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The maturity date the contract will expire.
Field | Description |
Symbol | The symbol of the underlying instrument. |
New Quantity | Number of shares the new contract will be (The sum of all contracts to be netted) |
Value Date | The start date when the contract becomes active. |
Maturity Date |
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Dirty Price | Dirty price is clean price plus accrued interest on the settlement date. |
Execution + Other Fee bp | Execution fee is the fee that the broker charges for the trade. Other fee is typically a back office fee. |
Dirty Price Incl. Fee | Dirty Price Incl. Fee = Dirty Price + execution fee + other fee. |
Trade Amount | The transaction underlying traded value. Dirty price incl. fee * QuantityThe date the contract will expire |
| Final Interest Date | The last day the contract will collect interest, the date the underlying asset gets delivered/received |
Netting + Transaction Fee | Netting fee and Transaction fee that the bank will charge for the netting operation. These fee will added to the Start Price |
Payments | If the underlying asset has had interest or dividend payments over the lifespan of the contract they will be added to the Start price for long contracts and subtracted for short contracts |
New Start Price | The weighted average of all Start Prices from the contracts to be netted plus accrued interests up until netting date plus Netting Fee and Transaction Fee |
| Payments | The new underlying value for the netted contract |
Forward Contract Details | Forward contract details grouped together. |
Creation date | The date when the contract is created. |
Expiry Date | The maturity date the contract will expire. |
Final Interest Date | The next bank day or the settlement date after the contract expires (T+1 for bonds or T+3 for equity). |
Opening Fee | Is a fee that the bank charges for creating the contract. |
Dirty Price Incl Fee | This is the spot price of the contract. It includes the Dirty price + execution fee + other fee + opening fee |
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