5.8 Query FIFO / LIFO / DMAT Portfolio Profit-Loss

This topic describes the portfolio events to view the profit-loss calculated for each basket.

This function would display profit-loss only for those Portfolios that follow FIFO/LIFO/DMAT costing methods

1. On the Home page, type EDDQBSFL in the text box, and then click next arrow.

   The FIFO/LIFO/DMAT Portfolio Profit- Loss screen is displayed.

   Figure 5-15 FIFO/LIFO/DMAT Portfolio Profit- Loss

   
   Description of "Figure 5-15 FIFO/LIFO/DMAT Portfolio Profit- Loss"
2. On FIFO/LIFO/DMAT Portfolio Profit- Loss screen, click Enter Query.
3. Query by selecting the following Portfolio details to view the profit-loss:
   • Portfolio
   • Instrument
   • Series
   • Broker
   • Broker AccountBasket Reference
4. Click the Query or Execute Query button. The system displays the following fields:
   • Branch - branch to which the portfolio belongs
   • As of Date - latest date for which profit-loss calculations are available for the portfolio
   • Own/Customer - 'O' for Bank’s own portfolios and 'C' for customer portfolios
   • PF Customer - Customer to whom the portfolio belongs, if applicable
   • Costing Method - configured for the portfolio

   Basket Profit-Loss - In this section, all baskets satisfying the search criteria specified would be displayed

   • Option/Future, Instrument, Series, Broker, Broker Account, Basket Reference,
   • Pricing Currency – Currency in which the Profit-Loss is calculated for the basket
   • Matched contracts – Total number of contracts matched across all deals under the basket
   • Realized PL – Net Profit-Loss Realized across all matching under the basket
   • Open Contracts – Total number of unmatched contracts across all deals under the basket
   • Revaluation PL – Net Notional Profit-Loss posted for the basket either individually for each deal or for the Net PL for the basket, based on the configuration for the portfolio

   Value Dated Profit Loss - In this section, the profit-loss realized on each value date will be displayed.

   • Basket Reference
   • Value Date
   • Pricing Currency
   • Matched Contracts
   • Realized PL
   • Open Contracts
   • Revaluation PL

   One record would be displayed with ‘As of Date’ as Value Date with Open Contracts in that basket and the Revaluation PL (if available).

   Deal Profit-Loss - When you select a Value date in the table, the profit-loss realized for each matching performed on that date will be displayed.

   For Matched deal pairs, the system displays the following fields:

   • Closing Deal Reference, Closing Deal Type, Open Deal Reference, Open Deal Type, Pricing Currency
   • Matched Contracts and Realized PL – for the deal pair
   • Basket ESN – portfolio accounting event reference
   • Basket Event – portfolio accounting event that posted entries for Realized PL

   For Un-matched/Partially matched deals, the system displays the following fields:

   • Open Deal Reference, Open Deal Type, Open Contracts
   • Open Deal Reference would display Basket Reference, if the Revaluation was posted for the Net PL
   • Revaluation PL – calculated by the system for the deal
   • Basket ESN – portfolio accounting event reference for revaluation event
   • Basket Event – revaluation event that posted entries for Revaluation PL
5. When the you select deal pair or deal and click on 'Accounting Entries' button, the system displays the accounting entries posted for Realized PL for the selected deal pair or Revaluation PL posted for the deal/basket. It enables this button only when a record with valid Basket ESN is selected from the 'Deal Profit-Loss' section
6. Click the Clear button. Data displayed in all the fields and tables is cleared and reset.

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