Page History
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- Summary tab
- Risk details tab
- Visualizations
Summary Tab will be displayed only when the company preference set to Processor 
Risk Details tab will be populated only when the company preference set to Trader / Elevator
Physical section
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When user clicks on the number/drilldown, the new window which populates has the following information
| Field Name | Field Type | Column Number | Is a Drilldown ?? | What the field pertains to | Impact of | Rules |
| Unfixed section | Table | 1 | Indicates dominion of unfixed contracts.
| Purchase sequence qty is displayed with a +ve sign and sales sequence qty is displayed with a -ve sign. | ||
| Types | Table | 2 | Yes | Types as configured by user in commodity master | Type name is a combination of Purchase/Sales + Type. A type is shown only when there are open contracts for the same. (Sequence tonnage - invoiced tonnage) > 0 Each type will be displayed as a new row. Show all Purchase types followed by sales type. Arrange them alphabetically For all purchase types, the first word purchase is common, check for the next sets of words to determine order. Any contract which is Unfixed , open and belongs to a type and futures month will become part of this section. | |
| Futures months | Table | 3 onwards | Futures months as configured by user | List all active futures months chronologically (Left to right). Previous, will be placed in the column prior to any active futures month. Any open physical position for an expired futures month will be displayed here. | ||
| Total | Table | Place this column immediately after the last active futures month | For a type, sum of quantity for all active futures month. It may be unfixed qty , fixed qty or futures. | |||
| Total Unfixed | Table | Total unfixed of all types for a given futures month. | ||||
| Fixed section | Table | Yes | Indicates dominion of fixed contracts Type name is a combination of Purchase/Sales + Type.
| A type is shown only when there are open contracts for the same. (Sequence tonnage - Invoiced tonnage) > 0 Each type will be displayed as a new row. Show all Purchase types followed by sales type. Arrange them alphabetically For all purchase types, the first word purchase is common, check for the next sets of words to determine order. Any contract which is fixed, open and belongs to a type and futures month will become part of this section . NOTE- In Price contract, user has an option to fix one Robusta coffee lot yet overwrite the fixed quantity to say 14MT. So in this case 14MT should be displayed as fixed qty. Under fixed section, after all the item names, there should be an option to show all the contracts associated with pricing type "HTA" The name would be "Futures only (HTA) | ||
| Total Fixed | Table | Total fixed of all types for a given futures month. | ||||
| Basis Risk | Table | Total Unfixed + (Total Fixed for a given futures month- HTA positions) | ||||
| Delta hedge section | Table | All open contracts associated with product line where delta is defined are displayed in this section.
| Type name is a combination of Purchase/Sales + Product line name (Delta = X %) So, if "Fairtrade" type has a delta 50% and is associated with type Robusta unwashed, the name would be Purchase Fairtrade (Delta =50%) or Sales Fairtrade (Delta=50%). Speciality section has 2 sub sections Unfixed and Fixed | |||
| Unfixed | Table | Yes | All open unfixed contracts associated with product line where delta is defined are displayed in this section. | |||
| Total Delta Hedge Unfixed | Table | Total unfixed of all types for a given futures month. | ||||
| Delta Hedge fixed | Table | Yes | All open fixed contracts associated with product line where delta is defined are displayed in this section. | |||
| Total Specialty fixed | Table | Total fixed of all types for a given futures month. This number is adjusted for delta % . So, as an example, against Purchase Fairtrade (Delta =50%), 500 MT is available , when the same is populated against "Total speciality fixed" delta is computed on 500 , 500 X 50% =250 MT. 250 MT is shown | ||||
| Overall Physical Position | Table | Sum of Basis Risk, Total Speciality unfixed and Total Speciality fixed | ||||
| Futures Position | Table | Yes | Futures positions held under different broker accounts pertinent to different futures months is displayed here Account numbers are placed on the Y axis and Futures month on the X axis. The number shown on the grid is the net of Long and short futures. | Only confirmed futures transactions will be displayed here Long is +ve and Short is -ve . If the number on the grid is +ve it could mean 1- Only Long positions 2- Long positions are more than short positions | ||
| Futures net position in Lots | Table | Add all individual positions held in different broker accounts for a futures month. UOM= lots. | ||||
| Delta options | Table | Yes | Find all Confirmed, active (not expired, exercised or assigned) options, apply delta to it and the number should be reflected here. Calculations provided in the text above this grid | If delta is zero , don't display the option | ||
| Total F&O | Table | Add "Futures net position in lots" and "Delta options". UOM= lots | ||||
| Total F&O (in UOM name ) | Table | Show the above in UOM selected in the filter options (in the header) | ||||
| Net Market Risk | Table | Total Fixed + Total speciality delta fixed + Total F&O , displayed in UOM selected in the filter options (in the header).
| If there are any fixed positions under column "Previous" while computing risk for the month placed on the immediate right of column "Previous", add this number. | |||
| Switch Position | Table | Switch position looks at the unfixed tonnage for a given futures month and computes what the futures position will be if the unfixed tonnage gets fixed. Example- Unfixed physical position is worth 10 lots coffee, Futures position is 8. If the unfixed position gets fixed , 10 short lots will be added to the futures position. So the switch position will be -10 +8= -2 If there is any open unfixed position for an expired month, add it to the unfixed position of the next active month to compute switch for the active month. |
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