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.

Content on this page:

Forwards

Field	Tag	DB.TABLE.COLUMN	Notes
Sell Quantity	366	TRADESDBO.TRADE.PAR_OR_SHARES	On sell side
Buy Quantity	316	TRADESDBO.TRADE.PAR_OR_SHARES	On buy side
Base Net Amount	478	TRADESDBO.TRADE.TRADE_BASE_AMOUNT
Commission Amount Local	47	TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT	On whichever side matches the Settlement Currency (63)
Other Fee	3752	TRADESDBO.TRADE.SEC_FEES	On whichever side matches the Settlement Currency (63)

Futures & Options

With Variation Margin (VM)

Field	Tag	DB.TABLE.COLUMN
Contracts	40	TRADESDBO.TRADE.PAR_OR_SHARES
Price per Contract	45	TRADESDBO.TRADE.PRICE
Commission Amount Local	47	TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT
Other Fee	3752	TRADESDBO.TRADE.SEC_FEES
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
Price per Contract	45	TRADESDBO.TRADE.PRICE
Tax Amount	46	TRADESDBO.TRADE.TAXES
Commission Amount Local	47	TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT
SEC Fee	48	TRADESDBO.TRADE.EXCHANGE_FEE
Stamp Duty Tax	51	TRADESDBO.TRADE.OTHER_FEE
Other Fee	3752	TRADESDBO.TRADE.SEC_FEES
Local Net Amount	50	TRADESDBO.TRADE.NET_CASH
Settlement Net Amount	64	TRADESDBO.TRADE.SETTLEMENT_AMOUNT	Options only
Base Net Amount	478	TRADESDBO.TRADE.TRADE_BASE_AMOUNT

Swaps

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

Field	Tag	DB.TABLE.COLUMN	Notes
Notional Principal Value	40	TRADESDBO.TRADE.PAR_OR_SHARES
Price	45	TRADESDBO.TRADE.PRICE	Contract only
Traded Interest Local	49	TRADESDBO.TRADE.ACCRUED_INTEREST	Legs only
Principal	165	TRADESDBO.TRADE.PRINCIPAL	Contract only
Commission Amount Local	47	TRADESDBO.TRADE.LOCAL_COMMISSION_AMOUNT	Contract only
Other Fee Local	3752	TRADESDBO.TRADE.SEC_FEES	Contract only
Local Net Amount	50	TRADESDBO.TRADE.NET_CASH
Settlement Net Amount	64	TRADESDBO.TRADE.SETTLEMENT_AMOUNT
Base Net Amount	478	TRADESDBO.TRADE.TRADE_BASE_AMOUNT
Initial Cash Receipt	316	CASHDBO.CASH_ACTIVITY.LOCAL_PRINCIPAL_FLOW	Legs only
Initial Cash Payment	366	CASHDBO.CASH_ACTIVITY.LOCAL_PRINCIPAL_FLOW	Legs only
Final Cash Payment	8317	CASHDBO.CASH_ACTIVITY.LOCAL_PRINCIPAL_FLOW	Legs only, once position is closed/terminated
Final Cash Receipt	8318	CASHDBO.CASH_ACTIVITY.LOCAL_PRINCIPAL_FLOW	Legs only, once position is closed/terminated

Total Return (TRS)

Field	Tag	DB.TABLE.COLUMN	Notes
Shares	40	TRADESDBO.TRADE.PAR_OR_SHARES	Number of shares for contract and return leg, notional value for finance leg
Price	45	TRADESDBO.TRADE.PRICE	Return leg only
Traded Interest Local	49	TRADESDBO.TRADE.ACCRUED_INTEREST	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	Return leg only
Other Fee	3752	TRADESDBO.TRADE.SEC_FEES	Return leg only
Local Net Amount	50	TRADESDBO.TRADE.NET_CASH
Settlement Net Amount	64	TRADESDBO.TRADE.SETTLEMENT_AMOUNT	Always zero on return leg
Base Net Amount	478	TRADESDBO.TRADE.TRADE_BASE_AMOUNT

Derivatives Reporting Best Practices