Table of Contents
- Title and Copyright Information
- Preface
- 1 Overview of Exchange Traded Derivatives
- 2 Underlying Asset Definition
- 3 Create Instrument Products
- 4 Define ET Instruments
- 5 Portfolio Products and Portfolios Creation
- 6 Define Deal Products
- 7 Deal Product Restriction
-
8
General Maintenance
- 8.1 Prerequisites for the Application Login
- 8.2 Define a New Product and Static Data
- 8.3 Maintain an Existing Product and Static Data
- 8.4 Process Bank Parameters
- 8.5 Process Price Code Maintenance
- 8.6 Process Underlying Asset Definition
- 8.7 Process Instrument Price Details
- 8.8 Process Broker Master Maintenance
- 8.9 Process Broker Scheme Definition
- 8.10 Treasury Broker Commission Setup
- 8.11 Treasury Broker Commission Setup Summary
-
9
Automatic Daily Process
- 9.1 ETD Batch Processes at EOD
- 9.2 Automatic Events Executed during End of Day for Futures
-
9.3
Automatic Events Executed during
End of Day for Options
- 9.3.1 Settlement of Opening Deals for Options
- 9.3.2 Settlement of Closing Deals
- 9.3.3 Notional Revaluation of Open Positions for Options with Option Style Premium
- 9.3.4 Automatic Exercise of Options/Assignment of Exercise
- 9.3.5 Automatic Expiry of Out/At the Money Positions
- 9.3.6 Reversal of Notional Revaluation for Options with Option Style of Premium
- 9.3.7 Produce Instrument Detail and Instrument Price Detail Hand-offs
- 9.3.8 Portfolio Event Processing
- 9.4 Sample Accounting Entries for Various Events
- A Event-wise Accounting Entries
- B Advice Tags
- C Error Messages for Exchange Traded Derivatives
- Index