Realised Report

Created by Kirsi Makkonen, Modified on Wed, 21 Aug, 2024 at 11:09 AM by Ekaterina Minea Krasilnikova

The realised report in ZenTreasury brings you all realised transactions from your foreign exchange deals where the maturity date (End date) is in between the report start date and end date.

NOTE: To accurately generate this report, you will need the fixing rates for currency pairs involved in your FX agreements. Additionally, if applicable, the deal's nominal currency versus the entity's base currency rate should be available. If any rate is missing, you can add it under Settings > Market Data > Foreign Exchange Rates.

Columns explained

Nominal currency amount:

This is the nominal amount of the transaction.

Cross currency amount:

This is the cross amount of the transaction calculated from the nominal amount and the forward rate.

Exchange gain/loss:

This is the realised exchange rate difference between the spot rate of the transaction and the fixing rate of the maturity date in cross currency of the transaction.

Exchange gain/loss in base currency:

This is the "Exchange gain/loss" value converted to entity base currency with maturity date fixing rate.

Interest income/expense:

If there are points in the FX agreement it means that your agreement is not done in SPOT (T +2 or sometimes +1) and you will have a result also from the interest rate difference between the two currencies of the transactions. This is the total result of the interest rate difference in the agreement cross currency.

Interest income/expense in base currency:

This is the "Interest income/expense" converted to entity base currency with the maturity date fixing rate.

Realised result in cross currency:

This is "Exchange gain/loss" + "Interest income/expense" in the cross currency of the agreement. Basically, the realised result calculated with the forward rate of the agreement.

Realised result in base currency:

This is the "Exchange gain/loss in base currency" + "Interest income/expense in base currency" in the base currency of the entity. Basically, the realised result calculated with the forward rate of the agreement converted to entity currency.