The following are changes introduced in Agiblocks version 3.21.3.
Mark to Market Behaviour When Market Data is Not Entered
When not all market data for futures prices, premiums, or ratios has been entered, the Mark to Market screen will use fall-back values:
- For outdated futures prices, using the latest known value
- For missing futures prices or premiums, using 0.00
- For missing ratios using 1.00
In case a Mark to Market screen includes any data based on such fall-back values, then it will show a warning message at the top of the screen indicating there are omissions in the market data:
Such fall-back values will be displayed as red-brown text instead of black, so you can find which values have been entered by default.
In case of comparing 2 snapshots with missing market data, you will get 2 lines in the warning about each snapshot.
Note: You should avoid creating snapshots when the market data is not complete in live data: a snapshot is frozen and any market data added or changed later is not included in the snapshot. To avoid snapshots with incomplete market data, you should check that the screen for live data does not give the warning message.
Other Changes
• Mark to Market Excel downloads now have date and number fields formatted for those type of values.