The purpose of the DPR is to provide a view of risk and inventory to the user.
- Exposure to the market – what is the impact on the user if the futures market starts to move? Are we long or short and by how much?
- Basis risk – what is the impact on the user if basis starts to move? Are we long or short and by how much?
- Quantity available for sale – considering what is on hand, what contracts are open, and what is stored for third parties, how much product is available to sell?
How Company Titled is calculated.
It is the sum of product on Hand and on Storage Quantity
How is cash exposure is calculated.- Company titled quantity
- Plus open purchases quantities* that are priced or HTA (for each contract sequence, the quantity that has not yet been received)
- Minus open sales quantities* that are priced or HTA (for each contract sequence, the quantity that has not yet been invoiced.)
- Plus/Minus futures quantity
- -The value of this field will be the number of active (not matched) futures contracts in the selected brokers/accounts, times the quantity of the futures market, converted to the UOM selected for the report. Longs are positive and shorts are negative; the total could be net positive or negative.
- -Each futures transaction has location and commodity, so only those transactions associated with the appropriate location and commodity would be included
- Company titled
- Plus open purchase quantities* that are priced or basis
- Minus open sales quantities* that are priced or basis
- Basis exposure minus Priced and Basis open* purchases
- Basis exposure minus Priced and Basis open* purchases
How is Avail For Spot Sale is calculated.
- Total quantity stored in house regardless of ownership....includes company titled and whatever is stored for customers like grain bank/open storage, Excludes in transits.
Overview
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