34. Reports
34.1 Introduction
All activities that are performed in the Securities module are recorded. The inputs you have made for different securities, portfolios and deals can be viewed in the form of meaningful reports as and when you may require them. The various report programs and reporting features available under the Securities module are explained in this chapter.
You can generate the following reports for the Securities module:
- Corporate Action-Coupons Tracking (Ex Date) Report
- Coupon Flipping
- Corporate Action Tracking (Ex-Date) Report
- Corporate Action Pending
- Confirmed/Unconfirmed Report
- Disposition Report
- Deal Settlement Report
- Securities with Short Positions Report
- Portfolio to Portfolio Deals Report
- Forward Profit and Loss (PnL) Accrual Report
- Securities Maturity Report
- Securities Contracts Overrides Report
- Securities Activity Report
- Backdated Deals Report
- Securities Exception Report
- Matched/Unmatched Confirmation Message Report
This chapter contains the following sections:
- Section 34.2, "Corporate Action Tracking (Coupon EXDATE)"
- Section 34.3, "Coupon Flipping"
- Section 34.4, "Securities Activity Report"
- Section 34.5, "Backdated Deals Report"
- Section 34.6, "Corporate Action Tracking (Ex-Date) Report"
- Section 34.7, "Corporate Action Pending"
- Section 34.8, "Confirmed/Unconfirmed Report"
- Section 34.9, "Security Disposition Report"
- Section 34.10, "Deal Settlement Report"
- Section 34.11, "Securities with Short Positions Report"
- Section 34.12, "Portfolio To Portfolio Deals Report"
- Section 34.13, "Matched/Unmatched Confirmation Message Report"
- Section 34.14, "Forward Profit and Loss (PnL) Accrual Report"
- Section 34.15, "Securities Maturity Report"
- Section 34.16, "Securities Contracts Overrides Report"
- Section 34.17, "Securities Exception Report"
- Section 34.18, "Securities Activity Report"
34.2 Corporate Action Tracking (Coupon EXDATE)
To generate the Corporate Action Tracking (Coupon EXDATE) report, invoke the related screen by typing ‘SERCPDUE’ in the field at the top right corner of the Application tool bar and clicking on the adjoining arrow button.
You may set the following options for report generation in the above screen:
All Branches/Specific Branch
You can either choose to view in the report all corporate action records of the securities in all the branches or in a specific branch.
If you choose ‘Specific Branch’, specify the branch in the field below it.
Report From and Report To Dates
You can specify here the from and to dates for the report. The report displays all the corporate action records of the securities between those dates.
34.2.1 Contents of Report
The contents of this report are discussed under the following heads:
Header
The Header carries the title of the report, information on the branch name, branch code, branch date, the Date & Time, the User ID of the user, the page number of the report and the module for which the report is generated.
Body of the Report
This report contains details of:
Field Name |
Field Description |
Branch Code |
This shows the Branch Code of the branch for which the report is generated. |
Portfolio ID |
This is the Portfolio ID |
Portfolio Description |
A brief description of the portfolio |
Security Id |
This identifies the security involved |
Security Description |
A description of the security involved |
Interest Component |
Specifies the interest component involved |
Record Date |
Date of creation of the record |
Counterparty Details |
Specifies the details of the counterparty |
Issuer Currency Security Currency |
Currency of the issuer and of security |
Basis Quantity |
Specifies the basis quantity of the security involved |
Interest Rate |
Specifies the rate of interest charged |
No of Days |
Number of days |
Interest Amount |
Specifies the Interest Amount calculated |
Portfolio Total |
Specifies the total number of portfolios held |
34.3 Coupon Flipping
The Coupon Flipping report gives the details of the previous coupon and the next coupon for a particular security.
To generate the Coupon Flipping report, invoke the related screen by typing ‘SERCPFLP’ in the field at the top right corner of the Application tool bar and then clicking on the adjoining arrow button.
You may specify the Coupon Event Date in the above screen. Once this is set, the report will display the previous coupon details and next coupon details based on the event date.
34.3.1 Report Options
You may specify the following option before you generate the report:
- Event Date
34.3.2 Contents of Report
The contents of this report are discussed under the following heads:
Header
The Header carries the title of the report, information on the branch name, branch code, branch date, the Date & Time, the User ID of the user, the page number of the report and the module for which the report is generated.
Body of the Report
This report contains details of:
Field Name |
Field Description |
Internal Action ID |
Specifies the ID for internal action |
Security ID |
Specifies the Security ID |
Security Description |
Briefly describes the security involved |
Security Currency |
Specifies the currency of the security |
Previous Coupon |
|
Prev Coupon Date |
Specifies the date of the previous coupon |
Next Coupon Date |
Specifies the date of the next coupon |
Period Type |
Specifies the period type of the coupon |
Next Coupon |
|
Prev Coupon Date |
Specifies the date of the previous coupon |
Next Coupon Date |
Specifies the date of the next coupon |
Period Type |
Specifies the period type of the coupon |
34.4 Securities Activity Report
This report provides details of security activity. To generate the report, type ‘SERACTVT’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button. The system will display ‘Print Options’ screen. Set your preferences as to printing the report and click ‘OK’ button.
For field wise explanation of the ‘Print Options’ screen, please refer to the chapter ‘Retrieving Information in Oracle FLEXCUBE’ in Reports user manual.
34.4.1 Contents of Report
The contents of securities activity report have been discussed under the following heads:
Header
The ‘Header’ carries the title of the report, branch code, branch date, user ID, module from which the report has been generated, date and time at which the report has been generated and the page number of the report.
Body
The following details are displayed:
Field Name |
Field Description |
Deal Reference |
The reference number of the deal |
Buy Leg Type |
The type of buy leg |
Version |
The version of the security activity |
Event |
Indicates the event code |
Account |
Indicates the account Number |
Currency |
Indicates the currency of transaction |
Amount Tag |
Indicates the amount tag |
Amount |
Indicates the amount |
Pay/Receive |
Indicates whether the transaction is pay or receive |
Sell Leg Type |
The type of sell leg |
Settlement Sk |
The settlement safe keeping |
Security Code |
The unique code that identifies the security |
Security Description |
A brief description of the security |
Market Code |
Market code for the security |
Deal Quantity |
The total quantity of the deal |
Trade Date |
The date of trade |
Dstl Date |
The deal settlement date |
34.5 Backdated Deals Report
This report provides details of security for backdated deals. To generate the report, type ‘SERBKDDL’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button. The system will display ‘Print Options’ screen. Set your preferences as to printing the report and click ‘OK’ button.
For field wise explanation of the ‘Print Options’ screen, please refer to the chapter ‘Retrieving Information in Oracle FLEXCUBE’ in Reports user manual.
34.5.1 Contents of Report
The contents of this report have been discussed under the following heads:
Header
The ‘Header’ carries the title of the report, branch code, branch date, user ID, module from which the report has been generated, date and time at which the report has been generated and the page number of the report.
Body
The following details are displayed:
Field Name |
Field Description |
Deal Reference |
The reference number of each deal |
Version |
The version number |
Settlement Date |
The settlement date of the deal |
Trade Date |
The date as of which the trade would take place |
Transaction Date |
The date on which the transaction would take place |
Security Description |
The description of the security |
Security Ccy |
The currency attached to the security |
Security Code |
The unique code that identifies the security |
Deal Value |
The total value of the deal |
Deal Quantity |
The quantity of the deal |
Adjusted Deal Price |
The adjusted deal price |
34.6 Corporate Action Tracking (Ex-Date) Report
You can generate corporate actions (Ex-Date) report by using ‘Corporate Action Tracking (Ex-Date) Report’ screen. To invoke the screen, type ‘SERCADUE’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
Specify the following details:
Corporate Action Type
Select the corporation action type from the drop-down list. The following are the options available:
- All Corp Actions
- Cash Dividend
- Stock Dividend
- Redemption
- Rights
- Warrants
Selected Branch
Select the branch for which you want to generate the report.
Report From
Specify the date from when you want to generate the report.
Report To
Specify the date to which you want to generate the report.
34.6.1 Contents of Report
The contents of corporate actions (Ex-Date) report have been discussed under the following heads:
Header
The ‘Header’ carries the title of the report, branch code, branch date, user ID, module, date and time at which the report has been generated and the page number of the report.
Body
The following details are displayed:
Field Name |
Field Description |
Branch Code |
The branch code |
Portfolio ID |
The portfolio ID |
Portfolio Description |
The description of the portfolio |
Security Type |
The type of security |
Security ID Security Description |
The security ID and description |
SK Location SK Account |
The SK location and SK account |
Issuer Currency Security Currency |
The issuer and security currency |
Basis Quantity |
The basic quantity |
Record Date Corporate Action Date |
The record date and the corporate action date |
Dividend Rate |
The rate of the dividend |
Dividend Amount Resultant Security |
The dividend amount |
34.7 Corporate Action Pending
You can generate corporate action pending report by using ‘Corporate Action Tracking (Ex-Date) Report’ screen. To invoke the screen, type ‘SERCAPEN’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
Specify the following details:
Select Event
Select the event from the drop-down list. The following are the options available:
- Initiation
- Collection
- Liquidation
- Any of the above
- All of the above
Corporate Action Type
Indicate the action type. The following options are available:
- Coupons
- Others
Report As On
The date on which the report is generated is displayed here.
34.7.1 Contents of the Report
The contents of corporate action pending have been discussed under the following heads:
Header
The ‘Header’ carries the title of the report, branch code, branch date, user ID, module, date and time at which the report has been generated and the page number of the report.
Body
The following details are displayed:
Field Name |
Field Description |
Branch Code |
The branch code |
Corporate Action Type |
The corporate action type |
Portfolio Description |
The description of the portfolio |
Portfolio |
The portfolio |
Security Type |
The security type |
Security ID |
The security ID , description and the initial component |
Description |
The description |
Record Date |
The record date |
Counterparty Account |
The counterparty account |
Counterparty Location |
The counterparty location |
Issuer Currency |
The issuer currency |
Basis of Corporate Action |
The basis of corporate action |
Dividend Rate |
The dividend rate |
Rights/Warranty Ratio |
The Rights/Warranty Ratio |
Security Resultant |
The Security Resultant |
Security Currency |
The Security Currency |
Corporate Action Dues |
The Corporate Action Dues |
Initiation Status |
The initial status |
Collection Status |
The collection status |
Liquidation Status |
The liquidation status |
34.8 Confirmed/Unconfirmed Report
You can generate confirmed/unconfirmed report by using the ‘Securities – Confirmed/Unconfirmed Deals Report’ screen. To invoke the screen, type ‘SERCUCDL’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
Specify the following details.
Customer/Portfolio
Indicate whether the reports should be generated for a single customer or for all customers in a portfolio.
Counterparty
Specify the details of the counterparty.
From
Specify the counterparty from which the transactions are initiated.
To
Specify the counterparty to which the transactions are targeted.
Portfolio
Specify the details for the portfolio.
From
Specify the portfolio from which the transactions are initiated.
To
Specify the portfolio to which the transactions are targeted.
34.8.1 Contents of Report
The contents of this report have been discussed under the following heads:
Header
The Header carries the title of the report, information on the branch code, branch date, the ID of the user who generated the report, the date and time at which it was generated, the modules covered in the report, the customer of transactions covered in the report and portfolio of transactions covered in the report.
Body
The following details are displayed:
Field Name |
Field Description |
Security ID Security Name Portfolio |
The security ID, Security name and portfolio to which the deal belongs to |
Deal Type Deal Price |
The type of deal and price of deal |
Customer |
Customer of the deal |
Security Currency |
Currency in which the security is issued |
Deal Reference |
Reference number of the deal |
Interest Amount |
Interest amount applicable on the deal |
Nominal |
The nominal |
Confirmation Indicator |
Whether the deal is confirmed or not |
34.9 Security Disposition Report
You can generate security disposition report by using the ‘Disposition Report’ screen. To invoke the screen, type ‘SERDISRP’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
Specify the following details.
Deal Settlement Date
Specify the settlement date for the deal from the adjoining calendar.
34.9.1 Contents of Report
The contents of this report have been discussed under the following heads:
Header
The Header carries the title of the report, information on the branch code, branch date, the ID of the user who generated the report, the date and time at which it was generated, the modules covered in the report and deal settlement date.
Body
The report is sorted by the transaction leg. The following details are displayed:
Field Name |
Field Description |
Deal Reference Number |
Reference number of the deal |
Leg Reference Number |
Reference number of the transaction leg |
Leg Type |
Type of transaction – buy or sell |
Security Code |
Security code |
Description |
Description of the security |
Portfolio ID |
The portfolio ID |
Deal Quantity |
Quantity of security traded |
Face Value Per Unit |
Face value of the traded unit of security |
Settlement Details |
Details of deal settlement |
Tag Currency |
This is tag currency |
Account |
The account used for deal settlement |
Amount Tag |
This indicates the amount tag for the account. |
34.10 Deal Settlement Report
You can generate security deal settlement report by using the ‘Settled Deals’ screen. To invoke the screen, type ‘SERDLSTL’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
Specify the following details.
Deal Settlement Date
Specify the settlement date for the deal from the adjoining calendar.
34.10.1 Contents of Report
The contents of this report have been discussed under the following heads:
Header
The Header carries the title of the report, information on the branch code, branch date, the ID of the user who generated the report, the date and time at which it was generated, the modules covered in the report and deal settlement date.
Body
The report is sorted by the deal reference number. The following details are displayed:
Field Name |
Field Description |
Deal Reference Number |
Reference number of the deal |
Security Id |
The security Id |
Security Description |
Description of the security |
Interest Amount |
Interest applicable on the deal |
Face Value of Deal |
Face value of the deal |
Leg Reference Number |
Reference number of the transaction leg |
Leg Type |
Type of transaction – buy or sell |
Counterparty |
The deal counterparty |
Counterparty Name |
Name of the deal counterparty |
Portfolio Id |
The portfolio ID |
Portfolio Description |
Description of the portfolio |
Leg Reference Number |
Reference number of the transaction leg |
Leg Type |
Type of transaction – buy or sell |
Counterparty |
The deal counterparty |
Counterparty Name |
Name of the deal counterparty |
Portfolio Id |
The portfolio ID |
Portfolio Description |
Description of the portfolio |
34.11 Securities with Short Positions Report
You can generate the securities with short positions report by using the ‘Securities with Short Positions Report’ screen.
To invoke this screen, type ‘SERSHSEC’ in the field at the top right corner of the Application tool bar and click on the adjoining arrow button.
34.11.1 Selection Criteria
By indicating From and To security IDs, you can generate the securities with short positions report.
34.11.2 Contents of Report
The contents of the report are discussed under the following heads:
Header
The Header carries the title of the Report, information on the branch code, the branch date, the user id, the module name, the date and time at which the report was generated and the page number of the report.
Body of the report
The report contains information on:
Field Name |
Field Description |
Portfolio Id Portfolio Name |
This is the Internal Security Id for which Security Portfolio has been maintained. This is the name of the portfolio. |
Security Id Security Name |
This is the identification of the security. This is the name of security. |
Security Currency Deal Reference |
This is the currency of security. This is the reference number of deal. |
SK Location Deal Type |
Indicates SK location in which the deal settlement has taken place. This indicates the type of deal. |
Trade Date Settlement Date |
This is the date on which the deal is transacted. This indicates the date on which the money was settled. |
Nominal |
This indicates the net consideration of the deal. |
34.12 Portfolio To Portfolio Deals Report
You can generate the portfolio to portfolio deals report by using the ‘Portfolio To Portfolio Deals Report’ screen. To invoke this screen, type ‘SERTPDL’ in the field at the top right corner of the Application tool bar and click on the adjoining arrow button.
Refer the Reports User Manual for details about fields on this screen.
34.12.1 Contents of Report
The contents of the report are discussed under the following heads:
Header
The Header carries the title of the Report, information on the branch code, the branch date, the user id, the module name, the date and time at which the report was generated and the page number of the report.
Body of the report
The report contains information on:
Field Name |
Field Description |
Deal Reference |
This is the reference number of the deal. |
Version |
This is the latest version number. |
Security Code |
This is the security code. |
Security Description |
This is the description of Security Identification. |
Security Currency |
This is the currency of the security. |
Deal Quantity |
This indicates the quantity of security that is traded. |
Deal Value |
This is the total value of the deal. |
Trade Date |
This is the date on which the deal is transacted. |
Transaction Date |
This is the date on which the deal was first processed in the system. |
Settlement Date |
This is the date on which the various components associated with the deal get settled. |
Adjusted Deal Price |
This is the price of interest bearing instruments exclusive of the interest component. |
Interest Amount |
This is the amount of accrued interest to be paid or received. |
Reference Number |
This is the reference number. |
Buy Sell |
This is Buy/Sell. |
Portfolio Id |
This is portfolio Id. |
Portfolio Description |
This is portfolio description. |
34.13 Matched/Unmatched Confirmation Message Report
You can generate this report using the ‘Matched/Unmatched Confirmation Messages’ screen.
You can invoke this report screen by typing ‘SERPMTCH’ in the field at the top right corner of the Application tool bar and clicking the adjoining arrow button.
Selection Options
If you generate the report manually (from the reports Browser) you can specify preferences for the generation of the report. The contents of the report are determined by the preferences that you specify.
You can specify the following preferences for the report:
Date
Select the date from the option list provided.
Matching Type
You can select any one of the following radio buttons:
- Matched
- Unmatched
Messages Filter
You can filter the messages selecting any one of the following radio button:
- All Messages
- Selected Messages
Contents of the Report
The contents of this report have been discussed under the following heads:
Header
The Header carries the branch details, information on the, branch date, the ID of the user who generated the report, the date and time at which it was generated, the modules covered in the report and deal settlement date.
Body of the Report
Field Name |
Field Description |
Swift Message Type |
The swift message type |
Leg Reference Number |
The leg reference number |
Deal Reference Number |
The deal reference number |
Message Reference |
The message reference |
34.14 Forward Profit and Loss (PnL) Accrual Report
You can generate forward profit and loss accrual report by using the ‘Forward Profit And Loss Accrual Report’ screen. To invoke the screen, type ‘SERFWPNL’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
34.14.1 Selection Options
You may specify the following option before you generate the report:
Memo Accrual
Check this box to indicate the memo accrual should be used for the report
Accrual Processing Date
Select the accrual processing date.
34.14.2 Contents of Report
The contents of this report are discussed under the following heads:
Header
The Header carries the title of the report, information on the branch code, branch date, the ID of the user who generated the report, the date and time at which it was generated, the page number of the report and the module for which the report is generated.
Body of the Report
The following details are displayed:
Field Name |
Field Description |
Portfolio |
The portfolio of the deal |
FPL Accrual Currency |
The currency of the forward profit and loss accrual |
Security |
The security involved in the deal |
Forward P&L Accrued |
The total forward profit or loss accrued amount |
Deal Type Leg Reference FPL Accrued To date |
The type of the deal, reference number of transaction leg and interest accrual amount till date |
Security Quantity Accrual From Date |
The quantity involved in the security and the interest accrual from this date. |
Accrual To Date |
The forward profit or loss accrued up to this date |
Deal Price FPL Accrued |
The deal price of the security and forward Profit or loss accrued is the difference between deal price and the spot price. It is calculated from the spot date of the deal to its settlement date |
Fpl Accrued Till date |
Forward profit or loss till the system date |
Spot Price |
The spot price involved in the deal |
34.15 Securities Maturity Report
You can generate securities maturity report by using the ‘Securities Maturity Report’ screen. To invoke the screen, type ‘SERMATRP’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
34.15.1 Selection Options
You can specify the Redemption/Expiry Date before you generate the report.
34.15.2 Contents of Report
The contents of this report are discussed under the following heads:
Header
The Header carries the title of the report, information on the branch code, branch date, the ID of the user who generated the report, the date and time at which it was generated, the page number of the report and the module for which the report is generated.
Body of the Report
The following details are displayed:
Field Name |
Field Description |
Security Id |
The Security Id |
Security Description |
Brief description of the security involved |
Issue or Tear off Date |
The issue date |
Redemption Or Expiry Date |
The expiry date of the security |
Security Currency |
The currency attached to the security |
Current Position/Holdings as of |
|
Position Reference |
The reference number |
Portfolio Id |
The Portfolio Id |
SK Location Id |
The code that identifies the safekeeping location |
SK Location Account |
The account corresponding to the safekeeping location |
Current Position |
The position of the security as of the date |
Current Holding |
The holding of the security as of the date |
34.16 Securities Contracts Overrides Report
You can generate securities contracts overrides report by using the ‘Securities Contracts Overrides Report’ screen. To invoke the screen, type ‘SEROVDRP’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
Refer the Reports User Manual for details about fields on this screen
34.16.1 Contents of Report
The contents of this report are discussed under the following heads:
Header
The Header carries the title of the report, information on the branch code, branch date, the ID of the user who generated the report, the date and time at which it was generated, the page number of the report and the module for which the report is generated.
Body of the Report
The following details are displayed:
Field Name |
Field Description |
Leg Reference Number |
The reference number of the transaction leg |
Security Code |
The security id |
Security Description |
Brief description of the security involved |
Message |
The message |
Parameters |
The parameters of the security |
Counterparty |
The counterparty involved in the security |
Portfolio Id |
The Portfolio Id |
Portfolio Description |
The description of the portfolio |
Maker Id |
The maker Id |
Checker Id |
The checker Id |
34.17 Securities Exception Report
You can generate securities maturity report by using the ‘Securities Exception Print Form ‘screen. To invoke the screen, type ‘SERXCPT’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
34.17.1 Selection Options
You can specify the Redemption/Expiry Date before you generate the report.
34.17.2 Contents of Report
The contents of this report are discussed under the following heads:
Header
The Header carries the title of the report, information on the branch name, branch code, branch date, the Date & Time, the User ID of the user, the page number of the report and the module for which the report is generated.
Body of the Report
The following details are displayed:
Field Name |
Field Description |
Branch Date |
This is the branch date |
Contract Reference |
This is the reference number of the contract |
Module |
This is the module name. |
Event Code |
This is the event code. |
Error Code |
This is the error code. |
Message |
This is the message. |
Security Id |
This is the security identification code. |
Security Description |
This is the security description. |
Portfolio Id |
This is the portfolio id. |
Portfolio Description |
This is the portfolio description. |
34.18 Securities Activity Report
You can generate securities activity report by using the ‘Securities Activity Report‘screen. To invoke the screen, type ‘SERACTVT’ in the field at the top right corner of the Application tool bar and click the adjoining arrow button.
34.18.1 Contents of Report
The contents of this report are discussed under the following heads:
Header
The Header carries the title of the report, information on the branch name, branch code, branch date, the Date & Time, the User ID of the user, the page number of the report and the module for which the report is generated.
Body of the Report
The following details are displayed:
Field Name |
Field Description |
Deal Reference |
This is the deal reference. |
Version |
This is the version. |
Buy Leg Type |
This is the buy leg type. |
Sell Leg Type |
This is the sell leg type. |
Settlement SK Location |
This is the settlement SK location. |
Security Code |
This is the security code. |
Security Description |
This is the security description. |
Market Code |
This is the market code. |
Deal Quantity |
This is the deal quantity. |
Trade Date |
This is the trade date. |
D STL Date |
This is the D STL date. |
Event |
This is the event. |
Account |
This is the account. |
Account Currency |
This is the account currency. |
Amount Tag |
This is the amount tag. |
Amount |
This is the amount. |
Pay/Receive |
This is the pay/receive. |