Derivatives MTM Repotes

[Former Member]

Hi,

I want to know which are the MTM derivatives Reports for day to day reporting, T-code TXAK is doing only one deal at the time, we cant do multiple option price calculation.

Regards,

Vishal

[Former Member]

Hi,

We take Cross Currecy Swap (CCS) & Interest Rate Swap (IRS) option.

In TXAK t-code CSS & IRS option price calculation is done but all transaction punch separately. Which report is available for price calculation all deal wise without punch data ?

Regards,

Vishal

[Former Member]

HI Vishal,

Could you please specify what kind of report you are expecting and for which product exactly?

For Options & Futures different valuation programs should be run based on the Settlement category (future/Normal). For future based products TPM25 and PMVM can be used. For "Normal' TPM1 will do the valuation for Options Trading.

Regards

Prasad AV