FX/MM

FX & MM trading solutions include a comprehensive front-to-back trading and risk management system for both over-the-counter and exchange-traded FX and MM instruments.

Yield curves can be constructed by blending futures, repos, swaps, bills and spread prices for comprehensive and precise pricing and risk analysis.

The module is offered either as part of a separately licensed solution, which can be integrated into existing legacy systems, or combined with our consulting and implementation services into a broader solution.

• FX Spot and forward
• FX swaps
• MM loans and deposits
• Complex interest schedule loans
• Fixed and floating rate loans
• Exchange-traded FX and MM futures
• Exchange for physicals (FX EFP)
• FX Baskets and derivatives on them
• Forward rate agreements

• FX trade entry and position keeping
• Support for proprietary, brokerage and internal deals
• Support for FX conversion trades and split value date trades
• Advanced MM roll-over trades
• FX trade give-ups
• Detailed and quick entry modes for cash FX trades
• Forward rates from yield curve and vice versa
• Intraday market quote updates and mark-to-market
• Trade allocations among clients or funds
• Trade confirmations
• Instant FX and MM limit checking
• Top-notch yield curve constructor
• Middle-office functionality like counterparts, limits, books and brokers management
• Full set of static reports with rich text and graphics, dynamic reports for real-time margining
• Reversed data reports for customers
• Interfaces with importing, dealing and trade confirmations systems, Reuters Dealing 3000
• Risk scenarios, analysis of sensitivity to price, interest rate and volatility changes
• Back-office features like settlements, payments, events and cash flow management for FX and MM trades
• Sophisticated and flexible reporting - realized, unrealized and historical P&L, mark-to-market, position, risk, credit as well as any custom reporting needs
• Payment manager to generate payment records and S.W.I.F.T. compatible files

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