Purpose

This report offers the following functions:

Calculation of the Lent Position
Display all securities lending transactions for a specific key date withthe amount, market price, and market value in display currency.
Calculate the collateral ratio in percent. The collateral ratio is themarket value of the collateral divided by the market value of the lentposition, and then multiplied by 100.

Overview of Collateral Received for a Key Date
Display all cash collateral and securities collateral with the marketvalue in payment currency and display currency.

Overview of Total Lending Revenues and Lending Revenues in SpecifiedTime Interval
In addition to displaying total lending revenues, the allotted share ofthe lending revenues is also calculated for the entered time intervals.The amounts are displayed in payment currency and display currency.

Additional Functions
If the currency translation in display currency fails, then anappropriate error log is created.

Features

Calculating Accrual/Deferral of Lending Revenues
On the "Lending Revenues" tab page on the selection screen, you canenter a time interval for accrual/deferral.
You can also enter a period for the payment date. Only lending revenuesthat are within the payment periods entered on the selection screen aretaken into account.
If the start or end of the accrual/deferral period is in the securitieslending period, then the share of lending revenue that is in theintersection of both time periods is proportionally calculated.Accrual/deferral takes into account the interest calculation method thatis entered in the lending transaction.

Example

Examples of Accrual/Deferral Calculation:
Securities lending for the term 01.06. to 01.08. of a year. At the endof the term on 01.08., lending revenue amounting to 100 UNI is due(interest calculation method 360/360).
Accrual/Deferral for the term 01.06. to 30.06.:
The accrual/deferral period corresponds to half of the complete term ofsecurities lending, so therefore amounts to an accrual/deferral of 50UNI.
Accrual/Deferral for the term 15.05. to 15.06.:
The start of securities lending (01.06.) is within the accrual/deferralperiod. The relevant accrual/deferral period is therefore 01.06. to15.06., and corresponds to a quarter of the securities lending term. 25UNI is accrued/deferred.