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

9.3.3 Notional Revaluation of Open Positions for Options with Option Style Premium

Notional revaluation of open positions can be done only for your bank’s portfolios. The system does a notional revaluation of open positions to compare the current Option Premium with the Acquisition Premium of the basket and to compute the revaluation gain/loss.

The events that will be triggered in Oracle Banking Treasury Management for calculating the Notional Revaluation of open positions is as follows:

Table 9-11 Event Code - Description

Event Code Description

EVRL

Revaluation of Long Positions.

ERVS

Revaluation of Short Positions.

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