Maturity Blotter
The Maturity Blotter (accessed via FX Blotters → Maturity Blotter in the navigation panel) displays an aggregate position of all currencies by value date. The position aggregates net cash amounts by currencies and can include trades, option premiums and trade fees. This blotter loads positions in house perspective as a default. However, it can also be flipped to be viewed in client perspective by checking off the “Client Perspective” box. The maturity blotter can also be exported by clicking on the … next to “Save View” button.
When the maturity blotter loads, a single card loads with the total position of all currencies. Each row lists a value date (specified by the range of value date in the filter) whereas the columns separate each currency. Users can also click into each currency to load trades which make up the overall currency position.
Filters
- Client Perspective
- Value Rate: can be set to market rates (current streaming market rate) or accounting rate (which users may upload)
- Date from: first value date within the date range
- Date to: last value date within the date range
- Accounts: specified account names
- Account group
Columns
- Value Date
- Total USD: all amounts in a specified value date converted back to USD using market rate or accounting rate
- Currency