Options
CLEARWATER DATA REQUIREMENTS
Options Required Transactions for Option Reporting
Amount: cash proceeds excluding commission, calculated by price multiplied by notional (also represents the book value on the Clearwater web portal)
OPENING >> Option Write
>> Sell to Open
>> Buy to Close
Contract Size: the size of the contract the client owns
CLOSING >> Option Settle
>> Sell to Close
>> Expiration
Reconciliation Data Fields The following tables display the full range of data fields used by Clearwater 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 the data needed daily, while the "Initial Load" section contains data only required for implementation. >> Description of Security >> Identifier
>> Market Price >> Market Value >> Units
>> Currency >> Description of Security >> Identifier >> Notional
>> Price >> Settle/Post Date >> Trade Date >> Transaction Type >> Units
TRANSACTIONS >> Account Number >> Amount >> As of Date >> Commission >> Counterparty
Expiration Date: the date the right to call or put expires Identifier: identifier the client would like to see associated with this option (this could be a ticker used in combination with other characteristics provided to create a unique identifier)
Option Type (Call or Put): the owner of a "call" option has the right to purchase the underlying good at a specific price until a certain date, and the owner of a put option has the right to sell the underlying good at a specific price until a certain date Price: calculated by market value/notional = market value/contract size multiplied by units Strike Price: the call or put price
INITIAL LOAD >> Account Number >> Amount >> Commission >> Counterparty >> Currency >> Description of Security
Description of Security: description of the derivative that will be used in the “description” or “name” section of the Clearwater web portal
Notional: contract size multiplied by units
HOLDINGS >> Account Number >> As of Date >> Currency
Commission: any commission on the trade
>> Identifier >> Initial Load Date >> Notional >> Original Settle/ Post Date >> Price >> Original Trade Date
>> Transaction Type >> Units at Time of Load
>> Expiration Date >> Option Type2 >> Strike Price
>> Underlying Security Identifier
Underlying Security Identifier: the security the derivative gets its value from (optional data point clients, custodians, or asset managers can supply) Units: the number of contracts the client owns for this derivative
SECURITY FIELDS >> Contract Size >> Exchange >> Exercise Type1 1. American/European 2. Call or Put
Please contact your account manager with questions about these guidelines.
10/12/2017 CLEARWATER DATA REQUIREMENTS—OPTIONS | 1
Options Required Transactions for Option Reporting
Amount: cash proceeds excluding commission, calculated by price multiplied by notional (also represents the book value on the Clearwater web portal)
OPENING >> Option Write
>> Sell to Open
>> Buy to Close
Contract Size: the size of the contract the client owns
CLOSING >> Option Settle
>> Sell to Close
>> Expiration
Reconciliation Data Fields The following tables display the full range of data fields used by Clearwater 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 the data needed daily, while the "Initial Load" section contains data only required for implementation. >> Description of Security >> Identifier
>> Market Price >> Market Value >> Units
>> Currency >> Description of Security >> Identifier >> Notional
>> Price >> Settle/Post Date >> Trade Date >> Transaction Type >> Units
TRANSACTIONS >> Account Number >> Amount >> As of Date >> Commission >> Counterparty
Expiration Date: the date the right to call or put expires Identifier: identifier the client would like to see associated with this option (this could be a ticker used in combination with other characteristics provided to create a unique identifier)
Option Type (Call or Put): the owner of a "call" option has the right to purchase the underlying good at a specific price until a certain date, and the owner of a put option has the right to sell the underlying good at a specific price until a certain date Price: calculated by market value/notional = market value/contract size multiplied by units Strike Price: the call or put price
INITIAL LOAD >> Account Number >> Amount >> Commission >> Counterparty >> Currency >> Description of Security
Description of Security: description of the derivative that will be used in the “description” or “name” section of the Clearwater web portal
Notional: contract size multiplied by units
HOLDINGS >> Account Number >> As of Date >> Currency
Commission: any commission on the trade
>> Identifier >> Initial Load Date >> Notional >> Original Settle/ Post Date >> Price >> Original Trade Date
>> Transaction Type >> Units at Time of Load
>> Expiration Date >> Option Type2 >> Strike Price
>> Underlying Security Identifier
Underlying Security Identifier: the security the derivative gets its value from (optional data point clients, custodians, or asset managers can supply) Units: the number of contracts the client owns for this derivative
SECURITY FIELDS >> Contract Size >> Exchange >> Exercise Type1 1. American/European 2. Call or Put
Please contact your account manager with questions about these guidelines.
10/12/2017 CLEARWATER DATA REQUIREMENTS—OPTIONS | 1
