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The FAS 161 Average Volume report displays the detail, aggregated, and average volumes for derivatives, including the cost, value, and number of open positions and contracts. If you run the report is run for a given entity, composite, or sector level for a master fund, the report displays positions as well as aggregated and average volume movement for each individual sector/entity. If you run the report at the total fund level for a master fund, the report displays positions as well as aggregate and average volume movement at master fund level itself. 

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  1. In Accounting Center, in the left navigation pane, click Reports > Compliance Reports > Financial Statement > FAS 161 Average Volume Report.
    You see the FAS 161 Average Volume Report panel.

  2. Complete the options on the FAS 161 Average Volume Report panel.

  3. Under Result Options, click Grid or Advanced Report for the report view you want.

  4. Click Submit.
    The report checks that there is data in the FAS161_AVG_VOL table to confirm you previously ran the preprocess within the specified periods to generate data needed for the report. The report results appear on your desktop for the view selected.

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Option

Description

Search Criteria

Entity ID

Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.

Entity Name

Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.

Accounting Basis

Specifies the accounting basis for the entity. For example, USTAX, GAAP, or IFRS.

Select View

Specifies the entity view for your report results. Options include: 

  • Sector

  • Total Fund (Default)

Select Sector

Allows you to filter by sector. This option appears if you select Sector as your view. Options include: 

  • All (Default)

  • Individual

Sector ID

Allows you to filter by sector ID. To use this option, you must select Individual as your sector selection.

Sector

Allows you to filter by sector name. To use this option, you must select Individual as your sector selection.

Report Type

Specifies the type of date for controlling your report results. Options include:

  • Accounting Date (Default)

  • Month End Date

Report Period

Specifies the time period, date range, or particular date for the volume activity for your report. The time period may be entity specific or security specific, such as fiscal year. Options include:

  • Daily Activity

  • Date Range

  • Fiscal Year To Date (Default)

  • Month to Date

Report Start Date

Specifies the starting date for your report results. This field appears if you select Date Range for the report period.

Report End Date

Specifies the ending date for your report results. The default is today's date.

Spots Volume Activity Reporting

Specifies the type of volume reporting assumed for your report results. Options include:

  • Separate Spot and Forward Specific Volume Activity

  • Merge Spot and Forward Specific Volume Activity (Default)

Selection Criteria

Report Filters

Allows you to show/hide additional report and security filters. The default is No.

Advanced Report Options

Allows you to show/hide advanced report, group, sort, and format options. The default is No.

Report Filters

Security Group

Allows you to filter report results by security group. Options include:

  • Purchased Options.

  • Written Options.

  • Futures (Long).

  • Futures (Short).

  • Forwards (Purchased).

  • Forwards (Sold).

  • Interest Rate Swaps (Pays Fixed Rate).

  • Interest Rate Swaps (Receives Fixed Rate).

  • Other Interest Rate Swap.

  • Equity/ CFD Swaps. Eagle Accounting does not currently support equity/CFD swaps.

  • Total Return Swaps.

  • Credit Default Swap (Buy Protection).

  • Credit Default Swap (Sell Protection).

  • Rights.

  • Warrants.

  • Swaption Contracts Purchased.

  • Swaption Contracts Written.

  • Structured Options. Eagle Accounting does not currently support structured options.

Rounding

Indicates whether to round the results to the nearest dollar. This option appears if you enable report filters. Options include:

  • Round to Nearest Dollar

  • No Rounding

Report Sorts

You can sort the report results. Options include:

  • Account/Sector (Sort 1 Required)

  • Security Group (Sort 2 Required)

  • Calendar date (Sort 3 Default)

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