Page Comparison

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• 交易组合： 请选择一个或多个的交易组合。

• 集合类型：

  • 期现独立计算 Combination - 如果选择此集合类型，系统会将所有具有相同以下详细信息的交易分类并合并到头寸：

    • 合约 （交易所，产品名称，合约代码）

    • 交易类型（'Benchmark', 'Potential', 'Premium'）

  • 期现结合计算 Separate - 这个是默认设置。如果选择此集合类型，系统会将所有具有相同以下详细信息的交易分类并合并到头寸：

    • 合约 （交易所，产品名称，合约代码）

    • 交易类型（'Benchmark', 'Potential', 'Premium'）

    • 账户（“账户”不区分大小写的，并且是将交易分组到头寸的元素之一。您可以在创建或编辑期货交易时填写“账户”列。）

  • 无 None - 如果选择此集合类型，交易将不会被分类和组合，而是单独显示。

• 策略合约：请留空。如有需要，请点击“+添加合约” 选择在合约规格》创建策略合约页面创建的策略合约。

• 评论：请随意填写评论。

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• 组别统计：Allow user to opt to auto sum group rows:

  • Tick: When group rows, tick Group Sum check box to auto group sum month/year columns

  • Untick: When group rows, untick Group Sum check box to not auto group sum month/year columns

  • Default will be unticked

• 掉期头寸：Add Swap Flag button 

  • Background: some of products position will be changed based on platts in the near month (e.g., now it is Aug 2022, and for 17 Aug 2022 contract position)

    1. set up product property under holiday group in product data table by MAF Admin (e.g., SGX/FEF holiday group is platts_sg_metal)

       • only product with holiday will be considered.

    2. the near month contract position will be changed on working day (excluding platts holiday and weekend)

       • how to check platts holiday: Pricing Holiday Schedule

       • platts_sg_metal holiday will track all Singapore public holiday

    3. how is the position calculated?

       • remaining business days of current month (excluding platts holiday, weekend and today date )

       • whole month business days of current month

       • ratio = remaining / whole

       • e.g., test2, testing server, 期货一部

         1. aug 2022 SGX/FEF size = 100

         2. remaining days = 10

         3. whole days = 22 (09 Aug is Singapore holiday based on Platts)

         4. the ratio = 10 / 22

         5. once tick SWAP FLAG, the position size will change from 100 to 45.4545

• 头寸转换：Add positions conversion based on trades

  • ADD button to add new row and DEL button to del existing row

  • three columns

    1. PRODUCT

       1. select from product dropdown list

       2. show product name

       3. must

       4. must be unique (can not duplicate PRODUCTS)

    2. CO

       1. number to fill up

       2. support negative sign

       3. must

    3. EQ PRODUCT

       1. select from product dropdown list

       2. show product name

       3. must

    4. For example, if any position conversion, e.g., ‘SGX IRON ORE, 0.5, 'SHANGHAI REBAR'

       then in table, SGX IRON ORE position will time 0.5 and EQ product will be SHANGHAI REBAR

       if no position conversion:

       then in table SGX IRON ORE position no change, and EQ product will be SGX IRON ORE

  • Add one more column called EQ_product after Product column

• 评论：请随意填写评论。

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4. 报表会根据您的数据自动计算和显示数据。您可以很直观的查阅每个交易组合的头寸数据。

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