1. Preface

1.1 Introduction

This manual is designed to help acquaint you with the Exchange Traded Derivatives module of Oracle FLEXCUBE.

The manual provides an overview to the module and takes you through the various steps involved in maintaining instruments, portfolios, and deals. It also explains how to track life-cycle events of holdings in your own, or in your customer’s portfolio.

1.2 Audience

This manual is intended for the following User/User Roles:

Role Function
Back office data entry Clerks Input functions for deals/queries
Back office Managers/Officers Authorization functions/queries
Product Managers Product definition and authorization
End of Day Operators Processing during End of Day/ beginning of day
Financial Controller / Product Managers Generation of queries/reports

1.3 Documentation Accessibility

For information about Oracle's commitment to accessibility, visit the Oracle Accessibility Program website at http://www.oracle.com/pls/topic/lookup?ctx=acc&id=docacc.

1.4 Abbreviations

Abbreviation Description
ETD Exchange Traded Deriva­tive
ET Exchange Traded
LQ Liquidation type of deal
LS Long Short deal type
CM Clearing Member
EOD End of Day

1.5 Organization

This manual is organized into the following chapters:

Chapter Description
Chapter 1 About this Manual gives information on the intended audience. It also lists the various chapters covered in this User Manual.
Chapter 2 Exchange Traded Derivatives - An Overview gives a snapshot of the fea­tures that the module provides.
Chapter 3 Underlying Asset Definition details the procedures for defining Underlying Assets in Oracle FLEXCUBE.
Chapter 4 Creating Instrument Products explains how to set up ET instruments as products in Oracle FLEXCUBE.
Chapter 5 Defining ET Instruments explains how you can define instruments.
Chapter 6 Creating Portfolio products and Portfolios describes how you can set-up portfolio products for the ETD module. It also explains how you can create individual portfolios for your bank and your bank’s customers.
Chapter 7 Defining Deal Products explains the features unique to the Deal product.
Chapter 8 General Maintenance explains the necessity of maintaining the following: Instrument Prices, Commodity Price, Price Codes, Broker Accounts, Bro­ker Schemes
Chapter 9 Automatic Daily Processing
Chapter 10 Annexure A – Event-wise Accounting Entries for your Own Portfolio
Chapter 11 Annexure B - Advice tags and their descriptions
Chapter 8 Processing an ET Deal discusses how you can process Long/Short and Liquidation type of deals. It also explains how you can match deals for your bank’s own portfolios.
Chapter 10 Automatic Daily Processing discusses the End of Day processes that are carried out during the life-cycle of an ETD contract. In addition, you will also find samples of accounting entries that will be posted during the batch pro­cessing programs for Futures as well as Options.
Chapter 11 Annexure A provides a list of suggested event-wise accounting entries for your bank’s as well as your customer portfolios.
Chapter 12 Annexure B contains a list of all the advice tags that will be shipped along with the module.

 

1.6 Related Documents

1.7 Glossary of Icons

This User Manual may refer to all or some of the following icons.

Icons Function
  Exit
  Add row
  Delete row
  Option List

1.8 Related Documents