6 SERIES

DCASS Terminal User Guide
6 – Series
6 SERIES
The Series menu in the DCASS Terminal allows users to access various windows providing
relevant information on the traded series, markets and a range of other information such as
underlying and fixing values.
6.1 SERIES INFORMATION
The Series window displays information on the available series. The * wildcard can be used to
perform the search. The Series Browser can be used to target series that fit the users’ criteria i.e.
the underlying, instrument group and expiry.
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DCASS Terminal User Guide
6 – Series
Standard combo series and tailor-made combo series (TMC) are shown in the Series window.
The combo series do not provide practical information to clearing processes, e.g. position
management. It should be noted that the names of TMC series are subject to being housekept or
reused by HKEx and hence cannot considered as an unique identifier for the related trade leg
series. And the combo series and combo price on a trade may not be provided once the TMC
Combo has been housekept or reused.
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DCASS Terminal User Guide
6 – Series
List Columns
Field
Description
Expiration Date The date on which the series will expire. In case of whole day
typhoon or other scenarios when the last trading day needs to be
adjusted, the expiration date of series would be updated accordingly.
Instrument Group
Last Trading Time
New Contract Size
Notation Date
Series
Status
Stopped
Strike Price
Underlying
Contr Size
Identifies the instrument group to which the series belongs
The time after which the series can no longer be traded
The new number of units of underlying per contract in case of capital
adjustment (for stock options and stock futures series only)
The date on which the series was introduced to the market
The name of the series
The current status of the series:
Active
Suspended
Stopped
Deleted
The series is active; it can be either expired or not
expired (The system will keep expired series for 30 days
such that users can check their information)
The series is temporarily stopped; it can be reactivated
The series is issued; it is replaced by a new calculated
series
The series is deleted; it cannot be reactivated
Indicates whether the series is stopped or not. A stopped series means
that it is no longer being traded
The series’ strike price
The underlying of the series
Number of underlyings in a contract
Note:
The following columns are not applicable and are not used:
Deliverable Deliverable Start Deliverable Stop
ISIN
OLD ISIN
Note:
For the series naming convention, please refer to “HKATS User Guide” if available.
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DCASS Terminal User Guide
6 – Series
6.2 SERIES BROWSER
The Series Browser is a tool which allows users to search for particular series by narrowing down
the selection to the desired few. This tool can be used to select series in most of the windows in
the DCASS Terminal including the Trade History, Account Positions and Clearing Information
and is activated by clicking on the button appearing next to a Series field.
1. Select the relevant Underlying
2. Select the Instrument Group and the Expiration Date
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DCASS Terminal User Guide
6 – Series
3. The series which fit the specified criteria will be available in the drop down menu
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DCASS Terminal User Guide
6 – Series
6.3 UNDERLYING INFORMATION
The Underlying window displays information on the available underlying.
Specifying details of the underlying can narrow down the search results. The Series Browser can
also be used in this window by clicking on the button
Note:
The “Only Synthetic Underlying” checkbox is not used and should be ignored.
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DCASS Terminal User Guide
6 – Series
List Columns
Field
Base Currency
Price Unit
Underlying
Underlying Name
Underlying Type
Description
Indicates the trading currency of the underlying
Price unit options:
1. price
2. yield
3. points
4. IMM index
5. yield difference
6. basis points
7. inverted yield
The underlying code
The full name of the underlying
The type of underlying:
Stock
Stock Index
Currency
Interest Rate
Note:
The following columns are not applicable and are not used:
Coupon Interest Coupon Settle Days Day Count
Days in Interest Year ISIN Nominal Value
Release Date
Termination Date
6.4 CLEARING DATES WINDOW
The Clearing Dates window displays respective clearing dates information of each instrument
type, the information includes “Previous Clearing Date”, “Clearing Date” and “Next Clearing
Date”.
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DCASS Terminal User Guide
6 – Series
The only change in the Clearing Dates window is that this “transition” will be indicated in the
“Cleared next day” column. “Yes” is shown under the “Cleared next day” column if transition
to session state marked with “Trades are Cleared Next Day” have occurred
6.5 FIXING VALUES
The Fixing Values window displays the fixing values for all series. They will be available only
after the official fixing values are set by the Clearing House. Fixing values are the official
end-of-day settlement prices used by the Clearing House for settlement and margining purposes.
Fixing values for specific series or dates can be retrieved by filling in the series field, and by
entering the relevant date.
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DCASS Terminal User Guide
6 – Series
6.6 MARKETS
The Markets window enables users to choose which markets are included in the DCASS Terminal.
If all of the markets are selected, then transactions and events for all markets will be displayed in
the DCASS Terminal windows (i.e. Trade History, Clearing Information etc).
In the below example, only the HIBOR Futures and Stock Futures markets are selected, so, only
items relevant to these two markets will be displayed in the DCASS Terminal:
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DCASS Terminal User Guide
6 – Series
In the below screen, all available markets are selected hence all transactions and events will be
displayed:
If only some of markets are selected then only those transactions and events relevant to the
selected markets will be displayed.
To remove a market, highlight the market in the Current Markets column and click .
To add a market, highlight the market in the Available Markets column and click . By
default, all markets are included and available to the system.
6.7 LOAD/RELOAD
As mentioned in the introduction, to enhance performance, most of the information will be stored
locally in the Clearing Participant’s machine. However, it is possible that the information stored
locally need to be reloaded again. The Load/Reload window provides this function. However,
this function should only be used under the instruction from the Clearing
Houses.
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DCASS Terminal User Guide
6 – Series
The available options are:
• Restart the OMX SECUR BO Server
• Reload trades from a date
• Reload all accounts
• Reload payments from a date
(Not applicable to HKEx)
• Reload instruments
• Reload trading statistics from a date
(Not applicable to HKEx)
• Reload deliveries from a date
• Reload margin requirements from a date
• Load last saved Account Access Types
• Reload the non trading days
• Reload RM Reports from a date (not used
by HKEx)
6.7.1 RESTARTING THE DCASS SERVER
• Select Load/Reload from the Series Menu.
• Select “restart the OMX SECUR BO Server” and click .
This operation will disconnect and restart the DCASS Server.
6.7.2 RELOAD TRADES FROM A DATE
• Select ‘reload trades from a date’ and click .
This enables the Date and Commodity fields to be editable. Enter the date and the
commodities to be reloaded. By selecting a specific commodity, only trades placed on
derivative-series for this commodity will be reloaded. This saves the time required to reload
the trades for all commodities.
This operation disconnects all DCASS Terminals from the DCASS Server when the DCASS
Server reloads the trades and lets DCASS Terminals reconnect after the reload.
6.7.3 RELOAD ALL ACCOUNTS
• Select “Reload all accounts” and click .
This operation restarts the server and reloads all accounts during start-up. It is not necessary to
use this function to reload accounts that have been added during the day. These are
automatically downloaded when users presses in the Account Detail window and
when the DCASS Server is started up.
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DCASS Terminal User Guide
6 – Series
6.7.4 RELOAD INSTRUMENTS
• Select “Reload instruments” and click .
This operation restarts the DCASS Server and reloads all instruments during start-up. The
DCASS Terminals will therefore be disconnected during this operation but they will be
reconnected automatically when the DCASS Server is restarted.
6.7.5 RELOAD DELIVERIES FROM A DATE
• Select “Reload deliveries from a date” and click .
Enter the date from which deliveries are to be reloaded. The deliveries from the specified date
up to the current date will be reloaded.
This operation restarts the DCASS Server and thereby disconnects all DCASS Terminals during
the process. The DCASS Terminals are automatically reconnected again once the DCASS
Server is restarted.
6.7.6 RELOAD MARGIN REQUIREMENTS FROM A DATE
• Select ‘reload margin requirements from a date’ and click .
Enter the date from which the margin requirements are to be reloaded. The margin
requirements from the specified date up to the current date are reloaded.
This operation restarts the DCASS Server and thereby disconnects all DCASS Terminals during
the restart. The DCASS Terminals are automatically reconnected again once the DCASS
Server is started up.
6.7.7 RELOAD THE NON-TRADING DAYS
• Select “Reload Non-Trading Days” and click the button.
This operation restarts the DCASS Server and reloads all non-trading days during start-up. The
DCASS Terminals will therefore be disconnected during this operation but they will be
reconnected automatically when the DCAS Server is restarted.
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