4.1.3.5.3 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.
- 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 4-34 Processing Instrument Data – Derivative Contracts
![The Derivative Contracts Report provides the analysis capability on the Derivative Contracts Table. The Derivative Contracts Report provides the analysis capability on the Derivative Contracts Table.](img/pid_derivative_contracts.png)