OASIS user guide - Hong Kong Exchanges and Clearing Limited

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PART III – OASIS Margin Simulator 2.3. What-If Portfolio 2.3.1. Function Descriptions Compared with What-If trade which allows user to upload trade manually one by one, What-If portfolio function allows the user to calculate the incremental margin requirement by adding more than one trade into an existing or a new portfolio in one go. To use this functionality a CSV file containing trade details and in specific format must be used. The following steps show the procedures to upload the file. For the detailed file template and specifications to generate a CSV file for your portfolio, please refer to Appendix 1. 2.3.2. IRS What-If Portfolio – How to Use (Step by Step) 1. Open a CSV file provided by OTC Clear to create a customized portfolio of trades When creating a CSV file for what-if portfolio, user can use the template provided by OTC Clear. The template already includes some sample trades for user’s reference. September 2013 Page 90 of 107
PART III – OASIS Margin Simulator 2. Select the What-if Portfolio function on the Operations panel and import the CSV file by clicking the Browse button September 2013 Page 91 of 107
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OASIS user guide - Hong Kong Exchanges and Clearing Limited

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