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New Contract | ||
|---|---|---|
| Field | Definition | |
| Contract ID | The ID number of the new contract | |
| Symbol | The symbol of the underlying instrument | |
| Quantity | Number of shares of the underlying asset | |
| Value Date | The start date of the new contract | |
| Maturity Date | The date the rolled over contract will expire. | |
Final Interest Date | The next bank day or the settlement date after the contract expires. (T-1 for bonds and T-3 for equity) | |
Rollover Fee | Fee charged to the customer for rolling over. Usually a default amount decided by the bank | |
Transaction Fee | Is a default amount decided by the bank | |
Closing Fee | Fee charged to the customer for closing the contract. Usually a default amount decided by the bank | |
| New Contract Amount | The new Start Price * Quantity | |
Collateral Margin (%) | The % of collateral margin if any | |
| Start Price | This is the Start Price of the previous contract + Fees + accrued interest | |
| Interest (%) | The interest % is the interest amount of the contract. | |
| Interest Fee (bp) | Interest fee that is added to the contract. | |
| Forward Interest (%) | Forwards interest. Interest + Interest fee. | |
| Collateral Margin | The Collateral Margin the Customer has for this trade. This is only for informational purpose and does not alert any margin calls. | |
New Forward Price | The Start Price on the new contract + accrued interests until maturity | |
OK/Cancel | OK to create new contract / Cancel to cancel the actionNew Forward Amount | The New Forward Price * Quantity |