Description
This report is intended to simplify costing in own-account trading.This includes the areas of securities, forex, listed derivatives, andOTC derivatives. You can cost an interval of key dates, as well asdetermine a daily trading result. The biggest advantage is theautomatic selection of relevant finance objects based on positioncriteria or characteristics.

Daily trading result
For each key date, the following will be costed (if selected):

• Positions matching the position selection criteria


• Orders which affect the positions on the relevant key date and which
belong to the positions.

• Forward transactions whose closing date <= key date, and whose position
date >= key date. The closing date can not be left empty.
Note! Selecting security transactions which are to be costedusing the NPV method is not currently supported. This would have to beselected during the entire term of the corresponding bonds, and no juston the day the position becomes effective.

• Positions which match the position selection criteria


• Transactions which affect the position on the relevant key dates and
which belong to the positions.

• Forward transactions whose closing date <= key date, and whose position
date >= key date. The closing date can not be left empty.

• Positions which match the position selection criteria


• Listed transactions which affect the position on the relevant key dates
and which belong to the positions.

• Those transactions will be selected which have a closing date <= key
date, and whose last active activity had a term end >= key date.
For each object, the line items are updated in Profitability Analysisusing the costing key date as a posting date.

Periodic costing
For each period, the following will be costed (if selected):

Securities:


• Positions matching the position selection criteria


• Orders which affect the positions on the relevant key date and which
belong to the positions.

• Forward transactions whose closing date <= period end, and whose
position date >= period begin. The closing date can not be left empty.
Note! Selecting security transactions which are to be costedusing the NPV method is not currently supported. This would have to beselected during the entire term of the corresponding bonds, and no juston the day the position becomes effective.

• Positions which match the position selection criteria


• Transactions which affect the position on the relevant key dates and
which belong to the positions.

• Forward transactions whose closing date <= period end, and whose
position date >= period begin. The closing date can not be left empty.

• Positions which match the position selection criteria


• Listed transactions which affect the position on the relevant key dates
and which belong to the positions.

• All transactions will be selected which have a valid activity with a
closing date <= period end, and whose last activity has a term end >=period begin.
Note! In periodic costing, all generated line items will be usethe period end as the posting date. For transactions maintained usingline items are updated not on the position date, but on the costing keydate. This results in erroneous trading results as regards trying tocalculate a daily trading result.