OASIS user guide - Hong Kong Exchanges and Clearing Limited

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PART III – OASIS Margin Simulator 3. Once the account selection has been made, the system will load the trade as shown in the illustration below. Each account captures the cleared trades as of at the previous EOD. September 2013 Page 78 of 107
PART III – OASIS Margin Simulator Field descriptions for an IRS in the blotter: Field Descriptions Trade Id Trade Id assigned by the OTC Clearing System External Reference MarketWire, DS Match or HKTR-MC trade reference Product Description Basic information about the trade Example: Trade Id 87745 which has the following trade descriptions: Swap/03/05/2016/P:USD/LIBOR/3M/R:USD 0.001 This can be interpreted as follows: A Swap trade maturing on 03/05/2016 paying floating rate based on 3 month LIBOR and receiving 0.001 percent fixed rate. Trade Date The date the trade become effective Settle Date The date the settlement of the trade starts Entered Date The date the trade is received by the OTC Clearing System Entered User The User who entered the trade Bundle Name Not Applicable Bundle Type Not Applicable Quantity Trade Unit Price Fixed Swap Rate Book The account in which the cleared trade is. It is the account being chosen in step 2 of 2.1.2. Counterparty The name of Clearing Member Status The current trade status in the clearing system. A status of: “CLEAR”: cleared by OTC Clear “NONE”: what-if trade “De-Cleared”: trades that have been de-cleared Trader Not Applicable Trade Currency Contract currency of the Swap Settlement Currency The currency used to settle the cash flow of the trade Nominal Notional value of the trade Delta_PCT Not Applicable Delta_Risky_Prim Not Applicable Delta_Risky_Sec Not Applicable September 2013 Page 79 of 107
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OTC Clearing Hong Kong Limited OTC
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Amendment Log Updated Date Document
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2.4. AMENDMENT OF REQUEST PRIOR TO
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Part I - General Information Hotlin
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2.3. Functions and Key Features Par
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3.2. Software Requirements OASIS Us
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OASIS user guide - Hong Kong Exchanges and Clearing Limited

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