Table of Contents

• Title and Copyright Information
• Preface
  • Audience
  • Acronyms and Abbreviations
  • Conventions
  • List of Topics
  • Related Resources
  • Symbols and Icons
• 1 Overview of Exchange Traded Derivatives
  • Features of Portfolios
    • Own Portfolio
    • Customer Portfolio
    • Advices
  • Interaction with the Margin Maintenance Sub-System
  • Illustration of the ETD Work-flow
• 2 Underlying Asset Definition
  • Process Underlying Asset Definition
    • Examples for Pricing Size and the Pricing Size Unit
• 3 Create Instrument Products
  • Process Exchange Derivatives Instrument Product Definition
• 4 Define ET Instruments
  • Instrument Definition
    • Process Instrument Definition
    • Examples of Capturing Actual Instruments in Oracle Banking Treasury Management
  • Process Instrument Margin
  • Process Margin Details and Instrument Price Details
  • Position and MTM Calculations for Instruments
• 5 Portfolio Products and Portfolios Creation
  • Create Portfolio Product
    • Process Exchange Derivatives Portfolio Product Definition
  • Process Margin Product Definition
  • Process Margin Settlement
  • Process Scheme Maintenance
  • Portfolios Definition
  • Process Portfolio Definition Maintenance
  • Process Portfolio Events
    • Portfolio Profit Loss
  • Query FIFO / LIFO / DMAT Portfolio Profit-Loss
    • SGEN Messages Generation
• 6 Define Deal Products
  • Process Exchange Derivatives Deal Product Definition
  • Display Long and Short Deals summary
  • Process ET Deal
    • Process Long and Short Deals
    • Long Short Deal Financial Amendment
  • Liquidation Deals
    • Process Liquidation Deals
    • Liquidation Deal Financial Amendment
  • Deals Matching
    • Process exchange derivatives deal matching
    • Operations that perform on Matched and Unmatched Deal
• 7 Deal Product Restriction
  • Process Deal Product Restriction
• 8 General Maintenance
  • Prerequisites for the Application Login
  • Define a New Product and Static Data
  • Maintain an Existing Product and Static Data
  • Process Bank Parameters
  • Process Price Code Maintenance
  • Process Underlying Asset Definition
  • Process Instrument Price Details
  • Process Broker Master Maintenance
  • Process Broker Scheme Definition
  • Treasury Broker Commission Setup
  • Treasury Broker Commission Setup Summary
• 9 Automatic Daily Process
  • ETD Batch Processes at EOD
    • Process End of Day Batch Start
  • Automatic Events Executed during End of Day for Futures
    • Settlement of Opening Deals
    • Realized Revaluation of Open Positions
    • Settlement of All Closing Deals for Day
    • Liquidation of All Open positions on Expiry Date
      • Portfolio Event Processing
  • Automatic Events Executed during End of Day for Options
    • Settlement of Opening Deals for Options
    • Settlement of Closing Deals
    • Notional Revaluation of Open Positions for Options with Option Style Premium
    • Automatic Exercise of Options/Assignment of Exercise
    • Automatic Expiry of Out/At the Money Positions
    • Reversal of Notional Revaluation for Options with Option Style of Premium
    • Produce Instrument Detail and Instrument Price Detail Hand-offs
      • Process Function Inputs
    • Portfolio Event Processing
  • Sample Accounting Entries for Various Events
    • Future Deals
    • Option Deals
      • European Option Deals with Option Style Premium
      • American Option Deals with Future Style Premium
• A Event-wise Accounting Entries
  • Event-wise Accounting Entries for your Own portfolio
  • Event-wise Accounting Entries for your Customer’s portfolio
• B Advice Tags
  • Branch Details
  • Message Types
• C Error Messages for Exchange Traded Derivatives
• Index