7.1.3.1.3 Derivative Contracts

The Derivative Contracts Report provides the Analysis Capability on the Stage 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:

• Stage Derivative Contracts (Payment) - Aggregated Statistics

  Aggregation for CUR_PAR_BAL_PAY (sum), ORG_PAR_BAL_PAY (sum) and CUR_NET_RATE_PAY (avg) by AS_OF_DATE, ISO_CURRENCY_CD_PAY and PRODUCT_CODE.

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

• Stage Derivative Contracts (Receive) - Aggregated Statistics

  Aggregation for CUR_PAR_BAL_RCV (sum), ORG_PAR_BAL_RCV (sum) and CUR_NET_RATE_RCV (avg) by AS_OF_DATE, ISO_CURRENCY_CD_RCV and PRODUCT_CODE.

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

• Stage Derivative Contracts - Number of Records Trend

  Total Records Derivative Contracts aggregated by AS_OF_DATE.

• Stage Derivative Contracts

  Granular table records at ACCOUNT_NUMBER level.

  Figure 7-13 Staging Instrument Data – Derivative Contracts