3.2. Position Keeping

Here we present some of the available screens for position and risk management.

3.2.1. Spot Positions

A separate screen gives an up-to-date overview of currency pair based spot positions. It displays the last deals, the current position, as well as realised and potential profit/loss. The screen will be automatically updated.

Profits are losses are calculated using current using market rates, parameter rates and optionally a simulation rate. Scrolling keys allow a rapid navigation through the different currency pairs having spot positions.

The upper two lines indicate still open O/N and T/N positions from previous business days and the calculated P/L. These short positions can easily be swapped to spot date by a simple key stroke. This is shown in the picture below.

Hereby an accurate affiliation of arising P/L is granted. The swapping of open T/N positions can also be achieved automatically. This Auto-Swap feature is definable on the profit centre level.

The following screen of all currency pairs with current spot positions.

The column layout is freely configurable, so all important information can be displayed in one screen. Simple activation of a line opens the above mentioned screen "Spot Position" for a detailed view of the given currency pair position. Also this page is automatically kept up-to-date.

3.2.2. Forward Positions

This page gives an overview of current short positions for a profit centre. The open net amount, pips, daily pips and value date are shown. The average daily pips of all future positions are displayed.

Here all (open and closed) swap positions for a currency pair are visible. The shown table layout can be individually configured from a large choice of possible column contents, e.g. breakeven pips. market pips and interest rates, evaluated spot effect, realised and potential P/L. Pressing a function key toggles between the usage of realtime market rates or user defined simulation rates as base of the calculations.

3.2.3. Deposit/Loan

Overview of all current money market deals at a given date.

Forward overview of all money market contracts for a given currency. The column layout is configurable, the example shows realised and potential P/L et.al. The forward positions can be shown daily as well as weekly or monthly accumulated.

3.2.4. General Position Screens

Liquidity Overview regarding one currency. Also here the column layout as well optional accumulation per week or month are adjustable.

Cashflow by instruments and total sum. Also here weekly or monthly accumulation and table layout are configurable.

The screen below regards all open positions for a single business day, separated by currencies. This view of currency positions does not take into consideration the currency pairs used by FX deals. So a more flexible view especially when doing intense cross trading is possible.

The user can choose the shown instruments ( Spot/Outright, Swap, Deposit/Loan), the value date as well as the reference currency used for the calculations. The third column displays the up-to-date market rate (spot or forward), the last row shows potential P/L.

The last two columns display user defined simulation rates and a position evaluation based on these rates. This screen will be updated automatically.