Mark to Market
The valuation of cross market instruments in the Mark to Market and Unrealized P&L Agiblocks follows the same calculation as when contracts are rolled inside markets: the Contract value column will, for the part that was not yet priced, be calculated as if it was priced at the value available in the latest market data in the system.
Position
Cross markets pricing does not any specific impact on the position screen. The futures that are still to be fixed will be represented in the corresponding To be fixed columns and details. In case the White Premium is still to be fixed, it will be present in both sides.
Hedge Allocation Screen Enhancements
Where a cross markets pricing is composed from two future instruments, for cross market pricing, both future instruments and the positive /negative value will be shown in the hedge allocation dialogues
On the Hedge allocation screen, the record layout in each column has been improved to be more consistent and readable for all types of transactions. The new record layout makes it easier to quickly identify each type of record.
NEW: Match Check Box
Selecting an item in either column will automatically gray out records which do not match the selected record. Ticking the new Match check box before or after selecting a record will filter out the non-matching records, showing only those records which fit the selected record criteria.
Price Confirmations
The price confirmations generated to interact with the counterparty have been adjusted to reflect the cross market pricing changes.
