FAS161 Average Volume Report

The FAS161 Average Volume report displays the detail, aggregated, and average volumes for derivatives, including the cost, value, and number of open positions and contracts.

To create the FAS 161 Average Volume report:

1. From the Accounting Center window, click Reporting in the left navigation.
2. Double click Investment Accounting, Compliance Reports, and FAS 161 Average Volume Report.
   You see the FAS 161 Average Volume report panel.
3. Complete the fields on the FAS 161 Average Volume report panel.
4. Click Submit.
5. Click Advanced Report or Classic Grid Report for the report view you want.
   The report results appear on your desktop for the view selected.

FAS 161 Average Volume Report Panel Options

A definition of the options on the FAS 161 Average Volume report panel follows.

Search Criteria

• Entity ID. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
• Entity Name. Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
• Accounting Basis. Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
• Report Type.  Specifies the type of date to filter report results.
  Options include:
  –  Accounting Date (Default)
  –  Month End Date
• Report Period. Specifies the time period, date range, or particular date for your report. The time period may be entity specific or security specific, such as fiscal year.
  Options include:
  –  Daily Activity
  –  Date Range
  –  Fiscal Year To Date (Default)
  –  Month to Date
• Report Start Date. Specifies the start date for your report results. To use this option, you must select Date Range as your report period.
• Report End Date. Specifies the ending date for your report results. The default is today's date.
• Spots Volume Activity Reporting. Specifies the type of volume reporting assumed for your report results.
  Options include:
  –  Separate Spot and Forward Specific Volume Activity
  –  Merge Spot and Forward Specific Volume Activity (Default)

Selection Criteria

• Report Filters. Allows you to show/hide additional report and security filters. The default is No.
• Advanced Report Options. Allows you to show/hide advanced report and sort options. The default is No.
• Security Group. Allows you to filter report results by security group.
  Options include:
  –  Purchased Options
  –  Written Options
  –  Futures (Long)
  –  Futures (Short)
  –  Forwards (Purchased)
  –  Forwards (Sold)
  –  Interest Rate Swaps (Pays Fixed Rate)
  –  Interest Rate Swaps (Receives Fixed Rate)
  –  Other Interest Rate Swap
• Detail Tab Selection. Allows you to select the FAS 161 details for your report results.
  Options include:
  –  Fair Value of Derivative Instruments (Default is Yes).
  –  The Effect of Derivative Instruments (Default is Yes).
• Report Sorts. You can sort the report results.
  Options include:
  –  Account/Sector (Sort 1 Required)
  –  Security Group (Sort 2 Required)
  –  Calendar date (Sort 3 Default)