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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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.- Complete the options on the FAS 161 Average Volume Report panel.
- Under Result Options, click Grid or Advanced Report for the report view you want.
- 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:
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| Select Sector | Allows you to filter by sector. This option appears if you select Sector as your view. Options include:
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| 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:
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| 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:
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| 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:
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| 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:
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| Rounding | Indicates whether to round the results to the nearest dollar. This option appears if you enable report filters. Options include:
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| Report Sorts | You can sort the report results. Options include:
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