2.1 Mandatory Functions of EOC Cycle
This topic contains the following sub-topics:
Beginning of Day (BOD) Functions for all Modules
The USER must maintain the below mentioned Function ID for the BOD functions in the Function field of the EIDMANPE screen.
Table 2-1 BOD Functions for Foreign Exchange Module
| Function | Frequency | Function ID |
|---|---|---|
| FX contract auto liquidation | Daily | FXAUTLIQ |
| FX auto- rollover | Daily | FXAUTROL |
| FX settlement message generation | Daily | FXAUTMSG |
| FX Auto Revaluation Reversal | Daily | FXRVRSAL |
Table 2-2 BOD Functions for Money Market Module
| Function | Frequency | Function ID |
|---|---|---|
| MM activation of forward contracts | Daily | MMAUTDLY |
| MM auto - liquidation of contracts | Daily | MMAUTDLY |
| MM auto - liquidation of interests | Daily | MMAUTDLY |
| MM auto - rollover execution | Daily | MMAUTDLY |
| MM maturity report | Daily | MMAUTDLY |
| MM exception report | Daily | MMAUTDLY |
Table 2-3 BOD Functions for Options Module
| Function | Frequency | Function ID |
|---|---|---|
| Termination of Option Contract | Daily | OTBAUDLY |
| Amortization of Inception gain | Daily | OTBAUDLY |
| Amortization of Time Value | Daily | OTBAUDLY |
| Amortization of Deffered termination gains | Daily | OTBAUDLY |
| Amortization of Premium | Daily | OTBAUDLY |
| Revaluation of Options Contract | Daily | OTBAUDLY |
| Rate Fixing | Daily | OTBAUDLY |
| Auto Exercise | Daily | OTBAUDLY |
| Auto Settlement | Daily | OTBAUDLY |
| Auto Expiry | Daily | OTBAUDLY |
| Delta Processing | Daily | OTBAUDLY |
| Settlement of Termination Option Contract | Daily | OTBAUDLY |
Table 2-4 BOD Functions of Derivatives Module
| Function | Frequency | function ID |
|---|---|---|
| Rate Fixing | Daily | DVBAUDLY |
| Rate Revision | Daily | DVBAUDLY |
| Contract Auto Processing / Liquidation | Daily | DVBAUDLY |
| Periodic Inception Amortization | Daily | DVBAUDLY |
| Periodic Interest Accrual | Daily | DVBAUDLY |
| Periodic Termination Amortization | Daily | DVBAUDLY |
| Revaluation Reversal | Daily | DVBAUDLY |
| Revaluation Processing | Daily | DVBAUDLY |
| Limits Processing | Daily | DVBAUDLY |
| Revaluation Population | Daily | DVBAUDLY |
| Contract Termination | Daily | DVBAUDLY |
| Amendment Fee | Daily | DVBAUDLY |
Table 2-5 BOD Functions for Securities Repo Module
| Function | Frequency | Function ID |
|---|---|---|
| Penalty Detection | Daily | SRAUTDLY |
| Rate Fixing | Daily | SRAUTDLY |
| Rate Revision | Daily | SRAUTDLY |
| Forward Value Dated Amendment | Daily | SRAUTDLY |
| Automatic Liquidation | Daily | SRAUTDLY |
| Forward Contract Initiation | Daily | SRAUTDLY |
| Reversal of Residual Accrual | Daily | SRAUTDLY |
| User Defined Status Control | Daily | SRAUTDLY |
| Periodic Accrual | Daily | SRAUTDLY |
| Payment Notice Generation | Daily | SRAUTDLY |
| Billing Notice Generation | Daily | SRAUTDLY |
Table 2-6 BOD Functions for Exchange Trade Derivatives Module
| Function | Frequency | Function ID |
|---|---|---|
| Populate Batch | Daily | EDDBATCH |
| Process Batch | Daily | EDDBATCH |
Table 2-7 BOD Functions for Securities Module
| Function | Frequency | Function ID |
|---|---|---|
| Rate Fixing | Daily | SEAUTDLY |
| Derivative Instrument Credit Event | Daily | SEAUTDLY |
| Bonus Tearoff | Daily | SEAUTDLY |
| Warrant Tearoff | Daily | SEAUTDLY |
| Rights Tearoff | Daily | SEAUTDLY |
| Redemption Tearoff | Daily | SEAUTDLY |
| Warrant Expiry | Daily | SEAUTDLY |
| Rights Expiry | Daily | SEAUTDLY |
| Coupon Processing | Daily | SEAUTDLY |
| Dividend Processing | Daily | SEAUTDLY |
| Stock to Cash Processing | Daily | SEAUTDLY |
| Reversal of Revaluation | Daily | SEAUTDLY |
| Interest Accrual-On Coupon Date | Daily | SEAUTDLY |
| Coupon Flipping | Daily | SEAUTDLY |
| Interest Revision | Daily | SEAUTDLY |
| Leg Money Settlement | Daily | SEAUTDLY |
| Leg Auto Release | Daily | SEAUTDLY |
| Interest Movement | Daily | SEAUTDLY |
| ALPL Booking | Daily | SEAUTDLY |
| Redemption Date Extension | Daily | SEAUTDLY |
| Re-computation of Yield | Daily | SEAUTDLY |
| SE RFR Population | Daily | SEAUTDLY |
| Interest Accrual-Adjustment | Daily | SEAUTDLY |
| Interest Accrual-Flush Queues | Daily | SEAUTDLY |
| Bonus Population | Daily | SEAUTDLY |
| Warrant Population | Daily | SEAUTDLY |
| Rights Population | Daily | SEAUTDLY |
| Redemption Population | Daily | SEAUTDLY |
| Coupon Population | Daily | SEAUTDLY |
| Dividend Population | Daily | SEAUTDLY |
| Coupon Adjustment | Daily | SEAUTDLY |
| Dividend Adjustment | Daily | SEAUTDLY |
| Security Batch | Daily | SEAUTDLY |
| Corporate Action Cash Flow | Daily | SEAUTDLY |
| Reversal of Discount / Premium Accrual | Daily | SEAUTDLY |
End of Day (EOD) Functions for all Modules
The USER must maintain the below mentioned Function ID for the EOD functions in the Function field of the EIDMANPE screen.
Table 2-8 EOD Functions for Foreign Exchange Module
| Function | Frequency | Function ID |
|---|---|---|
| FX contract revaluation | Daily, Monthly | FXAUTREV |
| FX contract auto liquidation | Daily | FXAUTLIQ |
| FX auto- rollover | Daily | FXAUTROL |
| FX settlement message generation | Daily | FXAUTMSG |
| FX Auto Revaluation Reversal | Daily | FXCONNET |
Table 2-9 EOD Functions for Money Market Module
| Function | Frequency | Function ID |
|---|---|---|
| MM activation of forward contracts | Daily | MMAUTDLY |
| MM auto - liquidation of contracts | Daily | MMAUTDLY |
| Generation of payment messages, days before actual date | Daily | MMAUTDLY |
| MM auto- liquidation of interests | Daily | MMAUTDLY |
| MM maturity report | Daily | MMAUTDLY |
| MM exception report | Daily | MMAUTDLY |
| MM auto-rollover execution | Daily | MMAUTDLY |
| MM interest rate revision | Daily | MMAUTDLY |
Table 2-10 EOD Functions for Options Module
| Function | Frequency | Function ID |
|---|---|---|
| Amortization of Inception gain | Daily | OTBAUDLY |
| Amortization of Time Value | Daily | OTBAUDLY |
| Amortization of Deffered termination gains | Daily | OTBAUDLY |
| Amortization of Premium | Daily | OTBAUDLY |
| Revaluation of Options Contract | Daily | OTBAUDLY |
| Rate Fixing | Daily | OTBAUDLY |
| Auto Exercise | Daily | OTBAUDLY |
| Auto Settlement | Daily | OTBAUDLY |
| Auto Expiry | Daily | OTBAUDLY |
| Delta Processing | Daily | OTBAUDLY |
| Settlement of Termination Option Contract | Daily | OTBAUDLY |
Table 2-11 EOD Functions of Derivatives Module
| Function | Frequency | function ID |
|---|---|---|
| Rate Fixing | Daily | DVBAUDLY |
| Principal Reset | Daily | DVBAUDLY |
| Rate Revision | Daily | DVBAUDLY |
| Contract Auto Processing / Liquidation | Daily | DVBAUDLY |
| Periodic Inception Amortization | Daily | DVBAUDLY |
| Periodic Interest Accrual | Daily | DVBAUDLY |
| Periodic Termination Amortization | Daily | DVBAUDLY |
| Revaluation Processing | Daily | DVBAUDLY |
| Limits Processing | Daily | DVBAUDLY |
| Contract Termination | Daily | DVBAUDLY |
| Amendment Fee | Daily | DVBAUDLY |
Table 2-12 EOD Functions for Securities Repo Module
| Function | Frequency | Function ID |
|---|---|---|
| Penalty Detection | Daily | SRAUTDLY |
| Rate Fixing | Daily | SRAUTDLY |
| Rate Revision | Daily | SRAUTDLY |
| Forward Value Dated Amendment | Daily | SRAUTDLY |
| Automatic Liquidation | Daily | SRAUTDLY |
| Forward Contract Initiation | Daily | SRAUTDLY |
| Reversal of Residual Accrual | Daily | SRAUTDLY |
| User Defined Status Control | Daily | SRAUTDLY |
| Periodic Accrual | Daily | SRAUTDLY |
Table 2-13 EOD Functions for Exchange Trade Derivatives Module
| Function | Frequency | Function ID |
|---|---|---|
| Populate Batch | Daily | EDDBATCH |
| Process Batch | Daily | EDDBATCH |
| Generate Portfolio Statement | Daily | EDDBATCH |
| Generate Margin Call Statement | Daily | EDDBATCH |
Table 2-14 EOD Functions for Securities Module
| Function | Frequency | Function ID |
|---|---|---|
| Rate Fixing | Daily | SEAUTDLY |
| Interest Accrual-On Coupon Date | Daily | SEAUTDLY |
| Coupon Flipping | Daily | SEAUTDLY |
| Interest Revision | Daily | SEAUTDLY |
| Interest Movement | Daily | SEAUTDLY |
| ALPL Booking | Daily | SEAUTDLY |
| Bonus Tearoff | Daily | SEAUTDLY |
| Warrant Tearoff | Daily | SEAUTDLY |
| Rights Tearoff | Daily | SEAUTDLY |
| Redemption Tearoff | Daily | SEAUTDLY |
| Warrant Expiry | Daily | SEAUTDLY |
| Rights Expiry | Daily | SEAUTDLY |
| Coupon Processing | Daily | SEAUTDLY |
| Dividend Processing | Daily | SEAUTDLY |
| Stock to Cash Processing | Daily | SEAUTDLY |
| Reversal of Revaluation | Daily | SEAUTDLY |
| Leg Position Batch | Daily | SEAUTDLY |
| SE RFR Population | Daily | SEAUTDLY |
| Interest Accrual-Adjustment | Daily | SEAUTDLY |
| Interest Accrual- Periodic | Daily | SEAUTDLY |
| Interest Accrual-Flush Queues | Daily | SEAUTDLY |
| Bonus Population | Daily | SEAUTDLY |
| Warrant Population | Daily | SEAUTDLY |
| Rights Population | Daily | SEAUTDLY |
| Redemption Population | Daily | SEAUTDLY |
| Coupon Population | Daily | SEAUTDLY |
| Dividend Population | Daily | SEAUTDLY |
| Coupon Adjustment | Daily | SEAUTDLY |
| Dividend Adjustment | Daily | SEAUTDLY |
| Security Batch | Daily | SEAUTDLY |
| Forward P/L Accrual | Daily | SEAUTDLY |
| Discount Accrual-On Coupon Date | Daily | SEAUTDLY |
| Booking of Revaluation | Daily | SEAUTDLY |
| Corporate Action Notice Handoff | Daliy | SEAUTDLY |
| Corporate Action Cash Flow | Daily | SEAUTDLY |
Table 2-15 EOD Functions for Discount Accrual Module
| Function | Frequency | Function ID |
|---|---|---|
| Treasury Discount Accrual | Daily | DATRDLY |
| Treasury Discount Accrual | Daily | DATRDLY |
Parent topic: List of End of Cycle Functions