Paper + Physical Trades - Dashboard Models/Reports Summary

Please refer to below to learn more about the quantitative models/reports associated with Paper and Physical Trades (app can display both paper and physical trades data) in MAF Cloud.

Table of Contents:


Paper + Physical Trades

Models/Reports

Description

User Guide

Models/Reports

Description

User Guide

Counterparty Position Risk Summary

 

Provides you with an overview of your risks - outstanding positions and their unrealised P/L from your Counterparty. The app is categorised according to Brokers by default. 

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1048707319

Daily Pricing Position Change

 

Calculates the changes in the position(s) in a portfolio, due to daily pricing, for that day. A certain number of positions in the portfolio will be priced by Platts each day, hence fixing their prices (and the position is changed from "open" to "closed"). 

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/374472881

FX Exposure

 

Allows you to monitor your hedging strategies and how much hedging is required for the FX exposure.

 

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1707278442

Group P/L

 

Provides an overview of all trades and their total P/L, as well as daily change in P/L, commission and expenses/income details. This can be used together with Historical Group P/L.

 

Hedge Ratio

Provides an overview of all paper and physical trades positions and their hedge ratio, categorised according to portfolio, trader and category by default.

 

Historical Group P/L

 

Provides an overview of all historical trades and their total P/L, as well as daily change in P/L, commission and expenses/income details. This can be used together with Group P/L.

Inventory Stock Type Details

 

Provides an overview of the details of your inventory, categorised according to its stock type, warehouse and transportation supplier details. It displays the quantity for different types of inventory, warehouse distribution, and inventory details of the transportation logistics.

Inventory Summary

Provides an overview of the outstanding stock in and stock out inventory of all of your physical trades based on the contract and actual quantity of your stock, as well as futures positions.

Open Position Details

 

Allows you to view all the portfolio’s open positions and their details directly. This app is obtained directly from the Open Positions Table in View Portfolio page.

Physical Trade Inventory

 

Provides you with an overview of the spot contract inventory according to the actual transfer date of the goods and accurately grasp the actual situation of the transfer of goods in each contract. I

Physical Trade Status

 

Provides an overview of the spot contract status with stock delivery, payment and invoice quantity and amount. If the undelivered/open quantity and amount are displayed in red, it means that the inventory is not settled yet/has not been completed yet, allowing you to monitor and manage your outstanding contracts more efficiently.

Portfolio Grid

 

Displays the selected portfolio's profit or loss (P/L) information, including realised P/L, unrealised P/L as well as its total P/L.

Position Matrix

Displays the composition of assets within a portfolio and their open net positions.

 

Portfolio Performance Chart

Allows the user to plot each portfolio’s series alongside each other on the same graph to visualise the performance of their P/L against each other.

 

 

Portfolio P/L Details

 

Provides an overview of all paper and physical trades categorised according to their group (eg. Physical Closed, Paper Open), and their unrealised or realised P/L. You can select the cut-off date ('End Date') to determine your P/L for that period and the close/settlement date of each trade is crucial as it will determine which month/year's P/L it will belong to. 

Portfolio Total P/L by Instrument Contract

 

Allows you to view, at a glance, the composition of assets within a portfolio and their financial positions (total P/L), according to their contract month and year - this includes both open and closed positions.

Value-at-Risk Model

Allows you to determine the measure of the degree of risk a portfolio is exposed to, by calculating how much an investor might lose with his/her portfolio, given a certain probability, within a certain time period.