Column Name
|
Description
|
Mark to Market & P&L Insight Screen
|
Mark to Market and P&L Insight Details
|
Results per Contract
|
Absolute Lots
|
Absolute value of the Lots field. This number can be found in the Risk tab of a physical contract.
|
X
|
X
|
|
Absolute Quantity
|
Absolute value of the contract delivery line quantity shown in the selected Market to Market reporting unit of measure.
|
X
|
X
|
|
Allocation factor
|
Used to determine the proportional contribution of an asset to a purchase from like Forex and futures.
|
|
|
X
|
Asset ID
|
A unique ID for assets that does not change across snapshots.
|
|
X
|
|
Asset type
|
Asset type further defines the different types of assets. This can be futures or physical where the goods are awaiting delivery, floating where the goods are in transit or stock where the goods are in a warehouse. Assets types can be:
physicals ( physical, stock and floating assets), Future, Invoice, Option or OTC.
|
|
X
|
X
|
Basis
|
A metric for the financial offset of the asset compared to the market price, taking into account the price/premium of the contract and the cost, freight and the hedge price. Basis can be found in the physical contract Risk tab.
|
|
X
|
|
Basis unit
|
Currency and unit of the basis (same as the position).
|
|
X
|
|
C/P
|
Call/put indication of the traded option.
|
X
|
X
|
|
Commodity
|
The name of the commodity. The commodity name is taken from a contract line on a physical contract. For a futures contract, the name is taken from the Futures master data.
|
X
|
X
|
X
|
Company
|
Internal company name
|
X
|
X
|
|
Contract
|
The Agiblocks number assigned to a physical contract.
|
|
X
|
X
|
Contract price
|
Actual / estimated price of the contract expressed in position currency and unit. For contracts that are not fully priced the non-priced portion is estimated using the price of the pricing instruments of the contract parts that are still to be fixed and the premium for that part. This information can be seen on the Risk tab and the market data.
For ratio based contracts, a similar approach but only the ratios of the portions are used.
|
|
X
|
X
|
Contract ratio
|
Contract ratio for ratio based commodities, e.g. Cocoa. This info can be found in the physical contract Risk tab.
|
X
|
X
|
|
Contract settlement value
|
This equals the contract settlement price * contract delivery line quantity.
|
|
X
|
X
|
Contract value
|
This equals the contract price * contract delivery line quantity * -1.
|
|
|
|
Contract value
|
Contract value in the selected Market to Market reporting currency based on the latest market exchange rate.
|
|
X
|
X
|
Contract value currency
|
Currency of the position assigned to the contract delivery line. This belongs together with Contract value as this is NOT the contract currency but the position currency.
|
|
X
|
X
|
Costs
|
Total value of the section Cost on the cost sheet of the asset (either from the contract or delivery). Each cost item is converted against the day rate.
|
X
|
X
|
X
|
Costs (all)
|
Total of all cost and freight for the asset, expressed in position currency.
|
|
X
|
X
|
Costs amount
|
Total amount of cost items over the whole quantity for Costs cost section type based on the latest market exchange rates.
|
|
X
|
|
Cost currency
|
Costs amount in position currency.
|
|
X
|
|
Costs unit
|
Currency and unit of the costs (same as the position).
|
|
X
|
X
|
Counterparty
|
The name of the counterparty on the physical contract.
|
X
|
X
|
|
Delta
|
Option Delta
|
X
|
X
|
|
Exchange
|
Commodities exchange name for the valuation instrument.
|
X
|
X
|
X
|
Freight
|
Total value of the section Freight on the cost sheet of the asset (either from the contract or delivery). Each cost item is converted against the day rate.
|
|
X
|
|
Freight amount
|
Total amount of cost items over the whole quantity for Freight cost section type based on the latest market exchange rates.
|
|
X
|
|
Freight currency
|
Freight amount in position currency.
|
|
X
|
|
Freight unit
|
Currency and unit of the freight (same as the position).
|
|
X
|
|
Futures
|
Futures instrument name used for valuation of the position. This name is taken from Futures master data.
|
X
|
X
|
X
|
Futures Period
|
This is the Mark to Market valuation month. For physical contracts, it is defined in the Risk tab of the contract. For futures, it is the same as a future's reporting period. For stock, it is the first open, non-expired futures period.
|
X
|
X
|
|
Gamma
|
Option Gamma
|
X
|
X
|
|
Goods
|
Total value of the section Goods on the cost sheet of the asset (either from the delivery or inventory lot). Each cost item is converted against the day rate. (So this means that the column is populated for the contracts that have a value in that section of the cost sheet.) Note: This value will be 0 until a contract is fully priced (and the 100% button selected).
|
|
X
|
|
Goods amount
|
Total amount of cost items over the whole quantity for Goods cost section type based on the latest market exchange rates.
|
|
X
|
|
Goods currency
|
Goods amount in position currency.
|
|
X
|
|
Goods units
|
Currency and unit of the goods (same as the position).
|
|
X
|
|
Hedge lots
|
This is lots * market ratio.
|
X
|
X
|
|
Hedge quantity
|
This is the quantity * market ratio.
|
X
|
X
|
|
Invoice asset
|
When assets from physical contracts become realized by delivering the priced goods to a buyer as per a specific date then:
• at the date and time of that action, all the amounts associated with the prices and any costs that are at that moment budgeted or already invoiced are moved from unrealized P&L to realized P&L, as per the realization date
When invoices with a different amount than the budget are posted for a later date than the realization date then:
• at the date and time of that action, the amount for the difference between the invoice and the budget is added to realized P&L for that asset, as per the posting date
|
|
X
|
|
L/S
|
L=Long (purchase), S=Short (sales)
|
|
X
|
|
Lots
|
Quantity of the physical/stock asset converted to lots in the futures instrument used for valuation of the position. For futures, it is the number of lots traded. This number can be found in the Risk tab of a physical contract.
|
X
|
X
|
X
|
Market base price
|
Futures price for the valuation month in the market data (shown in the original market unit).
|
|
X
|
X
|
Market currency
|
Market value currency (same as the position currency).
|
|
X
|
X
|
Market premium
|
Premium price as of the reporting month in the market data.
|
|
X
|
X
|
Market price
|
For positions valuated against futures: Market price= Market base price + Market premium.
For positions valuated against futures but with a ratio Market price = Market base price * (Market ratio + Ratio correction).
For positions not valuated against futures: Market price = Market premium.
|
|
X
|
X
|
Market price (in the reporting currency)
|
Market price in the select Market to Market reporting currency and unit of measure based on the latest market exchange rate.
|
X
|
X
|
X
|
Market price / unit
|
Currency and unit of the market price (same as the position).
|
|
X
|
X
|
Market ratio
|
Market ratio for ratio based commodities, e.g. Cocoa. It is loaded from Market data based on contract reporting period.
|
X
|
X
|
|
Market value
|
This equals the Market price * contract delivery line quantity.
|
|
X
|
X
|
Market value (in the reporting currency)
|
Market value in the selected Market to Market reporting currency based on the latest market exchange rate.
|
|
X
|
|
New
|
This column contains the word "New" when the asset belongs to a trade that was entered in Agiblocks after the snapshot to which you are comparing was created. Otherwise it will be empty.
|
X
|
X
|
|
P&L
|
This equals Unrealized P&L + Realized P&L.
|
X
|
X
|
X
|
P&L Change
|
This equals the P&L (currency) - Previous P&L (currency). (Formerly known as P&L Swing)
|
X
|
X
|
|
P&L Compare
|
P&L from the previous snapshot of the same assets as of in the current snapshot.
|
X
|
X
|
|
P&L/Qty
|
This equals P&L (currency) / Absolute quantity.
|
|
X
|
|
Physical contract
|
The contract delivery line number on the contract. The specific line number is at the end of the number after the / character.
|
|
X
|
X
|
Physical quantity
|
Same number as quantity for physical contracts, zero for futures contracts. The purpose is to be able to separate physical position from overall position.
|
|
|
X
|
Portion
|
A portion number is a unique identification of any quantity portion of goods, either from contracts or from inventory. The number is constructed from the contract delivery line number from which the portion of goods were taken by appending numbers after a "/".
|
|
X
|
|
Position
|
The name of the position to which the asset was assigned, which can be a physical contract, future or stock.
|
X
|
X
|
X
|
Position price
|
Settlement price in position currency and unit.
|
|
X
|
|
Position profit and loss
|
P&L in position currency.
|
|
X
|
X
|
Position profit and loss per unit
|
P&L per unit in position currency and unit.
|
|
X
|
|
Position unit
|
Currency and unit of the position price.
|
|
X
|
|
Premium
|
Contract premium as defined on the contract Risk tab.
|
X
|
X
|
|
Premium unit
|
Currency and unit of the premium as entered on the contract.
|
|
X
|
|
Price
|
For Futures contracts, this is the traded price.
For Physical contracts, this is the contract price for the priced part of the asset. This value is 0 if the contract is not yet priced.
|
X
|
X
|
X
|
Price / unit
|
The currency and unit of the contract price.
|
|
|
X
|
Price unit
|
The currency and unit of the contract price.
|
|
X
|
|
Priced %
|
% of the contract delivery line quantity that has been priced.
|
|
X
|
X
|
Purchase contract
|
Purchase contract to which the asset is linked.
|
|
X
|
X
|
Quantity
|
contract delivery line quantity in the selected Mark to Market reporting unit of measure. For futures, it is the quantity converted from the number of lots.
|
X
|
X
|
X
|
Ratio correction
|
Contract-specific (per delivery line) correction of the market ratio, this info can be found in the contract Risk tab.
|
|
X
|
|
Realized
|
Date of P&L realization for the asset. Not this date is not necessarily the same as the date on which the realization was recorded in the administration, e.g. execution dates are often in the past.
|
|
X
|
X
|
Realized P&L
|
P&L after a physical contract is fully priced and sold and delivered or a futures contract is expired or a Forex contract is matured.
|
|
|
X
|
Realized P&L Change
|
Shows the change between two snapshot values of realized P&L
|
X
|
X
|
|
Realized P&L Compare
|
Realized P&L from the previous snapshot of the same assets as of in the current snapshot.
|
X
|
X
|
|
Reporting period
|
Represents the expected time frame of realization / delivery. For physical contracts, this time frame is created on a new contract from the date entered in the Delivery period. For futures this time frame is the same as the futures period. This reporting period date may be edited on the Contract Risk tab.
If a contract still has undelivered goods in a reporting period that is being closed, Agiblocks automatically rolls the reporting date forward to the next open month.
|
X
|
X
|
X
|
Roll premium
|
Position rolling costs that is included in the basis calculation, which is taken from the Risk tab of a physical contract.
|
X
|
X
|
|
Roll premium unit
|
Currency and unit of the roll premium (same as the position).
|
|
X
|
|
Settlement price
|
Final contract price in its own currency.
|
|
X
|
X
|
Snapshot
|
Date that the snapshot was taken.
|
|
X
|
|
Status
|
Contract execution status including: Open, Reserved, Preparing, Delivering, Sold (if to Sales), Stored (if to Inventory) and Delivered. This same info can be found in the Risk tab of a physical contract.
|
|
X
|
X
|
Strike price
|
The price at which the owner of the Option can buy or sell futures.
|
|
X
|
|
Surcharge
|
Total of surcharges added to a contract during pricing.
|
|
X
|
|
Surcharge Unit
|
Unit of measure for the Surcharge cost.
|
|
X
|
|
Theta
|
Option Theta
|
|
X
|
|
Unrealized P&L
|
P&L before a physical contract is fully priced and sold and delivered or a futures contract is not yet expired or a Forex contract is not yet matured.
|
X
|
X
|
X
|
Unrealized P&L Change
|
Shows the change between two snapshot values of unrealized P&L.
|
X
|
X
|
|
Unrealized P&L Compare
|
Unrealized P&L from the previous snapshot of the same assets as of in the current snapshot.
|
X
|
X
|
|
Value/Qty
|
This is the contract value / contract delivery line quantity.
|
|
X
|
|
Vega
|
Option Vega
|
X
|
X
|
|
Volatility
|
A statistical metric for the amount of price changes in any asset including futures and options. Typically high volatility makes options more expensive (meaning their price goes up).
|
X
|
X
|
|