1. Exchange Traded Derivatives User Guide
  2. Automatic Daily Process
  3. Automatic Events Executed during End of Day for Options
  4. Portfolio Event Processing

9.3.8 Portfolio Event Processing

As part of the existing batch process, the system will identify all Option style Option deals that have premium settlement on the next day (Money Settlement Date):

  • For all Long option deals, the system will trigger Premium Settlement for Options Bought (EOPL) event.
  • For all Short option deals, system will trigger Premium Settlement for Options Sold (EOPS) event
  • Entries will be posted for premium settlement as configured for EOPL/EOPS events configured for the portfolio. And entries will be posted for Payable / Receivable against 'Broker Margin (VM) Account', based on the setup for the broker
  • Entries for Position Opening and Closing events will be triggered for the option deals as configured for the portfolio.

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