Future Bond Hedge Report

The Future Bond Hedge Report allows users to load Future Bond products and view measures such as PV01 and MODIFIED_DURATION. The report can then be saved as a template, which can be used in trade windows. This document describes how to use the report.

 

Future Bonds are created in the Future Contract Specification Window. You can open this window by pointing to Configuration > Listed Derivatives > Future Contracts.

From the Calypso Navigator, point to Reports > Securities Reports > Future Bond Hedge Report (menu action reporting.ReportWindow$FutureBondHedge) to open the report.

 

 

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Select the Criteria tab, enter search criteria using the fields described below, and click Add to load the corresponding future bond product to the report (click the Criteria tab again to show future bonds in the report). Repeat this step to add multiple future bonds to the report. You can click Remove to remove a future bond from the report.

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To save a number of future bonds as a template, point to Report > Save As Template to save the search criteria as a template. You will be prompted to enter a template name and specify whether the template is public or private.

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To load a template, point to Report > Load Template. Select the template in the Report Template window, then click OK. Finally, click to display the future bonds in the report.

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Before loading a report, you can select a template as described above and click to display the number of objects that will be loaded from the database.

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Click to print the report results.

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Click to clear the report and any loaded templates.

 

For details on menu items in reports, see Report Menu Items.

 

Search Criteria

Search Field	Description
Exchange	Select the exchange where the contract is traded.
Currency	Select the currency in which the contract is traded.
Contract	Enter the future contract name.
Expiry	Select the expiration for the future.

 

Sample output for Future Bond Hedge Report