The Exchange Traded Futures & Options configuration is a comprehensive real-time trading and risk management system for managing portfolios of exchange-traded futures and options on futures contracts. This module is particularly suited for the organization that needs sophisticated capabilities to price and manage exchange-traded futures and options contracts based in diverse asset classes. 

Each Focus module is a complete stand-alone trading system for pricing, portfolio management, risk analysis and reporting. Together with other modules, Focus is a fully integrated system that a user can purchase to consolidate and manage a multi-portfolio, multi-trader, multi-currency, multi-instrument trading operation.

INSTRUMENTS

• Interest Rate Futures 
• Options on Interest Rate Futures 
• Commodity Futures 
• Equity Index Futures 
• Options on Equity Index Futures 
• Options on Commodity Futures 
• FX Futures 
• Options on FX futures 
• Base Metal Futures 
• Precious Metal Futures 
• Options on Precious Metal Futures 
• Base Metal Options 
• LME Options 

PRODUCT FEATURES

• Real-Time Feeds for instant Mark-to-Market/P&L 
• Clearing and Trading Brokers management 
• Sensitivity Analysis 
• Automatic Broker Commission Calculator 
• Integrated Position Keeping 
• Partial Closeouts 
• Options Pricing Sheets 
• Interface with Reuters Dealing 
• Implied Volatility Calculator 
• Supports All Major Exchanges 

RISK MANAGEMENT FEATURES

• Risk Scenario Manager – allows the user to set up risk scenarios, to view just about any result (value or "greek") of the entire or sub-selected portfolio, by varying spot, volatility or time horizon across two axes. 
  
• Positions Calculator and blotter – allows the user to quickly change market parameters to re-calculate P/L and market values of the entire or sub-selected portfolio. This information can be viewed at trade level detail. Thus this allows one to view intra-day and daily P&L real time 
  
• Value at Risk - Daily, monthly and regulatory VaR calculations using RiskMetrics and Monte-Carlo simulation. 
  
• Risk management reports - like gap report, liquidity report, topography report, maturity ladder report, P&L decomposition report etc.
  

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