Trade Diary Report
The Trade Diary displays all trade events and trade lifecycle events for a selected period processed by the Diary engine: new trades, payments, rate resets, terminations, collateral activity, rerate, etc.
It supports all products.
By default, Rate Reset entries are created for 365 days. You can add more days to the domain "TradeDiaryParameters":
Value = RateResetPeriod
Comment = <additional number of days>
Example, if you set Comment = 100, Rate Reset entries are created for 465 days.
1. Diary Engine Configuration
The Diary engine is configured in the Engine Manager of Web Admin: event subscription and engine parameters.
You may need to add this engine if it is not available for configuration: Create a new engine called DiaryEngine with class name com.calypso.engine.diary.DiaryEngine.
It subscribes to the following events:
| • | PSEventTrade |
| • | PSEventPriceFixing |
| • | PSEventProcessTrade |
| • | PSEventRateReset |
| • | PSEventFXRateReset |
The event filter VerifiedEventFilter should be set on the Diary engine. By default, only VERIFIED trades will appear in the Trade Diary.
The following engine parameters apply to the Diary engine.
| • | DIARY_ALL_TRADE_AMENDMENT - When true, we create a diary entry "Trade Amend" each time an existing diary entry is modified. Otherwise, a diary entry "Trade Amend" is created only for future diary events. |
| • | IGNORE_ACTION - Comma-separated list of trade actions to be ignored by the engine. |
If the engine parameters are not available for selection, you can add them to the domain "engineParam".
The Diary engine can be started from the Engine Manager in Web Admin.
Please refer to Calypso Web Admin documentation for complete details.
2. Sample Trade Diary Report
From the Calypso Navigator, navigate to Reports > Trade Diary to bring up the Trade Diary report.
Partial picture of Trade Diary report
Ⓘ [NOTE: You can configure the columns. Sort columns, subheadings and subtotals have to be explicitly specified. Choose Help > Menu Items for details]
The maximum number of rows loaded by the Trade Diary can be set in the user access permission attribute “Max.TradeDiary”.
| » | You can check / uncheck View > Show Frame > Criteria to display / hide the search criteria. |
| » | Specify
search criteria as applicable and click  to load the corresponding trades. |
| – | The Date filters the Diary Date, and the Start and End Dates filter the Diary Creation Date. |
The From and To times can be set in the form HH:MM:SS AM or HH:MM:SS PM. They only apply if “Activity Report” is checked.
| – | If Activity Report is checked, the Creation Date filters the Diary Creation date. |
| – | The fields “Diary Type” and “Diary Activity” allow filtering trade events and trade lifecycle events. |
| – | Check “Check Processing” to check if the resets or corporate actions have been processed. The Processed column will appear checked if they have been processed. |
| – | Check "Activity Report" to display trade amendments. They are not displayed otherwise. |
| – | Check "Include Canceled Diary" to display canceled trades. They are not displayed otherwise. |
| – | Check "Security Activity" to display activity of security-based trades only (fixed income trades and trades with fixed income underlyings, and equity derivatives trades). |
| – | Check "Filter Same Day" to exclude diary events created and canceled the same day. |
| » | You can select a template, and click  to display the number of objects that will be loaded from the database, before loading the report. |
| » | You can click  to print
the report results. |
Note that for the Pivot view and the Aggregation view, the print icon is disabled.
You can use [Ctrl+P] or [Ctrl+L] to print the report, or you can export the report to Excel and print it from there.
Trade Diary Details
| Diary Type | Description | Diary Date | Diary Start Date | Diary End Date |
|---|---|---|---|---|
|
Amortization |
Not currently used. |
N/A |
N/A |
N/A |
|
Assimilation |
Bond trades only - Does not apply to "Re-Issue" bonds. New trade - Assimilation. |
Bond Assimilation Date |
Bond Assimilation Date |
Bond Assimilation Date |
|
Call Exercise Put Exercise |
New trade - Option exercise - Cash settlement information associated with a trade. Bermudan: There is one entry for each expiration date in the expiration schedule. |
Exercise / Termination Date European / American: Delivery Date Bermudan: Schedule Expiration Date |
Exercise / Termination Date European: Maturity Date American: Trade Settle Date (First Exercise Date) Bermudan: Schedule Expiration Date |
Exercise / Termination Date European / American: Maturity Date Bermudan: Schedule Expiration Date |
|
CFD Corporate Action |
CFD Trades only. New trade from CFD Termination - Corporate action on underlying instrument. |
Corporate Action Date |
CFD Termination Date |
Not set. |
|
CFD Reset |
CFD Trades only. New trade from CFD Termination - There is one entry for each CFD Reset. |
CFD Reset Date |
CFD Reset Date |
Not set. |
|
Collateral Initial |
New trade - Repo collateral on Repo / Security Lending trade date. |
Trade Date |
Trade Date |
Trade Date |
|
Collateral Return |
New trade - Repo collateral on Repo / Security Lending end date. |
Maturity Date |
Maturity Date |
Maturity Date |
|
Commodity Fut First Delivery |
New trade - First delivery date for Commodity Futures. |
Future First Delivery Date |
Future First Delivery Date |
Future First Delivery Date |
|
Coupon |
Bond trades only. New trade - There is one entry for each INTEREST cashflow. |
Cashflow Payment Date |
Cashflow Payment Begin Date |
Cashflow Payment End Date |
|
Corporate Action |
ETO Equity trades only. Close out trade from corporate action on underlying instrument. |
Trade Settlement Date |
Trade Settlement Date |
Trade Settlement Date |
|
FXReset |
FX rate fixing. |
Cashflow Settlement Reset Date |
Cashflow Settlement Reset Date |
Cashflow Settlement Reset Date |
|
FXTakeUp |
FX Option Forward trades only. There is one entry for each FX Takeup. |
FX Take up date |
FX Take up date |
FX Take up date |
|
Fee |
New trade - Fee associated with a trade. There is one entry for each fee. |
Fee Date |
Fee Start Date |
Fee End Date |
|
Interest Cleanup |
Interest cleanup on Repo / Security lending trades. |
Interest Cleanup Date |
Interest Cleanup Date |
Interest Cleanup Date |
|
Maturity |
New trade - Maturity of trade product. |
Maturity Date |
Maturity Date |
Maturity Date |
|
New Trade |
New trade. |
Trade Date |
Trade Date |
Trade Date |
|
Notification |
Not currently used. |
N/A |
N/A |
N/A |
|
Open Termination |
Not currently used. |
N/A |
N/A |
N/A |
|
Payment Receipt |
New trade - There is one entry for each cashflow. |
Cashflow Payment Date |
Cashflow Payment Begin Date |
Cashflow Payment End Date |
|
PriceFixing |
Price fixing. |
Price Fixing Date |
Price Fixing Date |
Price Fixing Date |
|
Rate |
Repo / Security Lending rerate. |
Rerate Date | Rerate Date | Rerate Date |
|
RateReset Spread RateReset |
Rate / spread reset. |
Cashflow Reset Date |
Cashflow Payment Begin Date |
Cashflow Payment End Date |
|
Re-Issue |
"Re-Issue" Bond trades only. New trade - Assimilation. |
Bond Assimilation Date |
Bond Assimilation Date |
Bond Assimilation Date |
|
Redemption |
Bond trades only. New trade - Bond maturity. |
Bond Maturity Date |
Bond Issue Date |
Bond Maturity Date |
|
Repricing |
Repo / Security Lending repricing. |
Repricing Date |
Repricing Date |
Repricing Date |
|
Roll Over |
Repo / Security Lending rollover. |
Maturity Date |
Maturity Date |
Maturity Date |
|
SDI Customization |
Default SDI modification. |
Trade Updated Date |
Trade Updated Date | Trade Updated Date |
|
Security Delivery Security Receipt |
New trade - Trade security settlement. |
Trade Settlement Date |
Trade Date |
Trade Settlement Date |
|
Security Substitution |
Repo / Security Lending substitution. |
Trade Updated Date (Substitution Date) |
Trade Updated Date (Substitution Date) |
Trade Updated Date (Substitution Date) |
|
SettleInterest |
Repo / Security Lending interest modification. |
Settle Interest Date |
Maturity Date |
Maturity Date |
|
Specific Reset/Rerate |
Specific reset. |
Specific Reset Date |
Specific Reset Date |
Specific Reset Date |
|
Termination |
Trade termination. |
Termination Date |
Termination Date |
Termination Effective Date Date |
|
Trade Allocation |
Trade allocation. |
Trade Settlement Date |
Trade Settlement Date |
Trade Settlement Date |
|
Trade Amend |
Only appears if “Activity Report” is checked. Trade amendment. |
Trade Updated Date |
Not set. |
Not set. |
|
Trade Cancel |
Only appears if "Include Canceled Diary" is checked. Trade cancellation. |
Trade Updated Date |
Not set. |
Not set. |
|
Trade Settlement |
New trade - Trade cash settlement |
Trade Settlement Date |
Trade Settlement Date |
Trade Settlement Date |
|
Trade Transfer |
Trade transfer (book transfer, counterparty transfer, equity forward settlement). |
Transfer Date |
Transfer Date |
Trade Settlement Date |
|
WI Auction |
Only appears if “Activity Report” is checked. "When-Issue" Bond trades only. New trade - Auction. |
Bond Auction Date |
Bond Auction Date |
Bond Auction Date |
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