TABLE OF CONTENTS
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| Options Entity Setup Processing Notes |
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| Options Entity Setup Processing Notes |
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| Futures Entity Setup Processing Notes |
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| Futures Entity Setup Processing Notes |
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REFERENCE DATA
Storage & Configuration
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| Options Global ProcessesProcessing Notes |
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| Options Global ProcessesProcessing Notes |
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For Options on Futures with Variation Margin = Yes, the VM process must also be triggered. Refer to Futures (FUT) Best Practices for detailed information on the VM workflow.
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| Derivatives Insurance Reporting Processing Notes |
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| Derivatives Insurance Reporting Processing Notes |
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Data Management Reporting
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| General Reporting (Eagle OLAP) Processing Notes |
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| General Reporting (Eagle OLAP) Processing Notes |
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PERFORMANCE
The performance toolkit calculates market value-based performance for Options on Futures using data supplied by the S2P process. However, this can be misleading because traditional market values do not capture an Option’s true exposure. Exposure-based analyses, which can be implemented using Eagle Enrichment, calculate more accurate returns. The documentation and .egl files linked below as attachments are available for beta testing. Additional details are available in Exposure Reporting Best Practices and the Eagle Enrichment User Guide 2015
AUTOMATION
Option on Future security master files (SMFs) and trades can be loaded through the standard Message Center streams. The SMF must be loaded prior to the trade (trades do not spawn SMFs). Refer to the Supported Generic Interfaces guide for more information.
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