap Transactions
6.8.3 Processing Internal Swap Transactions
6.9 Processing Linked FX Contracts
7. Continuous Linked Settlements (CLS)
7.1 Introduction
7.2 CLS Preferences
7.2.1 Maintaining CLS Preferences for the Branch
7.2.2 Allowing a Currency to be Settled Inside CLS
7.2.3 Identifying the customer as a CLS Participant and maintaining currency restrictions
7.2.4 Maintaining CLS currency preferences for the branch
7.2.5 Specifying UDF Values
7.2.6 Maintaining Holidays for CLS Bank
7.2.7 Specifying UDF Values
7.2.8 Maintaining the participant type for CLS customers
7.2.9 Specifying UDF Values
7.2.10 Maintaining Settlement Instructions for CLS Deals
7.2.11 Maintaining Alert Preferences for CLS deals
7.2.12 Specifying UDF Values
7.3 CLS deal
7.3.1 Processing a CLS deal
7.3.2 Checking the CLS Eligibility of an FX deal
7.3.3 Processing a CLS deal as a non-CLS deal
7.3.4 Processing a CLS deal
7.3.5 Message Generation for CLS deals
8. FX Advices and Messages
8.1 Introduction
8.2 Advices
8.2.1 FX Deal Confirmation message
8.2.2 Contract deal slip
8.2.3 Contract brokerage advice
8.2.4 FX Swap Confirmation Advice
8.2.5 Contract amendment advice
8.2.6 Roll-over advice
8.2.7 Reversal advice
8.2.8 Advice of Cancellation (MT292)
8.3 Messages
8.3.1 Generating Payment Messages
8.3.2 Generating Receive Messages
8.3.3 Generating User Ref. No. in Messages
8.3.4 Generating Cancellation Request Messages
9. Annexure A - Accounting Entries and Advices
9.1 Accounting entries for Foreign Exchange
9.2 FX Events
9.3 Amount Tags
9.4 Accounting Roles
9.5 Event-wise Accounting Entries and Advices
9.5.1 BOOK: Booking an FX contract
10. Glossary
10.1 Important Terms
11. Reports
11.1 Introduction
11.2 FX Maturity Analysis Report
11.3 Currency Forward Rates Report
11.3.1 Contents of the Currency Forward Rates Report
11.4 FX Currency Analysis Report
11.4.1 Contents of the FX Currency Analysis Report
11.5 FX Tenor-wise Currency Position Report
11.5.1 Contents of the FX Tenor-wise Currency Position Report
11.6 Counterparty Unconfirmed FX Contracts Report
11.6.1 Contents of the Counterparty Unconfirmed FX Contracts Report
11.7 FX Contract Daily Activity Report
11.7.1 Contents of the FX Daily Activities Report
11.8 FX Contract Overrides Report
11.8.1 Contents of the FX Contracts Overrides Report
11.9 FX Brokerage Details Report
11.9.1 Contents of the FX Brokerage Details Report
11.10 FX Daily Exception Report - Automatic Processing
11.10.1 Contents of the FX Daily Exception Report
11.11 FX Discounting Rate Report
11.11.1 Contents of the Report
11.12 Netting Agreement Report
11.12.1 Contents of the Report
11.13 Brokerage Confirmation Journal
11.13.1 Contents of the Report
11.14 Contract Maturity Due Report
11.14.1 Contents of the Report
11.15 Fund Transfer to Foreign Exchange Netting Report
11.15.1 Contents of the Report
11.16 FX to FT Netting Report
11.16.1 Contents of the Report
11.17 Process Exception Report
11.17.1 Contents of the Report
12. Function ID Glossary