|
Foreign Exchange
< Previous Next >
Re: Customer margins
Philip Page / Bloomberg LP 1 Jul 2008 8:20AM ET > > > Does anyone know the correct way to express customer margins in a
> > > TradeCaptureReport. By customer margin I mean the points added to a
> > > market rate that the customer has accepted.
> > >
> > > Thanks in advance
> > >
> > > Rob
> >
> > 828, 829 and 423?
>
> Really I was after including the margins along with a regular trade. So
> if the customer submits a spot deal, I want a spot trade report with the
> customer margins somewhere within
We use UDFs 5088/5089 Bid/AskDelta and 5188/5189 Bid/AskForwardPointsDelta. I don't believe there are any standard fields that fit well (at least not in 4.x).
Re: Customer margins Philip Page / Bloomberg LP 1 Jul 2008 8:20AM ET |