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There is a capability to “write- in” various values related to hedging descriptions on the Schedule DB reports: Schedule DB Part A Section 1 and 2 (DBA1, DBA2) and Schedule DB Part B Section 1 and 2 (DBB1, DBB2). To support these columns, new tables were added to the ISTAR Database Schema along with a selection of new panels to input the hedge descriptions at an asset level by SVO Company Code. The asset level descriptions are allowed to differ by long/short indicator and derivative election. Once descriptions are added to the tables via the Create DB Hedge Description and Create Footnote Hedge Code panels, only running the report is needed to see the changes take effect on the Schedule DB reports.

 The Create DB Hedge Description panels will add the description information for each asset at the SVO Company level. As a prerequisite, use the Create Footnote Hedge Code panel prior to adding the asset level information if other than the default Type of Risk values are going to be used and to add hedge code values for Footnote B. The dynamic lookups in the Add DB Hedge Description will then pick up any “Other” Type of Risk (footnote A) values or Hedge Code (footnote B) values added via the Footnote Hedge Code panel.

 Below table illustrates the corresponding report columns the Create DB Hedge Description panel fields will update when submitted:

Create DB Hedge Description panel field

Corresponding Report Column

Item Hedged Desc Manual Entry (tag 1019) or Item Hedged Desc Code Value (tag 1017)

Note: When updating using a batch uploader use tag 8792

  • Schedule DBA1/DBA2: Column 2- Descriptions of Item(s) Hedged, Used for Income Generation or Replication

  • Schedule DBB1/DBB2: Column 5- Descriptions of Item(s) Hedged, Used for Income Generation or Replication

Hedge Sched Line Code (tag 8792)

  • Schedule DBA1/DBA2: Column 3- Schedule / Exhibit Identifier

  • Schedule DBB1/DBB2: Column 6- Schedule / Exhibit Identifier

Type of Risk (tag 8804) or Other Type of Risk (tag 10599)

Note: When updating using a batch uploader use tag 8793

  • Schedule DBA1/DBA2: Column 4 - Type(s) of Risk(s) (a)

  • Schedule DBB1/DBB2: Column 7 - Type(s) of Risk(s) (a)

Hedge Footnote (tag 1021) or Hedge Percentage (XXX/YYY) (tag 1022)

Note: When updating using a batch uploader use tag 8794

  • Schedule DBA1: Column 23 - Hedge Effectiveness at Inception and at Year-end (b)

  • Schedule DBA2: Column 25- Hedge Effectiveness at Inception and at Year-end (b)

  • Schedule DBB1: Column 21 - Hedge Effectiveness at Inception and at Year-end (b)

  • Schedule DBB2: Column 19 - Hedge Effectiveness at Inception and at Year-end (b)

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