Currency Forwards
CLEARWATER DATA REQUIREMENTS
Currency Forwards C
learwater requires a unique identifier for each currency forward associated with both positions and transactions. The sections on the right contain the full range of data fields Clearwater uses for reconciliation. Please provide all available data points. The fields listed are critical to reconciliation and must be supplied before the data can be processed. The "Holdings" and "Transactions" sections contain data required daily, while the "Initial Load" section contains data is only required for implementation. Below are common terms used in these sections and their definitions for reference. Commission: any commission on the trade Identifier: identifier the client would like to see associated with this contract (Clearwater needs a unique identifier to represent each contract, the position we expect to move out of the account on the settle date, and the position that we expect to move it) Identifier description: description of the derivative (for a currency forward, this should be something like “Currency Forward Contract”)
HOLDINGS >> Account Number >> As of Date >> Contract Exchange Rate >> Currency Coming In >> Currency Going Out >> Identifier
>> Identifier Description >> Market Price >> Market Value >> Number of Units of Currency In >> Number of Units of Currency Out
TRANSACTIONS >> Account Number >> As of Date >> Commission >> Contract Exchange Rate >> Counterparty >> Currency Coming In >> Currency Going Out >> Entry/Trade Date
>> Identifier >> Number of Units of Currency In >> Number of Units of Currency Out >> Reversal or Cancel Indicator >> Reversed or Cancel Transaction ID >> Settle/Post Date >> Transaction Type
INITIAL LOAD >> Account Number >> Commission >> Contract >> Counterparty >> Currency Coming In >> Currency Going Out >> Date of Load >> Exchange Rate
>> Identifier >> Market Price as of Load Date >> Market Value as of Load Date >> Number of Units of Currency In >> Number of Units of Currency Out >> Original Entry/Trade Date >> Original Settle/Post Date >> Transaction Type
Number of Units of Currency In: should be a positive number in the position file Number of Units of Currency Out: should be a negative number in the positions file Transaction types: "buy" refers to when a contract opens, while "settle" refers to when the contract closes
Please contact your account manager with questions about these guidelines.
07/28/2017 CLEARWATER DATA REQUIREMENTS—CURRENCY FORWARDS | 1
Currency Forwards C
learwater requires a unique identifier for each currency forward associated with both positions and transactions. The sections on the right contain the full range of data fields Clearwater uses for reconciliation. Please provide all available data points. The fields listed are critical to reconciliation and must be supplied before the data can be processed. The "Holdings" and "Transactions" sections contain data required daily, while the "Initial Load" section contains data is only required for implementation. Below are common terms used in these sections and their definitions for reference. Commission: any commission on the trade Identifier: identifier the client would like to see associated with this contract (Clearwater needs a unique identifier to represent each contract, the position we expect to move out of the account on the settle date, and the position that we expect to move it) Identifier description: description of the derivative (for a currency forward, this should be something like “Currency Forward Contract”)
HOLDINGS >> Account Number >> As of Date >> Contract Exchange Rate >> Currency Coming In >> Currency Going Out >> Identifier
>> Identifier Description >> Market Price >> Market Value >> Number of Units of Currency In >> Number of Units of Currency Out
TRANSACTIONS >> Account Number >> As of Date >> Commission >> Contract Exchange Rate >> Counterparty >> Currency Coming In >> Currency Going Out >> Entry/Trade Date
>> Identifier >> Number of Units of Currency In >> Number of Units of Currency Out >> Reversal or Cancel Indicator >> Reversed or Cancel Transaction ID >> Settle/Post Date >> Transaction Type
INITIAL LOAD >> Account Number >> Commission >> Contract >> Counterparty >> Currency Coming In >> Currency Going Out >> Date of Load >> Exchange Rate
>> Identifier >> Market Price as of Load Date >> Market Value as of Load Date >> Number of Units of Currency In >> Number of Units of Currency Out >> Original Entry/Trade Date >> Original Settle/Post Date >> Transaction Type
Number of Units of Currency In: should be a positive number in the position file Number of Units of Currency Out: should be a negative number in the positions file Transaction types: "buy" refers to when a contract opens, while "settle" refers to when the contract closes
Please contact your account manager with questions about these guidelines.
07/28/2017 CLEARWATER DATA REQUIREMENTS—CURRENCY FORWARDS | 1
