O'Reilly logo

Securities Operations: A Guide to Trade and Position Management by Michael Simmons

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Index

account settlement, 156

accounting, 385407

basis, 387

department, 667, 385

entry lifecycle, 389403

generic principles, 3867

marking to market, 304, 390, 4024

profit & loss

calculation conventions, 4046

realised, 55, 398, 4067

unrealised, 55, 390401, 407

accruals, 3867

accrued interest, 59, 11724

accrual basis, 1223

accruing for, 3934

calculation, examples of, 11823

concepts, 117

day count, 1213

divisors, 1213

negative, 124

additional trade amounts, 11626

advisory

settlement instructions, 246, 249

trade matching messages, 1978

agency trading, 24

agents for investors, 17, 213

Alert, 141

allotment letter, 362

American depository receipts, 1023

amortising bonds, 109

‘as-of’ trades, 154, 180

automatic securities lending/borrowing, 3256

back office, 5664

balance sheet, 386

bearer securities, 9193

method of transfer, 957

bid price, 26, 404

bilateral netting, 2701, 422

block-level matching, 200

board lots, 103

bonds

accrued interest, 59, 11724

capital repayment, 12, 37, 923, 104, 359

certificate, example of, 92

characteristics, 10810

coupon, 12, 37, 923, 3423, 3478

denominational values, 38, 92, 96, 138

description of, 1112

face value, 38, 92

issue, example of, 368

issue size, 37, 92

maturity date, 12, 37, 923, 104, 359

price, 38

price fluctuation, 14

price types, 115

redemption (final), 359

static data, 138

stripping, 107

types, 1038

warrants, 107

bonus issues, 45, 3435

book entry, 91, 959

book transfer transactions, 778

books and records, ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required