Reporting Overview

Calypso reports are highly configurable, allowing you to determine what information you see and in what order.

Common features of the different report types include the following:

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Report results can be displayed for a given set of criteria.

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Report results are displayed from the perspective of the processing org, unless otherwise specified.

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Reports results can be ordered dynamically by any column, and you can specify subheadings, totals and custom column names.

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Report results can be exported to HTML, Excel, ExcelX, CSV and PDF.

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Reports are accessed from the following menus in the Calypso Navigator:

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Individual reports are described in their respective user guides: messages, settlements, accounting, etc.

All of these reports offer the features of the report framework described in any report window under Help > Menu Items, while the actual report is described under Help > "report type" Help.

See Report Menu Items for details on menu items common to all reports.

1. Report Templates

From the Calypso Navigator, navigate to Configuration > Reporting & Risk > Report Templates (menu action reporting.ReportTemplateWindow) to setup execution templates for the reports. The execution templates contain search criteria and column configuration.

You can also setup execution templates from the reports windows directly.

To create a new template, click New. Select a report type from the Type field. The available search criteria of the selected report will appear accordingly. Enter search criteria as needed.

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Click Columns to select the columns to be displayed and the display order.

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Click Sort Columns to select the sort criteria and the sort order. Only columns that have been selected for display can be used for sorting.

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Click Subheadings to select subheadings. Only sort columns can be selected as subheadings.

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Click Subtotals to select subtotals, and click Function to define the subtotal function (default is Sum). The subtotals can be configured on any column but the subtotals will be computed at the sort levels.

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Click Totals to select totals, and click Function to define the total function (default is Sum). The totals will appear at the bottom of the report.

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Click Totals Formatting to specify the number of decimal places and the format of negative numbers.

To load an existing template, select a template from the Template field. Then modify the fields described below as applicable.

Click Add Report Templates to load out-of-the-box report templates. They are described below.

Then click Save As to save your changes. You will be prompted to enter a template name, and to specify whether the template is private or public.

A user is only able to use public report templates or private report templates that the user has created.

Private report template names appear in gray.

2. Out-of-the-Box Report Templates

Click Add Reports Templates to load out-of-the-box report templates.

Click Select External Templates to choose which report templates you want to import.

Report templates are located under client/resources/com/calypso/tk/report/templates.

Then click Import Selected Templates.

Accounting Reports

The Accounting Reports are based on the Posting Report template and Account Activity Report template and cover the following areas:

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Accounting Entries for various periods:

By Booking Date

By Effective Date

By Event Type

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Balance Sheet

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Hedge Effectiveness

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Manual Postings for various periods

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Trial Balance

Activity Reports

The Activity Reports are based on the Trade Report template and cover the following areas:

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Daily trading activity - Trading and amendment activity (e.g. amended, canceled, exercised, expired, new trades) for:

All products

Derivative trades (credit derivatives, equity derivatives, interest rate derivatives)

FX Option Exercises and Expiries

FX trades

Money Market trades

Securities trades

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Projected maturities - These reports show projected maturities for various periods (0D, 1W, 1M, 3M, and 1Y) for various product types:

All products

Derivatives (credit derivatives, equity derivatives, interest rate derivatives)

Money Markets

Securities

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Trade Activity Statistics - These reports show details of trade activity over the trade lifecycle for various periods (0D, -1W, -1M, -3M) covering:

All activity

Amendments

Cancellations

Exercise and Expiries

Maturities

New trades

Cash Settlement/Break Clause Reports

The Cash Settlement/Break Clause Reports are based on the Cash Settlement Report template and cover the following areas:

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Upcoming Cash Settlement (or “Break Clause”) Dates for various periods

Confirmation, Message, and Advice Reports

The Confirmation, Message, and Advice Reports are based on the Message Report template and cover the following areas:

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Confirmations Awaiting Matches - These reports relate to confirmations that have been sent but for which an incoming confirmation or affirmation has not yet been received. There are reports for various periods and for various product types

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Confirmations, Messages, and Advices To Be Sent - These reports relate to confirmations, messages, and advices that are in a “Verified” state and have not yet been sent. The reports cover the same periods and product types as mentioned above

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Confirmations, Messages, and Advices To Be Approved - These reports relate to confirmations, messages, and advices that are in either a “Held” or “Pending” state and require an action or approval before they can be sent

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Incoming Confirmations - These reports relate to confirmations or affirmations that have been received but have not yet been pre-matched (or “indexed”), have been pre-matched but not matched, or have been matched and resulted in a mismatch. There are reports for various periods covering all product types

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Sent Confirmations, Messages, and Advices - These reports relate to outgoing confirmations, messages, and advices and show how many have been sent for various periods (-1M, -1W, -1D, 0D) for various product types (all products, credit derivatives, equity derivatives, fx & money markets, interest rate derivatives, securities) and activities (confirmations, exercises, pre-payment advices, rate resets, settlements)

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Statistics - These pivot reports relate to confirmation, message, and advice activity and provide statistical information for various periods covering:

Confirmation and advice activity

Messages by counterparty, product type, dispatch method, agent, status, message type

Fee Reports

The Fee Reports are based on the Fee Report template and cover the following areas:

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Fees by Legal Entity - These reports show fees paid to legal entities during various periods (current month, current year, previous month, previous year)

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Fees by Type - These reports show the types of fees paid to legal entities during various periods (current month, current year, previous month, previous year)

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Brokerage and Execution Fees - These reports show brokerage and execution fees paid to brokers and clearers during various periods (current month, current year, previous month, previous year)

Position Reports

The Position Reports are based on the BO Cash Position and BO Security Position Report templates and cover the following areas:

• Cash Projections

• Positions by CUSIP

• Positions by ISIN

Rate Reset Reports

These Rate Reset Reports are based on the Rate Reset, Rate Validation, and Overdue Reset report templates and cover:

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Upcoming Rate Resets - These reports show the floating rate indices that are due to be reset for various periods (0D, 1D, 1W)

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Validated Resets - These reports show the floating rate indices that have been reset along with details of the related trades for various periods (-1W, -1D, 0D)

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Overdue Resets - These reports show the floating rate indices that have not been set

Settlement Reports

The Settlement Reports are based on the Transfer Report template and cover the following areas:

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Brokerage - These reports show brokerage fees due for payment within certain periods (0D, 1W, 1M, 3M)

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Failed Trades - These reports show failed cash or securities settlements

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Missing Settlement Instructions

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Settled Items - These reports show settlements that have been reconciled and marked as “SETTLED” for various periods

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Statistics - These pivot table reports show:

the status of upcoming settlements for various periods (0D, 1W, 1M, 3M)

settlements by type

cashflow grids

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Settlement Activity - These reports show upcoming cash and security settlements for various periods (0D, 1W, 1M, 3M) covering the following areas:

Method of Clearance

Settlements by Agent

Settlements by Counterparty

Settlements by CUSIP

Settlements by Currency

Settlements by ISIN

Settlements by Specific Currencies

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Collateral and Margin Activity - These reports show OTC and Exchange Traded margin activity for various periods

Static Data Reports

The Static Data Reports are based on the Holiday, Legal Entity, and User Access Static Data Report templates and cover the following areas:

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Bond products

by Country

by Issuer

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Books

by Accounting Book

by Activity

by Processing Org

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Holidays

by Currency

by Date

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Legal Entity

by Full Name

by ID

by Short Name

3. Running the Reports

You can run the reports from the individual back office report window, by choosing Report > Load Template, and select the corresponding template.

You can also run the report from the report launcher.

The Report Browser can be used to configure and view reports.

3.1 Report Launcher

From the Calypso Navigator, navigate to Reports > Report Launcher (menu action reporting.ReportLauncherWindow).

You can select an existing set from the field next to the Report Set Name field.

Configuring Report Sets

Click New Set to define a new set of reports.

Then select a report filter and a template name, and click Add Element.

Repeat for each report and click Save Set. You will be prompted to enter a report set name.

Running a Single Report

Select a report set and double-click a report from the report set. The corresponding report will be displayed in its own report window.

Running a Report Set

Select a report set and click Run. The corresponding reports will be displayed in their own report window.

3.2 Report Browser

From the Calypso Navigator, navigate to Reports > Report Browser (menu action reporting.reportlauncher.ReportLauncherDesktop).

Step 1 – In order to configure reports, you must first add a folder to the list on the left-hand side by selecting and entering a folder name.

Step 2 – To add a report to a folder, right-click a folder and choose Add Report from the popup menu.

Ⓘ [NOTE: need a report templates in order to add a reports]

Select a report type and select a report template, then click Add.

The selected report is added to the folder.

Step 3 - To view a report, double-click the report from the folder. It opens a panel on the right-hand side.

Then click to load the report.

Step 4 – If you want to save your folder / report configuration, choose Report Browser > Save.