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)