1. Exchange Traded Derivatives User Guide
  2. Automatic Daily Process
  3. Automatic Events Executed during End of Day for Options
  4. Reversal of Notional Revaluation for Options with Option Style of Premium

Reversal of Notional Revaluation for Options with Option Style of Premium

Reversal of Notional revaluation will be done only for your bank’s own portfolios.

Table 9-12 Event Code - Description

Event Code Description

RRVL

Reversal of Notional Revaluation for Long Positions.

RRVS

Reversal of Notional Revaluation for Short Positions.

Note:

For Options with future style of premium, the system does a Realized Revaluation.

Parent topic: Automatic Events Executed during End of Day for Options