9.3.6 Reversal of Notional Revaluation for Options with Option Style of Premium
Reversal of Notional revaluation will be done only for your bank’s own portfolios.
Table 9-12 Event Code - Description
Event Code | Description |
---|---|
RRVL |
Reversal of Notional Revaluation for Long Positions. |
RRVS |
Reversal of Notional Revaluation for Short Positions. |
Note:
For Options with future style of premium, the system does a Realized Revaluation.
Parent topic: Automatic Events Executed during End of Day for Options