Comprehensive Overview of Foreign Exchange Reporting Features and Functionalities
Important Note
The FX reporting package is intended for demonstration purposes only. All data included in this package is demonstration data and does not reflect actual transactions. The provided screenshots are samples and do not represent the full extent of the reports.
Most reports in this package include multiple layers of drill-down functionality, offering detailed insights into calculations and specific transactions. While the examples primarily showcase Forward Exchange Contracts (FECs), equivalent reports for FX Options are also available, structured to account for distinctions between FECs and options.
The purpose of this package is to illustrate the types of reports available and their benefits. For a comprehensive and detailed exported PDF reporting pack, including additional insights and functionalities, please make a request.
FX Reporting Package Overview
FX Dashboard
Provides a graphical and tabular view of all FX instruments compared to exposures. It highlights alignment with policy bands, average rates, achievable rates, and market rates over selected periods (monthly or by policy band) and currency pairs. Users can add scenarios, analyze historical positions, and gain insights into when and how much to hedge.
FX Dashboard Data and Compliance Summary
Offers a graphical and tabular overview of FX instruments and exposures, focusing on policy alignment, rates, and key financial metrics. Users can conduct historical analysis and scenario planning for better decision-making.
FX Dashboard (Historical and Future)
Displays historical FX deliveries and exposures, enabling users to assess past performance. The report evaluates FX policy effectiveness and highlights areas for improvement based on historical positions and performance metrics.
FX Hedge Documentation
Provides complete documentation supporting FX hedges, including full hedge documentation in word format and assigned contracts for specific designation dates. Frequently used in audits to support hedge accounting treatment.
FX CVA/DVA Effectiveness
Lists all FX contracts with remaining designated balances as of the balance date. It adjusts derivatives for CDS spreads while keeping the underlying unchanged to calculate ineffectiveness amounts and percentages.
FEC Credit Adjustments
Determines the actual value of credit adjustments using the CDS spread. Lists all FX contracts with remaining designated balances and calculates credit adjustments to highlight ineffectiveness.
FX Journal Entries
Summarizes short- and long-term assets and liabilities, OCI/Hedge Reserve, and P&L entries as of the balance date. Uses balance date exchange rates (client-specific or ICE-derived) with drill-downs into calculation components.
FX Option Journal Entries
Details short- and long-term assets and liabilities, OCI/Hedge Reserves for intrinsic and time value, and P&L entries as of the balance date. Drilldowns provide insights into valuation methodologies.
FX De-Designations
Tracks FX contracts that have been partially or fully discontinued during a selected period, detailing discontinued amounts, P&L releases, and amortisation.
FX Sensitivity
Builds on FX Journal Entries by flexing the spot curve by ±10% to analyze the impact of currency rate swings on derivatives and hedge reserves.
FX Blotter
Lists all open FX contracts, including spots, forwards, FX options, and orders. Highlights contracts requiring immediate attention, serving as the Treasurer's essential start-of-day report.
FX Exposure
Lists trade-related orders, invoices, credit notes, and forecasts grouped by currency pair. Allows for comparison of cover levels against exposures.
FX Committed Exposure and FX Contract
Aligns invoices, orders, and credit notes with corresponding FX contracts by due date. Identifies mismatches and assists in exposure alignment.
FX Performance Summary
Analyzes monthly deliveries, detailing gains or losses on market and budget rates. Includes forward-looking analysis for treasury performance assessment.
FEC Reconciliation
Compares counterparty mark-to-market values with CNS records for open transactions as of the selected date, identifying reconciliation differences.
FX Executed and Open Hedges
Displays details of settled and open hedges within a date range, including MTM on settlement dates for performance assessment and audits.
FECs Deliveries with Filter
Tracks the lifecycle of FX transactions, monitoring extensions and pre-deliveries and their impact on expected foreign currency amounts.
FECs Deliveries/Extensions - Control Report
Ensures forward exchange contract (FEC) extensions do not exceed policy limits (e.g., 60 days). Used for compliance monitoring.
Deleted Deals
An audit report tracking deleted trades, detailing who deleted them along with the date and time. Used to investigate missing transactions.
FX Audit Report
Provides a detailed audit of trades in CNS, ensuring accountability and transparency in trade execution and management processes.
For further details or access to a complete exported PDF reporting pack, please contact CNS Treasury.