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Basic View Main Menus Sub Menus 9-Aug-01 8-Aug-01 7-Aug-01 6-Aug-01
1) Sub Menus gives added selections to Main Menu * Portfolio search against the entire portfolio list * User-selectable Calendar Days Since Last Update Effective Date 9-Aug-01 8-Aug-01 7-Aug-01 6-Aug-01 Sub Menus Portfolio Search Find: AGG-GAS AGG-LIQUIDS AGG-PWR-II Portfolio NA Gas NA Power UK Power Liquids Click here for More portfolios Calendar Days Since Last Update Reference Dates 0 – 2 Years 2 – 5 Years 5 + Years 7 21 42 Curve Type Select one or More Price Volatility
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Example View Main Menus Sub Menus Menu Explanations 1 8-Aug-01
Effective Date 1) Only one Effective Date can be selected 2) Only one Portfolio can be selected - the initial box shows “alias names” while the button brings up a search list similar to the Credit chart list 3) One or more of the three choices for Reference Dates can be selected 4) The pre-defined “Calendar Days” which correspond to each Reference Date can be changed by the user 5) Price and/or Volatility can be selected 1 8-Aug-01 7-Aug-01 6-Aug-01 9-Aug-01 Sub Menus Portfolio Search Find: AGG-GAS AGG-LIQUIDS AGG-PWR-II Portfolio 2 NA Power UK Power Liquids NA Gas NG NGI-SOCAL IF-ELPO/SJ Click here for More portfolios Feb-02 Jan-02 Dec-01 Nov-01 Oct-01 Sep-01 Aug-01 Jul-01 Jun-01 May-01 Apr-01 Mar-01 Calendar Days Since Last Update Reference Dates 0 – 2 Years 2 – 5 Years 5 + Years 7 21 42 3 4 NGI-SOCAL NG IF-ELPO/SJ Curve Type Select one or More Volatility Price 5
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Example View Main Menus Sub Menus Basic View Explanations 9-Aug-01
Effective Date 1) Curves for the Portfolio which meet the criteria are shown on floor and panel 2) Reference Dates which meet the criteria (if only 0-2 Years were selected then only the first 24 Reference months would be shown) 8-Aug-01 7-Aug-01 6-Aug-01 9-Aug-01 Sub Menus Portfolio Search Find: AGG-GAS AGG-LIQUIDS AGG-PWR-II Portfolio NA Gas NA Power UK Power Liquids 1 NG NGI-SOCAL IF-ELPO/SJ Click here for More portfolios Feb-02 Jan-02 Dec-01 Nov-01 Oct-01 Sep-01 Aug-01 Jul-01 Jun-01 May-01 Apr-01 Mar-01 Calendar Days Since Last Update Reference Dates 0 – 2 Years 2 – 5 Years 5 + Years 7 21 42 NGI-SOCAL NG IF-ELPO/SJ Curve Type Select one or More Volatility Price 2 1
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Example View Main Menus Sub Menus Detailed View Explanations - Floor
Effective Date 1) The height of the bars reflects the number of Calendar Days Since Last Update 2) Brushing gives the following information: Curve Code Book Type Code Reference Date Date Last Update Occurred Days Since Last Update Previous Value (Before Last Update) Current Value (Since Last Update) Delta Position 8-Aug-01 7-Aug-01 6-Aug-01 9-Aug-01 Sub Menus Portfolio Search Find: AGG-GAS AGG-LIQUIDS AGG-PWR-II Portfolio NA Power UK Power Liquids NA Gas Click here for More portfolios Feb-02 Jan-02 Dec-01 Nov-01 Oct-01 Sep-01 Aug-01 Jul-01 Jun-01 May-01 Apr-01 Mar-01 Calendar Days Since Last Update Reference Dates 0 – 2 Years 2 – 5 Years 5 + Years 7 21 42 1 NGI-SOCAL NG IF-ELPO/SJ NG Book Type Code: P Ref Date: 1-Sep-01 Last Update: 6-July-01 Days Since Last Update: 33 Previous Value: $3.25 Current Value: $3.20 Delta Position: 100,000 Curve Type Select one or More 2 Volatility Price
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Example View Main Menus Sub Menus Detailed View Explanations - Panel
Effective Date 1) The height of the bars reflects the % of “stale” reference months against total reference months 2) Brushing gives the following information: Curve Code Book Type Code Number of Stale Reference Months % of Stale to Total Reference Months Average Stale Amount Total Delta Position Across All Stale Reference Months 8-Aug-01 7-Aug-01 6-Aug-01 9-Aug-01 Sub Menus Portfolio Search Find: AGG-GAS AGG-LIQUIDS AGG-PWR-II Portfolio 1 NA Power UK Power Liquids NA Gas NG NGI-SOCAL IF-ELPO/SJ Click here for More portfolios Calendar Days Since Last Update Reference Dates 0 – 2 Years 2 – 5 Years 5 + Years 7 21 42 NG Book Type Code: P # Stale Months: 14 Stale % of Total Months: 50% Average Stale Amount: $3.25 Total Delta Position: 100,000 Curve Type Select one or More 2 Volatility Price
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Example View Main Menus Sub Menus Query Explanations
Effective Date 8-Aug-01 7-Aug-01 6-Aug-01 9-Aug-01 When a user selects the portfolio a query is made against the same table used for the Curve Query tool to generate a distinct list of curves The curves derived from the query are used for a second query against the RMS_CURVE_STATIC_MASTER and RMS_CURVE_STATIC_DETAIL tables using the criteria defined in the Reference Dates section to refine the list. The refined list is queried against RMS_OPEN_POSITION to obtain the Delta Position and against RMS_CURVE_DETAILS to provide the Book Type Code, Number of Stale Months, Percent of Stale Months against Total Reference Months and Average Stale Amount By selecting the curve(s) and Price and/or Volatility, a query is made against RMS_CURVE_DETAILS to provide the entire term structure Sub Menus Portfolio Search Find: AGG-GAS AGG-LIQUIDS AGG-PWR-II Portfolio NA Gas NA Power UK Power Liquids Click here for More portfolios Calendar Days Since Last Update Reference Dates 0 – 2 Years 2 – 5 Years 5 + Years 7 21 42 Curve Type Select one or More Volatility Price
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