MAF CLOUD - NEW RELEASE + FIX UPDATES MAY 2022

1. Add Exotic Trades Page

• NAVIGATOR

  1. under TRADE, after PAPER TRADE

  2. EXOTIC TRADE

• Translations added

2. 2 tables - Open Trades and Closed Trades

• Each contract number is unique for all users aka all users cannot use the same contract number

• When add new row/trade, Price Type is CLOSE by default

• When add new row/trade, Option Type is EUROPEAN by default

• Premium can be positive or negative

• Enable grouping and aggregated summary for both tables

New Feature

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2. Add Exotic trade P/L calculation details in exotic trade details page

• Amount = SIZE * INIT PRICE

• Strike Price = Initial Price (uneditable, if Option Name is Phoenix or Snowball; otherwise, if Vanilla, Initial Price is editable)

• if BS is = BUY,

  • UNPL = Option Market Value - Premium

  • PL = Option Settled Value - Premium

• if BS is = SELL,

  • UNPL = Premium - Option Market Value

  • PL = Premium -Option Settled Value

• Click P/L Calculation button and it will auto calculate; Option Market Value and UnP/L will be empty

• If Option Settled Value is different from the P/L Calculation, when click on Save, pop up message will prompt you to select the existing manually input Option Settled Value or select calculated P/L figure for Option Settled Value

New Feature

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New Feature

1. Dashboard - Change table layout in Individual Dashboard will be reflected in Group Dashboard as well

Enhancement

Guide to Dashboard

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2. Label amendments:

Dashboard:

• Auto Update: 打勾：当您离开/刷新 ’仪表板‘ 页面，系统会自动把’结束日‘重置为默认的日期。
  取消打勾：当您离开/刷新 ’仪表板‘ 页面，‘结束日‘会根据您的设置保持不变。

• Option Value: 显示期权价值

• Historical GPPL: 历史组别盈亏

Enhancement

Guide to Dashboard

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1. Change SGX data to span file

Enhancement

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2. Dashboard - Portfolio Returns app in Group Dashboard End date will be same as Individual Dashboard

Enhancement

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1. Mobile app enhancements for Apple and Android:

• Change password API fixed

• Allow swipe down to refresh page

• Name of app changed to MAF Cloud

• Disable zoom in/zoom out function

• Functions in app can be used eg filter, sort

• Scroll to back and data not shown bug fixed

• Click on ? icon to link to user guide, can click on back button to return to Dashboard

• Models with plot series exceed axis bug fixed

Enhancement

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1. Dashboard - Add Portfolio Return Table (%) (投资组合回报率)

• Start Date cache forever

• End Date default auto update to yesterday

• JAN - DEC: 1 - 12

• All values * 100 as it is in percentage

• If positive value: show in red

• If negative value: show in green

• Group in setting, disable user to select, always Portfolio.

• Show Total Return: total_r * 100 %, map to total_r above the table.

New Feature

Portfolio Return (%) Table

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2. Product Data - Add one more unit (MMBtu) in Created and Edit Product Data Unit drop down list

Enhancement

Product Data

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3. Change password API update

Enhancement

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4. Physical Trade - Missing Pricing and Trade Recap details eg INE/BC; 8/2022 fixed

Enhancement

Managing Physical Trades

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5. Physical Trade - Exchange Rate Adjustment for P/L calculations: Even if settlement currency is same as pricing currency for physical trade, we need to consider exchange rate

For example, physical trade uses import and export trade mode

deal currency is USD

pricing currency is CNY, there is an exchange rate for this physical trade. e.g., USDCNY = 6.0

however, deal parent portfolio is CNY

current logic:

• when loading deal parent portfolio, since both portfolio and pricing currency are CNY, so no exchange rate

new logic

when loading deal parent portfolio, BE will

• change pricing currency to USD @ 6.0 and then use current exchange rate USDCNY convert it back to CNY.

sample case:

in deal UUU, there is a physical trade:

deal ccy is USD, physical trade pricing ccy is CNY, and there is a exchange rate in trade execuation page which is 0.15

so you can see in UUU portfolio, sett ccy is USD, there are two exchange rate for benchmark and MTM pricing

1. MTM is using current ccy on 18 May which is 0.14842

2. Benchmark is using exchange rate fixed in execution page which is 0.15

in CNYTESY, it is CNY as sett ccy. you can see that

1. MTM exchange rate == 1, coz both currencies are CNY

2. Benchmark exchange rate == 1.01065 although both ccies are CNY. the reason is

   1. 1st, we need convert it from CNY to USD in sub-portfolio UUU at 0.15 rate

   2. 2nd, we need convert it from USD to CNY in CNYTESY portfolio @ 0.14842

   3. that is it is 1.01065 (0.15/0.14842)

Basically, there are 3 types of currency:

• portfolio currency

• deal currency

• settlement currency (product pricing)

If deal ccy and settlement currency are different, exchange rate can be input in phy trade execution or system will use its own exchange rate to calculate P/L.

If portfolio ccy is different from deal ccy, system will use system exchange rate or exchange rate set in proprietary market data to calculate P/L.

But for example, if physical trade uses Import/Export Trade Mode, deal ccy is USD, settlement ccy is CNY, so there is an exchange rate of e.g., USDCNY = 6.0. But portfolio currency is CNY.

So now we need to consider if there are 2 trades (buy/sell), both deal ccy is USD; sell contract with settlement ccy as CNY (so no exchange rate; also because MTM pricing cannot allow input of exchange rate so exchange rate will be system default 0.14842) and buy contract with settlement ccy as CNY so need to self input exchange rate (0.15).

So by putting this deal (1 buy 1 sell trade) into a portfolio with portfolio ccy CNY, the system will need to do auto conversion to calculate the P/L for both buy and sell contracts using the same exchange rate (0.14842).

In this case, sell contract has exchange rate of 1 (using 0.14842 since no conversion is required); buy contract is using 0.15 as exchange rate, so need to convert to the default 0.14842 so 0.15/0.14842 to get the ex rate of 1.01065. Then it is multiplied by its UnP/L to determine the P/L, together with the sell contract

Enhancement

Managing Physical Trades

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1. Setting - User/Admin Management:

1. change label to Settings → Admin

2. Access right update: Currently only MAF Admin (user_id == 1) is able to view this page, now we change to

   1. user_type != 0 is able to view this page

   2. tables access right:

      1. User Management table: No limitation as long as able to view this page

      2. Subscription Management table: Only user_id == 1 is able to view

      3. Sales Code Management table (new add): only user_type == 1 is able to view

Add Sales Code after Status column:

1. text format

2. editable (only mafcloud is able to edit, control by BE)

3. key: s_code

Only MAF Admin can delete any sales code even it is not under him directly

New Feature

Admin Management

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2. Admin Management - Add Sales Code table under

1. Sales Code table after Subscription Management table

2. this table is able to view, edit, add, delete

3. this table only accessible if user_type == 1

Logic:

User Management Table:

Only User Type not 0 can access User Management table

Subscription Management Table:

Only MAF Admin: User ID = 1; so only MAF Admin can access Subscription Management

Sales Code Management Table:

Only User Type = 1 can access Sales Code Management table, once user is assigned in sales code management table, their user type will become 1

MAF Admin will assign sales code to Agency (User Type becomes 1; Parent is MAF) first, then Agency will be able to access the Sales Code Management table to assign sales code to each agent (Parent is Agency)

1. MAF Admin is able to view all sales agencies/agents, other agencies only can view their immediate agencies or agents.

2. When deleting row in the Sales Code, it is subject to below validation:

• if client is linked to the agency/agent’s sales code, deletion will be rejected. You may need to request MAF Admin to delete the sale code from the client first before the row can be deleted

• if agency has children code, deletion will be rejected

3. MAF Admin can view all clients

4. Agency/Agent can only view their clients

5. Only MAF Admin can update clients values so MAF Admin will input the Agency/Agent’s sales code to the client user or user can input sales code at registration

Details:

Open inspect to check the data in network to determine user type is 1 or 0

SALES_CODE_TYPES:
0: client
1: ‘AGENCY’,
2: ‘AGENT’

so if 0, means client

if 1, means agency

if 2, means agent or sales

so user_type is the value to control; if the user in sales code, then should be 1 or 2; otherwise, it is 0

Any sales agency is able to create sales code and assign to the agent so sales agency is able to create his own sales agencies or sales agents under his umbrella;

Sale codes can be assigned to user with existing account, user can be under any agency if a sales code is assigned to the user; so the user could be both client and sales agent/agency

New Feature

Admin Management

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3. General Ledger - add FCM STATEMENT tab

1. Add FCM Statement tab (after General Ledger)

2. 经纪商结算单

3. Start Date and End Date

   1. Start Date:

      1. key: s_date

      2. default 2 weeks from today

      3. cache in FE

      4. reset after login

   2. End_date:

      1. key: e_date

      2. default today

      3. cache in FE

      4. reset after login

New Feature

General Ledger

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4. Add Sales Code box at registration page

New Feature

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5. Dashboard - Futures Account app - Add more columns:

AFTER CHG AMOUNT, ADD

1. CREDIT

   1. map to credit

   2. enable group, sum

2. COLLATERAL

   1. map to collateral

   2. enable group, sum

3. IM

   1. map to im

   2. enable group, sum

4. MARKET VALUE

   1. map to mv

   2. enable group, sum

5. change IM position to after Market Value column.

6. add a new column called MARGIN EXCESS/DEFICIT

   1. after IM

   2. map to im_ed

   3. enable group, sum up

Enhancement

Futures Account

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1. Physical Trades - Change translation for create physical trade page:

Broking Details 期货公司详细: -》经纪商详细
Broker 期货公司名称 : -〉经纪商

Broking Ref No : 期货公司参考编号 : -》撮合编号

option 期权: -》选择权

Inspection: 检阅: -〉检查

Enhancement

Managing Physical Trades

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2. Product Data - Add Short Ton to Unit

Enhancement

Product Data

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3. General Ledger - Add BPI file format into General Ledger

New Feature

General Ledger

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