Consider Exchange Rates

Owned by Jawann Swislow
Last updated: Feb 23, 2024
1 min read

There are two entity exchange (FX) rate sources at the entity level that are used for valuation and reporting:

  1. Valuation FX Source (11652) is used for holdings and is mapped to HOLDINGDBO.POSITION_DETAIL.MKT_EXCHANGE_RATE

    Valuation FX Source.png

  2. FX Source (1344) is used for cash activity and is mapped to CASHDBO.CASH_ACTIVITY.CURR_FX_RATE

    FX Source.png

However, when converting local values to base, Enrichment uses a dynamic FX rate (EglDynFx-SpotRateEnd-CCtoBC) pulled from SECURITYDBO.FX_RATES.SPOT_RATE for both holdings and cash activity. The source is determined by the hierarchy defined in the Enrichment source rule, as described in .

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