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Foreign Exchange
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Re: Customer margins
Aaron Pryce
1 Jul 2008 9:31AM 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).
You could consider using Spread and NetMoney
in the exec report to carry margin/points and all in rate (including margin/points) respectively?
Otherwise it would seem UDF's are the remaining option in 4.x
rgds
Aaron
Re: Customer margins
Aaron Pryce 1 Jul 2008 9:31AM ET
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