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The following table lists the fields and qualifying criteria for the records used for the computations.
Position Income Receivable Computation | ||
---|---|---|
Event Type | Cash Category | Fields Used |
CASHDIV | Income | Dividend Receivable Local (Tag 9498) |
COUPON | Income | Coupon Receivable Local (tag 9500) |
RECLAIM | Income | Reclaim Receivable Local (Tag 9502) |
Other than CASHDIV, COUPON or RECLAIM | Income | Misc Income Receivable Local (Tag 10767) |
Additional Receivable Field Computations
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The following table lists the computation details of the additional receivable field values related to the income fields.
Additional Receivable Field Computations | ||
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Record | Field | Computation |
Cash Settlement | Income Breakage Under | Traded local amount – Settled local amount – Local amount defaulted. |
Cash Settlement | Principal Breakage Under | Local amount defaulted. |
Cash Settlement | Principal Breakage Over | Local amount defaulted + Local overpayment done. |
Cash Settlement | Receivable Local | Principal Breakage Over is multiplied by most recent Issue Currency to Dividend Payment Currency FX rate for entity's FX valuation source. |
Cash Settlement | Receivable Base | Receivable Local field value is marked to market using the market Issue Currency to Base Currency FX rate for entity's FX Valuation source, as compared with S2P Direct push date. |