Table of Contents

• Title and Copyright Information
• Preface
  • Audience
  • Acronyms and Abbreviations
  • Conventions
  • List of Topics
  • Related Resources
  • Symbols and Icons
• 1 Overview of Exchange Traded Derivatives
  • 1.1 Features of Portfolios
    • 1.1.1 Own Portfolio
    • 1.1.2 Customer Portfolio
    • 1.1.3 Advices
  • 1.2 Interaction with the Margin Maintenance Sub-System
  • 1.3 Illustration of the ETD Work-flow
• 2 Underlying Asset Definition
  • 2.1 Process Underlying Asset Definition
    • 2.1.1 Examples for Pricing Size and the Pricing Size Unit
• 3 Create Instrument Products
  • 3.1 Process Exchange Derivatives Instrument Product Definition
• 4 Define ET Instruments
  • 4.1 Instrument Definition
    • 4.1.1 Process Instrument Definition
    • 4.1.2 Examples of Capturing Actual Instruments in Oracle Banking Treasury Management
  • 4.2 Process Instrument Margin
  • 4.3 Position and MTM Calculations for Instruments
• 5 Portfolio Products and Portfolios Creation
  • 5.1 Create Portfolio Product
    • 5.1.1 Process Exchange Derivatives Portfolio Product Definition
  • 5.2 Process Margin Product Definition
  • 5.3 Process Scheme Maintenance
  • 5.4 Process Margin Settlement
  • 5.5 Portfolios Definition
  • 5.6 Process Portfolio Definition Maintenance
  • 5.7 Process Portfolio Events
    • 5.7.1 Portfolio Profit Loss
  • 5.8 Query FIFO / LIFO / DMAT Portfolio Profit-Loss
• 6 Define Deal Products
  • 6.1 Process Exchange Derivatives Deal Product Definition
  • 6.2 Display Long and Short Deals summary
  • 6.3 Process ET Deal
    • 6.3.1 Process Long and Short Deals
    • 6.3.2 Long Short Deal Financial Amendment
  • 6.4 Liquidation Deals
    • 6.4.1 Process Liquidation Deals
    • 6.4.2 Liquidation Deal Financial Amendment
  • 6.5 Deals Matching
    • 6.5.1 Process exchange derivatives deal matching
    • 6.5.2 Operations that perform on Matched and Unmatched Deal
• 7 Deal Product Restriction
  • 7.1 Process 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 Treasury Broker Commission Setup
  • 8.10 Treasury Broker Commission Setup Summary
• 9 Automatic Daily Process
  • 9.1 ETD Batch Processes at EOD
    • 9.1.1 Process End of Day Batch Start
  • 9.2 Automatic Events Executed during End of Day for Futures
    • 9.2.1 Settlement of Opening Deals
    • 9.2.2 Realized Revaluation of Open Positions
    • 9.2.3 Settlement of All Closing Deals for Day
    • 9.2.4 Liquidation of All Open positions on Expiry Date
      • 9.2.4.1 Portfolio Event Processing
  • 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
      • 9.3.7.1 Process Function Inputs
    • 9.3.8 Portfolio Event Processing
  • 9.4 Sample Accounting Entries for Various Events
    • 9.4.1 Future Deals
    • 9.4.2 Option Deals
      • 9.4.2.1 European Option Deals with Option Style Premium
      • 9.4.2.2 American Option Deals with Future Style Premium
• A Event-wise Accounting Entries
  • A.1 Event-wise Accounting Entries for your Own portfolio
  • A.2 Event-wise Accounting Entries for your Customer’s portfolio
• B Advice Tags
  • B.1 Branch Details
  • B.2 Message Types
• C Error Messages for Exchange Traded Derivatives
• Index