Mexican Title Bonds (CETES)

Best Practices Guide

Last Update: 5/21/2013

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OVERVIEW

This document applies to all releases of Eagle software V11.1 and above. Version-dependent functionality is noted with the initial release(s) it became available.

Eagle Accounting supports end-to-end processing of Mexican Title Bonds (CETES). This document covers the details of security setup and processing in Accounting.

REFERENCE DATA

Mexican CETES should be setup as Short Term Debt using Issue Viewer or Security Reference Manager > Add > Short Term Debt. Below are specific reference data configurations.

Field Name	Tag #	Input Value
Issue Name	961
Primary Asset ID Type	1432
Primary Asset ID	14
Processing Security Type	3931	DBDCST
Price Multiplier	18	1.0000
Issue Country Code	1418
Asset Currency	85
Settlement Currency	63
Income Currency	1186
Primary Exchange Code	17
Coupon Type Code	97	F (Fixed)
Day Count Basis	471
Payment Frequency Code	472	MAT
Issue Price	69
Issue Date	68
Dated Date	1183
First Coupon Date	473
Last Coupon Date	474
Maturity Date	38
Maturity Price	42
OID Indicator	218	No
Zero Coupon Indicator	1300	Yes

TRADE PROCESSING

Trades should be processed using the Book Trade module. The required fields for processing Mexican CETES trades are listed below:

Field Name	Tag #
Trade Date	35
Accounting Date	36
Settlement Date	37
Issue Name	961
Cross Reference ID	1233
Par Value	40
Price per $100 of Par Value	45
Settlement Currency	63
Auto Settle Trade Indicator	58
Broker Name	1235
Broker Code	88

ACCOUNTING

Once a Mexican CETES position has been established it will follow all core Eagle Accounting processes.

SUPPLEMENTAL DOCUMENTATION

See attached files for:

Bloomberg DES screen (Mexican CETES BB DES.gif)
Bloomberg BXT screen (Mexican CETES BB BXT.gif)
Sample security setup and trade in Eagle (Mexican CETES Example.xlsx)

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