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Overview

Eagle Accounting provides a single integrated system to capture and process derivatives alongside other securities. Derivatives leverage many common processes, such as fixed income earnings, and thus use many of the same fields. However, due to the notional-based nature of derivatives, some fields do translate directly between traditional equities/fixed income and derivatives.

One example is "principal." This is an established concept for traditional securities, but it is up for interpretation when you consider derivatives. Some systems capture the full notional value in this field, but that can be misleading when viewing a report with both derivatives and traditional securities. Therefore principal is not populated in Eagle Data Management for several derivatives.

The critical components of a trade for each derivatives type are listed below, followed by our recommended location for sourcing this information in Eagle Data Management. For multi-lot positions, values in the POSITION and POSITION_DETAIL tables are the aggregates across all open lots. To report on lot-level data, STAR to PACE Batch must be configured to run with STAR Data Filter (tag 2283) equal to one of the options that includes Open Lots. In addition, we We do not recommend reporting directly from the CASH_ACTIVITY table because it is designed to support performance calculations rather than to provide a clean view of actual cash movements.

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Info

We recommend configuring and building your reports

to group securities based on

around Security Type (tag 82) and/or Sub-Security Type (tag 1464)

,

rather than Processing Security Type (tag 3931

, PST). PST is more of a processing indicator than security indicator, as some securities share the same PST. Grouping based on your own

). The latter should be interpreted as “processing method” because many different securities can share the same Processing Security Type and users are unable to add new values for Eagle Accounting processing. Security Type and Sub-Security Type

values will prevent disparate securities from being grouped together.
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are fully configurable based on the SECURITY TYPE and SUB SEC TYPE code categories.

Forwards

Field

Tag

DB.TABLE.COLUMN

Notes

Sell Quantity

366

TRADESDBO.TRADE.PAR_OR_SHARES

HOLDINGDBO.POSITION_DETAIL.SHARE_PAR_VALUE

HOLDINGDBO.LOT_LEVEL_POSITION.PAR_OR_SHARES

On sell side

Buy Quantity

316

TRADESDBO.TRADE.PAR_OR_SHARES

HOLDINGDBO.POSITION_DETAIL.SHARE_PAR_VALUE

HOLDINGDBO.LOT_LEVEL_POSITION.PAR_OR_SHARES

On buy side

Base Net Amount

478

TRADESDBO.TRADE.TRADE_BASE_AMOUNT

CASHDBO.CASH_ACTIVITY.BASE_AMOUNT

Commission Amount Local

47

TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT

HOLDINGDBO.LOT_LEVEL_POSITION.COMMISSION

CASHDBO.CASH_ACTIVITY.LOCAL_COMMISSION

On whichever side matches the Settlement Currency (63)

Other Fee

3752

TRADESDBO.TRADE.SEC_FEES

HOLDINGDBO.POSITION_COST_LOT.SEC_FEES

CASHDBO.CASH_ACTIVITY.SEC_FEES

On whichever side matches the Settlement Currency (63)

Futures & Options

With Variation Margin (VM)

Field

Tag

DB.TABLE.COLUMN

Notes

Contracts

40

TRADESDBO.TRADE.PAR_OR_SHARES

HOLDINGDBO.POSITION_DETAIL.SHARE_PAR_VALUE

HOLDINGDBO.LOT_LEVEL_POSITION.PAR_OR_SHARES

Price per Contract

45

TRADESDBO.TRADE.PRICE

HOLDINGDBO.LOT_LEVEL_POSITION.OPEN_MKT_PRICE

CASHDBO.CASH_ACTIVITY.PRICE

Commission Amount Local

47

TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT

HOLDINGDBO.LOT_LEVEL_POSITION.COMMISSION

CASHDBO.CASH_ACTIVITY.LOCAL_COMMISSION

Other Fee

3752

TRADESDBO.TRADE.SEC_FEES

HOLDINGDBO.POSITION_COST_LOT.SEC_FEES

CASHDBO.CASH_ACTIVITY.SEC_FEES

Futures only

Notional Amount Local

7429

TRADESDBO.TRADE.COST_LOCAL

Notional Amount Base

7509

TRADESDBO.TRADE.COST_BASE

No Variation Margin (VM)

Field

Tag

DB.TABLE.COLUMN

Notes

Contracts

40

TRADESDBO.TRADE.PAR_OR_SHARES

HOLDINGDBO.POSITION_DETAIL.SHARE_PAR_VALUE

HOLDINGDBO.LOT_LEVEL_POSITION.PAR_OR_SHARES

Price per Contract

45

TRADESDBO.TRADE.PRICE

HOLDINGDBO.LOT_LEVEL_POSITION.OPEN_MKT_PRICE

CASHDBO.CASH_ACTIVITY.PRICE

Tax Amount

46

TRADESDBO.TRADE.TAXES

HOLDINGDBO.POSITION_COST_LOT.LOCAL_TAX_UNIT_BOOK_VALUE

CASHDBO.CASH_ACTIVITY.TRADE_TAXES

Commission Amount Local

47

TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT

HOLDINGDBO.LOT_LEVEL_POSITION.COMMISSION

CASHDBO.CASH_ACTIVITY.LOCAL_COMMISSION

SEC Fee

48

TRADESDBO.TRADE.EXCHANGE_FEE

HOLDINGDBO.LOT_LEVEL_POSITION.EXPENSES

CASHDBO.CASH_ACTIVITY.TRADE_FEE

Stamp Duty Tax

51

TRADESDBO.TRADE.OTHER_FEE

HOLDINGDBO.POSITION_COST_LOT.OTHER_CHARGES

CASHDBO.CASH_ACTIVITY.LOCAL_STAMP_DUTY_TAX

Other Fee

3752

TRADESDBO.TRADE.SEC_FEES

HOLDINGDBO.POSITION_COST_LOT.SEC_FEES

CASHDBO.CASH_ACTIVITY.SEC_FEES

Local Net Amount

50

TRADESDBO.TRADE.NET_CASH

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Settlement Net Amount

64

TRADESDBO.TRADE.SETTLEMENT_AMOUNT

HOLDINGDBO.POSITION_DETAIL.CASH_EQUIVALENTS

HOLDINGDBO.LOT_LEVEL_POSITION.CASH_EQUIVALENTS

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Options only

Base Net Amount

478

TRADESDBO.TRADE.TRADE_BASE_AMOUNT

CASHDBO.CASH_ACTIVITY.BASE_AMOUNT

Swaps

Single-Name Credit Default (CDS) & Credit Default Index (CDX)

Field

Tag

DB.TABLE.COLUMN

Notes

Original Face

41

TRADESDBO.TRADE.ORIGINAL_FACE_VALUE

HOLDINGDBO.POSITION_DETAIL.ORIG_FACE

HOLDINGDBO.LOT_LEVEL_POSITION.ORIG_FACE

CDX only

Factor

91

TRADESDBO.TRADE.FACTOR

CDX only

Notional Principal Value

40

TRADESDBO.TRADE.PAR_OR_SHARES

HOLDINGDBO.POSITION_DETAIL.SHARE_PAR_VALUE

HOLDINGDBO.LOT_LEVEL_POSITION.PAR_OR_SHARES

Price

45

TRADESDBO.TRADE.PRICE

HOLDINGDBO.LOT_LEVEL_POSITION.OPEN_MKT_PRICE

CASHDBO.CASH_ACTIVITY.PRICE

Traded Interest Local

49

TRADESDBO.TRADE.ACCRUED_INTEREST

HOLDINGDBO.POSITION_DETAIL.INTEREST_PURCHASED

HOLDINGDBO.LOT_LEVEL_POSITION.INT_PURCHASED

CASHDBO.CASH_ACTIVITY.LOCAL_INT_PUR_SOLD

Principal

165

TRADESDBO.TRADE.PRINCIPAL

Commission

47

TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT

HOLDINGDBO.LOT_LEVEL_POSITION.COMMISSION

CASHDBO.CASH_ACTIVITY.LOCAL_COMMISSION

Other Fee Local

3752

TRADESDBO.TRADE.SEC_FEES

HOLDINGDBO.POSITION_COST_LOT.SEC_FEES

CASHDBO.CASH_ACTIVITY.SEC_FEES

Comm Amt S

17989

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Only if Commission And Fee Settle Separately (tag 12860) = YES and Settlement Currency (tag 63) differs from both Asset Currency (tag 85) and Base Currency (tag 86)

Other Fee S

17988

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Only if Commission And Fee Settle Separately (tag 12860) = YES and Settlement Currency (tag 63) differs from both Asset Currency (tag 85) and Base Currency (tag 86)

Local Net Amount

50

TRADESDBO.TRADE.NET_CASH

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Settlement Net Amount

64

TRADESDBO.TRADE.SETTLEMENT_AMOUNT

HOLDINGDBO.POSITION_DETAIL.CASH_EQUIVALENTS

HOLDINGDBO.LOT_LEVEL_POSITION.CASH_EQUIVALENTS

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Base Net Amount

478

TRADESDBO.TRADE.TRADE_BASE_AMOUNT

CASHDBO.CASH_ACTIVITY.BASE_AMOUNT

Interest Rate (IRS) Currency (CCS), & Inflation (ILS)

Field

Tag

DB.TABLE.COLUMN

Notes

Notional Principal Value

40

TRADESDBO.TRADE.PAR_OR_SHARES

HOLDINGDBO.POSITION_DETAIL.SHARE_PAR_VALUE

HOLDINGDBO.LOT_LEVEL_POSITION.PAR_OR_SHARES

Price

45

TRADESDBO.TRADE.PRICE

HOLDINGDBO.LOT_LEVEL_POSITION.OPEN_MKT_PRICE

CASHDBO.CASH_ACTIVITY.PRICE

Contract only

Traded Interest Local

49

TRADESDBO.TRADE.ACCRUED_INTEREST

HOLDINGDBO.POSITION_DETAIL.INTEREST_PURCHASED

HOLDINGDBO.LOT_LEVEL_POSITION.INT_PURCHASED

CASHDBO.CASH_ACTIVITY.LOCAL_INT_PUR_SOLD

Legs only

Principal

165

TRADESDBO.TRADE.PRINCIPAL

Contract only

Commission Amount Local

47

TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT

HOLDINGDBO.LOT_LEVEL_POSITION.COMMISSION

CASHDBO.CASH_ACTIVITY.LOCAL_COMMISSION

Contract only

Other Fee Local

3752

TRADESDBO.TRADE.SEC_FEES

HOLDINGDBO.POSITION_COST_LOT.SEC_FEES

CASHDBO.CASH_ACTIVITY.SEC_FEES

Contract only

Comm Amt S

17989

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Only if Commission And Fee Settle Separately (tag 12860) = YES and Settlement Currency (tag 63) differs from both Asset Currency (tag 85) and Base Currency (tag 86)

Other Fee S

17988

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Only if Commission And Fee Settle Separately (tag 12860) = YES and Settlement Currency (tag 63) differs from both Asset Currency (tag 85) and Base Currency (tag 86)

Local Net Amount

50

TRADESDBO.TRADE.NET_CASH

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Settlement Net Amount

64

TRADESDBO.TRADE.SETTLEMENT_AMOUNT

HOLDINGDBO.POSITION_DETAIL.CASH_EQUIVALENTS

HOLDINGDBO.LOT_LEVEL_POSITION.CASH_EQUIVALENTS

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT


Base Net Amount

478

TRADESDBO.TRADE.TRADE_BASE_AMOUNT

CASHDBO.CASH_ACTIVITY.BASE_AMOUNT

Initial Cash Receipt

316

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

CCS legs only

Initial Cash Payment

366

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

CCS legs only

Final Cash Payment

8317

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

CCS legs only, once position is closed/terminated

Final Cash Receipt

8318

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

CCS legs only, once position is closed/terminated

Total Return (TRS)

Field

Tag

DB.TABLE.COLUMN

Notes

Shares

40

TRADESDBO.TRADE.PAR_OR_SHARES

HOLDINGDBO.LOT_LEVEL_POSITION.PAR_OR_SHARES

HOLDINGDBO.POSITION_DETAIL.SHARE_PAR_VALUE

Number of shares for contract and return leg, notional value for finance leg

Price

45

TRADESDBO.TRADE.PRICE

HOLDINGDBO.LOT_LEVEL_POSITION.OPEN_MKT_PRICE

CASHDBO.CASH_ACTIVITY.PRICE

Return leg only

Traded Interest Local

49

TRADESDBO.TRADE.ACCRUED_INTEREST

HOLDINGDBO.POSITION_DETAIL.INTEREST_PURCHASED

HOLDINGDBO.LOT_LEVEL_POSITION.INT_PURCHASED

CASHDBO.CASH_ACTIVITY.LOCAL_INT_PUR_SOLD

Finance leg only

Principal (contract)

165

TRADESDBO.TRADE.PRINCIPAL

Only populated if Swap Fee Local (7510) is greater than zero

Principal (return leg)

165

TRADESDBO.TRADE.COST_LOCAL

TRADESDBO.TRADE.PRINCIPAL is not populated for return legs

Commission

47

TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT

HOLDINGDBO.LOT_LEVEL_POSITION.COMMISSION

Return leg only

Other Fee

3752

TRADESDBO.TRADE.SEC_FEES

HOLDINGDBO.POSITION_COST_LOT.SEC_FEES

Return leg only

Local Net Amount

50

TRADESDBO.TRADE.NET_CASH

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Settlement Net Amount

64

TRADESDBO.TRADE.SETTLEMENT_AMOUNT

HOLDINGDBO.POSITION_DETAIL.CASH_EQUIVALENTS

HOLDINGDBO.LOT_LEVEL_POSITION.CASH_EQUIVALENTS

CASHDBO.CASH_ACTIVITY.LOCAL_AMOUNT

Always zero on return leg

Base Net Amount

478

TRADESDBO.TRADE.TRADE_BASE_AMOUNT

CASHDBO.CASH_ACTIVITY.BASE_AMOUNT