Report on Swing Pricing

Owned by Kinga Huszno
Last updated: Dec 04, 2024
1 min read

Two reports are available for use with Swing Pricing. They include the Swing Factor report and the Swing NAV History report.

Swing Factor Report

The Swing Factor report allows you to view the swing factor source data to review the calculated components of the factor for swing pricing. You can run the report by report view, swing factor status, or date. You can select one of the following report views:

  • Swing Factor Summary. Default. Allows you to view summary data for the Market Spread Factor, Transaction Cost Factor, and Swing Factor.

  • Market Spread Summary. Allows you to view total market value summary data used in the Market Spread Factor calculation.

  • Market Spread Detail. Allows you to view the security level market value detail associated to the Market Spread Factor calculation.

  • Transaction Cost Summary. Allows you to view the fund level total settlement amount base and total expense amounts for both Bid and Ask transaction cost data. This report view provides a separate tab for Bid and Ask cost transaction data.

  • Transaction Cost Detail. Allows you to view the security level settlement amount base and associated expense detail associated to the Transaction Cost Bid and Ask Factor calculation.

For information on the report panel options, see Swing Factor Report.

Swing NAV History Report

The Swing NAV History report allows you to view the daily Swung and Unswung NAV and all the rule components and data points used to calculate the swing NAV. You can run the report by entity and data range. For information on the report panel options, see Swing NAV History Report.