7.1.3.5.3 Derivative Contracts

The Derivative Contracts Report provides the analysis capability on the Derivative Contracts Table.

You can use a series of Report Prompts to filter the data according to Functional Key Attributes pertaining to the Table Columns Perimeter.

The report displays the underlying data according to the following Charts’ logic:

• Derivative Contracts - Aggregated Statistics

  Aggregation for CUR_PAR_BAL (sum), ORG_PAR_BAL (sum) and CUR_NET_RATE (avg) by AS_OF_DATE, ISO_CURRENCY_CD and PRODUCT_ID.

  In addition, for CUR_NET_RATE, the additional Balance Weighted Rate, WAVG_CUR_NET_RATE_LIABILITY, is calculated as the Weighted AVG by CUR_PAR_BAL.

• Derivative Contracts - Number of Records Trend

  Total Records Derivative Contracts aggregated by AS_OF_DATE.

• Derivative Contracts

  Granular table records at ACCOUNT_NUMBER level.

Figure 7-35 Processing Instrument Data – Derivative Contracts