FX Trading Procedures

One of the ITAS Treasury instruments is FX trading. This can be configured by Hivedome/S01 with different variations, so to configure does require Hivedome/Client to discuss how FX is to applied.

An important feature is the ability to assign FX elements in full/part as specific hedges to TRADE records and/or to their TRADE/Costs.
Roll procedures are avaialble on a bucket basis or per TRS deal.

1.  TRS is the maintenance procedure
2.  TRSQ provides various report styles on matured and open deals
3.  TOPEN/VALUATION/GPLREP provide valuation reporting
4.  FXR maintains the spot and forward spread rates
5.  TRADE can view FX deals assigned either from TRS or from TRADE. TRADE/Financial calculation shows application of these hedges.
6.  TRADEQ/report style 15 reports TRADE hedging status
7.  CCYEXP is the currency exposure tool that combines on and off balance data
8.  TRS and overnight processing mature deals after 23:59 on date of deal maturity

Note , each of the mentioned ITAS procedures has its own help to provide more detail. User Guides on specific ITAS programs are available (contact Hivedome Consultancy)

Was this helpful?
Thanks for your feedback

Recently viewed