Uploading Options Contract

Owned by IT Support
Last updated: Sept 15, 2021
4 min read

Options contract can now be automatically captured when you upload your daily statements! They can be allocated into various portfolios and generated in customisable reports/models (along with other paper and physical trades) to analyse and calculate their performance automatically according to your requirements.

All options contract can be found in Product Data>View Product Data from the navigation sidebar on the left.

 

  1. Click on “Trade” from the navigation sidebar on the left, followed by “Paper Trade”.

 

2. Click on “+ Paper Trade” to create a new paper trade to add options contract.

 

 

3. Fill in the paper trade details and select your options contract under “MAF PRODUCT ID”. Alternatively, you may hover over the “…” button on the top right corner and click on “CTP Position” to upload your file.

Forward Options: Month, Year, C/P and Strike Price are required fields

Futures Options: Valuation Date, C/P and Strike Price are required fields

Spot Options: C/P and Strike Price are required fields

Click on “Submit” at the bottom left corner of the page to save your paper trade.

Step 2: How to Add Proprietary Market Data Price to Options Contract

1. If you do not want to use public settlement price (obtained from various Exchange sources) to calculate the P/L for your option contract, you may choose to add your own settlement price to your options contract.

Click on “Market Data” from the navigation sidebar on the left, followed by “Proprietary Market Data”.

 

2. Click “Add Row” to add proprietary market data price to your own options contract. You can also click “Download Template” to download an Excel template to pre-fill the data before uploading into the table.

You can select/input your own options contract under “Code” (created in Step 2) and other details such as Settlement Price (under “SETTLEMENT”).

Forward Options: Month, Year, C/P and Strike Price are required fields

Futures Options: Valuation Date, C/P and Strike Price are required fields

Spot Options: C/P and Strike Price are required fields

Click on “Save” at the bottom left corner of the page to save your proprietary market data.

 

3. When viewing portfolio or dashboard reports/models, you can choose to use public settlement price or your own proprietary market settlement price to view your P/L or positions calculations.

 

 

Step 3: Application to Portfolio & Quantitative Reports/Models

1. In the “View Paper Trades” page, you may allocate your option contracts to your desired portfolio(s) by ticking the checkbox of the trades and clicking on “Allocate Portfolio”.

Select the portfolio to allocate the options contract into and click on “Save Portfolio” once done.

 

2. You may click on Portfolio>View Portfolio from the navigation sidebar on the left to view the performance of your portfolio.

 

You may also click on “Dashboard” from the navigation sidebar on the left to customise your quantitative reports/models to suit your requirements.

These reports/models support options contracts and will include “C/P” and “Strike” columns:

  • Counterparty Position Risk Summary

  • Position Matrix

  • Portfolio P/L Details

  • Portfolio Total P/L by Instrument