9.3 Automatic Events Executed during End of Day for Options
This topic describes the settlement of opening deals, realized revaluation of open positions, settlement of all closing deals for day, and Notional revaluation for open positions, automatic exercise, automatic expiry of out/at the money positions, reversal of notional revaluation, produce instrument details, portfolio event processing executed during End of Day for options.
This topic contains the following topics:
- 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
- Portfolio Event Processing
Parent topic: Automatic Daily Process