Entering Foreign Exchange Deal Options
On January 4, 1999, you receive an option to purchase with a strike rate of 5%, a premium of 2,221 USD and a term of 240 days. Underlying the option is a foreign exchange deal physical to buy 7500 DEM at a spot rate of 1.4%, and sell 5000 USD at a forward rate of 1.5%. The FX deal spot date is January 5, 1999, with a term of 240 days.
| Page | Field | Field Value |
|---|---|---|
|
Deal Detail |
|
|
|
|
Unit |
US001 |
|
|
Deal ID |
TOPTION |
|
|
Instrument Type |
FXAMCLPT |
|
|
Transaction Date |
01/02/1999 |
|
|
Line |
1 of 2 |
|
|
Instrument Base Type |
Option |
|
Option Details |
||
|
|
Start Date |
01/04/1999 |
|
|
Term |
240 |
|
|
Expiry Date |
09/01/1999 |
|
|
Purchase/Write |
Purchase |
|
|
Option Status |
Active |
|
|
Strike Rate |
5.0 |
|
|
Option Delta |
1.0 |
|
|
Initial Intrinsic Value |
0.0 |
|
|
Currency |
USD |
|
|
Premium Payments/Receipts (group box) |
|
|
|
Payment Date |
01/04/1999 |
|
|
Payment Amount |
–2,221.00 |
|
|
Payment Currency |
USD |
|
|
Strike Rate |
5.0 |
|
Deal Detail |
|
|
|
|
Line |
2 of 2 |
|
|
Instrument Base Type |
FX Deal Physical |
|
|
Contingent Upon Base Line |
1 |
|
FX Details |
|
|
|
|
Foreign (group box) |
|
|
|
Buy |
Selected |
|
|
Currency |
DEM |
|
|
Amount |
7,500.00 |
|
|
Domestic (group box) |
|
|
|
Sell |
Selected |
|
|
Currency |
USD |
|
|
Amount |
5,000.00 |
|
|
Spot Rate |
1.4 |
|
|
Forward Rate |
1.5 |
|
|
Spot Date |
01/05/1999 |
|
|
Term |
240 |
|
|
Maturity Date |
09/02/1999 |
|
|
Portfolio |
GTI |
|
|
Accounting Treatment |
Held to Maturity |
|
|
Counterparty |
USBNK |
|
|
Issuer |
USBNK |
|
|
Guarantor |
USBNK |
|
|
Description |
3 Years to 2006–05–02 Debt USD 450K @5% |
|
|
Deal Status |
Matured |
|
|
Net Deal Settlement Cashflows |
Selected |
| Page | Field | Field Value |
|---|---|---|
|
Settlement Instructions page |
||
|
Line |
1 |
|
|
Payment Information |
||
|
Our Settle Thru SetID |
SHARE |
|
|
Our Settle Thru Bank |
USBNK |
|
|
Our Settle Thru Account |
CHCK |
|
|
Payment Method |
Wire Transfer |
|
|
Layout |
820 |
|
|
Counterparty's Instructions |
USBKS |
|
|
Receipt Information |
||
|
Our Settle Into SetID |
SHARE |
|
|
Our Settle Into Bank |
USBNK |
|
|
Our Settle Into Account |
CHCK |
|
|
Our Settlement Instructions |
TUS01 |
|
|
Settlement Instructions page |
||
|
Line |
2 |
|
|
Payment Information |
||
|
Our Settle Thru SetID |
SHARE |
|
|
Our Settle Thru Bank |
USBNK |
|
|
Our Settle Thru Account |
CHCK |
|
|
Counterparty's Instructions |
USBKS |