Page Comparison

Entity Information

Entity ID

1163

Specifies the unique identifier of the entity.

Entity Name

1164

Specifies the name of the entity.

Account Currency

86

Specifies the account currency.

Issue Information

Trade Date

35

Specifies the effective date of the trade. The trade date cannot be greater than the post date, accounting date, or settlement date.

Accounting Date

36

Specifies the date the trade is reported and has an effect on the entity's holdings and cash balances. The accounting date must be greater than the trade date.

Monthly Accounting Date

4733

Displays the month end accounting date.

Settlement Date

37

Specifies the date the trade is settled.

Effective Date

2857

Specifies the effective date of the trade.

Event Type

55

Specifies the business intent of the transaction.

Long/Short Indicator

15

Specifies whether the position is long (L) or short (S).

Cross Reference Type

1234

Displays the cross reference type associated with the security.

Issue Name

961

Displays the name of the security.

Cross Reference ID

1233

Displays the cross reference identifier associated with the security.

Instrument Type

11

Displays the instrument type.

Security Type

82

Displays the security type of the asset.

Issue Currency

85

Displays the local currency of the security.

Maturity Date

38

Displays the date the final principal payment is due on the security.

Coupon Rate

70

Displays the rate at which the security accrues interest. It is expressed as an annual rate.

Premium Indicator

3302

Displays the premium indicator.

Cleared Security

5027

Indicates whether the security is an exchange cleared swap. An exchange cleared swap is an over the counter derivative cleared through a central exchange. Options include:

• Yes. The security is an exchange cleared swap. The system calculates variation margin and accrues interest for cleared swaps. The Approve Margin process sums the unapproved margin and interest and creates a traded cash record. Cleared swaps trade with notional cost and do not generate coupons. The system uses the core cost tags to store the notional cost values at the position, open, and close Cost object levels for cleared swaps.
• No. The security is not an exchange cleared swap.

Variation Margin

4533

Indicates whether the system calculates a variation margin for the security. If the Cleared Security field display a value of Yes, the Variation Margin field displays a value of Yes, and the system calculates a variation margin for the security. After you book a trade for the swap, you must calculate and approve the variation margin. See the Calculate and Approve Variation Margin page for more information. If the Cleared Security field does not display a value of Yes, the Variation Margin field appears blank, and the system does not calculate a variation margin for the security.

Accounting Information

Buy/Sell Indicator

1364

Indicates whether you are providing credit default protection or receiving credit default protection.

Payable/Receivable Indicator

4590

Displays additional information on credit default protection. For example, Accrue Payable or Accrue Receivable.

Accrual Method

1184

Displays the accrual method that the system uses to post interest accruals and dividends for the swap. For example, Income/Expense or Unrealized.

Select Values to be Calculated by STAR

7000

Determines whether the system automatically calculates the trade data or allows you to enter it manually. Options include:

• Traded Interest
• Calculate None
• Traded Interest Deferred Income

NOTE: If you want to enter traded interest (tag 49) from a trading system or have zero traded interest, select Calculate None.

Accrued Interest Type

3715

Displays the accrued interest type.

Data Entry Method

10485

Determines the data entry method. Options include:

• Enter Price. Allows you to supply a clean unit price (without payable or receivable accrued interest) in the Price field. If the Cleared Security field displays a value of Yes, the Data Entry Method field displays a value of Enter Price.
• Enter Total Settlement Amount. Allows you to supply a value representing the total settlement amount. This value can be positive or negative. If you select this option, you must enter a value for the Total Settlement Amount Local field. This value can be positive, which results in a cash payable, or negative, which results in a cash receivable.

Notional Principal Value

40

Represents the notional value of the credit default swap.

Price

45

Specifies the price of the contract. You can enter a trade price if the Data Entry Method field has a value of Enter Price.

Total Settlement Amount Local

4404

Specifies the settlement amount if the trade ticket does not include a price. This field appears if you set the Data Entry Method field to Enter Settlement Amount. For open trades, a positive amount creates a cash payable. A negative amount creates a cash receivable. For close trades, a positive amount creates a cash receivable. A negative amount creates a cash payable. After you enter a value, the panel displays the principal based on the settlement amount less the traded interest.

Principal

165

Displays the principal amount on the trade.

Commission

47

Specifies the amount of the commission per trade in the local currency. This field appears if the Data Entry Method field has a value of Enter Price.

Other Fee

3752

Specifies any additional fees on the transaction. This field appears if the Data Entry Method field has a value of Enter Price.

Traded Interest

49

Specifies the initial interest bought or sold calculated from the dated date or last coupon date. To enter this data from a trading system or calculate a traded interest of zero, set the Select Values to be Calculated by STAR field to Calculate None.

Local Net Amount

50

Displays the net amount of the trade based on the following formula: Principle + Fees.

Settlement Currency

63

Specifies the currency in which the security is settled.

Settlement Net Amount

64

Displays the actual settled amount of the trade. The value must not be equal to than zero.
If the trade's Settlement Currency field (tag 63) value differs from the security's asset currency displayed in the Issue Currency field (tag 85), you must specify the Settlement Net Amount field value.

Local to Base FX Rate

87

Displays the asset currency to portfolio base currency exchange rate. It is expressed as units of asset currency to one unit of portfolio base currency.

Base Net Amount

478

Displays the base amount of the trade. This amount is calculated based on the following formula: Local Net Amount / Local to Base FX Rate. The value must be greater than zero.

Transaction Fee Information

Commission Settlement Date

11579

Specifies the commission settlement date for the swap contract. If a date is specified, a traded cash record is created for the commission. The transactions fees are expensed on the ledger.
This field appears if the Data Entry Method field has a value of Enter Price.

Other Fee Settlement Date

9357

Specifies the other fee settlement date for the swap contract. If a date is specified, a traded cash record is created for the other fees. The transactions fees are expensed on the ledger.
This field appears if the Data Entry Method field has a value of Enter Price.

Settlement Information

Auto Settle Trade Indicator

58

Indicates whether the system settles the trade, coupon, and miscellaneous income and expenses automatically. Options include:

• Yes. The system automatically settles the trade, coupon, and miscellaneous income and expenses. The system retrieves the settle date FX rate if the local currency does not equal base and generates a trade to settle date gain/loss.
• No. Default. The system does not automatically settle the trade, coupon, and miscellaneous income and expenses. You must schedule the settlement for these transactions using the Run Contract Cash global panel. Or, manually settle the transactions using the Run Multiple Settlements panel.

NOTE: If the entity's Auto Settle Indicator field is set to Yes, as specified on the AddCreate/Change Edit Entity or Create Master Fund Setup panels, the system will create a settlement when the trade is processed. There will be no trade to settle date gain/loss. This applies even if the settlement date is in the future. Eagle recommends that you set the Auto Settle Indicator field to No for the entity and trade panels.

Broker Name

1235

Specifies the name of the primary broker.

Broker Code

88

Specifies the code that represents the broker.

Clearing Broker

1236

Specifies the name of the clearing broker if different from the trade broker.

Clearing Broker Code

1237

Specifies the code for the clearing broker.

Other Information

Derivative Elections

56

Specifies the type of derivative. Options include:

• Trade
• Hedging Effective
• Hedging Other
• Income Generation
• Replication
• Other

Trade Ticket Number

761

Contains the trade ticket identification number. The system uses it during processing. For example, IDLOT close or cancel events use this number to locate an open lot.

Counterparty Name

1173

Specifies the counterparty name.

Counterparty Name ID

1144

Specifies the counterparty name identifier.

Holding Term

9091

Specifies the holding term for the trade based on the number of days between the original acquisition date (tag 216) and the maturity date (tag 35) on the lot. If you use ledger reporting based on ledger granularity rules to break out accounts by holding term, the system uses this value to identify the holding term for trades related to bonds and preferred stocks. Eagle Accounting's core transaction processing calculates the holding term for you, but you can manually override the value displayed in this field. Eagle Insurance clients that use ledger granularity rules have the system calculate the holding term based on the schedule associated with a lot. Options include:

• Short Term. Identifies a short term holding. If the Holding Term Method field (tag 11479) in the trade's accounting basis has a value of 90 days, a short term holding term is 91 days to a year. If the Holding Term Method field has a value of 3 months, a short term holding term is 3 full months to a year.
• Cash Equivalent. Identifies a cash equivalent holding. If the Holding Term Method field (tag 11479) in the trade's accounting basis has a value of 90 days, a cash equivalent holding term is 90 days or less. If the Holding Term Method field has a value of 3 months, a cash equivalent holding term is 3 full months or less.

Regulatory Intent

8915

If you now hold the trade in an entity/accounting basis with the new International Financial Reporting Standards (IFRS) regulatory category of Fair Value Profit Loss (FVPL) but previously held the trade in an entity/accounting basis with the old regulatory category of Fair Value Option (FVO) or Held for Trading (HFT), you can identify the old regulatory category specified for the trade at the entity/accounting basis level. You can specify a value for reporting purposes only. Options include:

• Fair Value Option. Indicates the trade was previously held in a regulatory category of Fair Value Option, used for instruments managed on a fair value basis.
• Held for Trading. Indicates the trade was previously held in a regulatory category of Held for Trading, used for instruments held with the intent of selling them.

User Defined Priority

2862

Specifies the user generated number that determines the event sub priority. That is, after the system accounts for the event sequence and corporate action sequence.

Order Number

1092

Specifies the order number of the transaction. This can be the same for multiple lots.