Outstanding Notional Amount

 

Spot Reports
Outstanding Notional Amount (start of day, report currency)

Outstanding notional amount computed without taking into account the notional amount on the computation date. For a loan, the outstanding notional amount (start of day) is 0.

OutstandingNotionalAmount_DayStart_CurrencyReport_EN.png

 

Outstanding Notional Amount (end of day, report currency)

Nominal or face amount used to calculate payments made on a derivative. This amount generally does not change hands. For a loan, the outstanding notional amount is 0.

In this example, on 1 August 2020, we can see a difference before payment (start of day) and after payment (end of day) for 0027.

OutstandingNotionalAmount_DayEnd_CurrencyReport_EN.png

 

Outstanding Notional Amount (end of day, transaction currency)

Nominal or face amount used to calculate payments made on a derivative, in the transaction currencies. This amount generally does not change hands. For a loan, the outstanding notional amount is 0.

In this example, we can see the currencies of 0027 and 0034 are different from the report currency (AUD and USD vs. EUR).

OutstandingNotionalAmount_DayEnd_CurrencyTransaction_EN.png

 

 

Periodic / Single Period Reports
Outstanding Notional Amount (start of period, report currency)

Outstanding notional amount at the beginning of the first day of the analysis period, i.e. before payment.

In this example, 0051, 0052, 0053, and 0094 have not started yet at the start date of the period.

OutstandingNotionalAmount_PeriodStart_CurrencyReport_EN.png

 

Outstanding Notional Amount (start of period, transaction currency)

Outstanding notional amount at the beginning of the first day of the analysis period, i.e. before payment, in the currencies initially applied to the transactions.

In this example, we can see the currencies of 0027 and 0034 are different from the report currency (AUD and USD vs. EUR).

OutstandingNotionalAmount_PeriodStart_CurrencyTransaction_EN.png

 

Outstanding Notional Amount (end of period, report currency)

Outstanding notional amount at the beginning of the last day of the period, i.e. before payment.

In this example:

  • 0027 have been partially terminated by the end date of the period.
  • 0052 matures by the end date of the period.

OutstandingNotionalAmount_PeriodEnd_CurrencyReport_EN.png

 

Outstanding Notional Amount (end of period, transaction currency)

Outstanding notional amount at the beginning of the last day of the period, i.e. before payment, in the transaction currencies.

In this example, we can see the currencies of 0027 and 0034 are different from the report currency (AUD and USD vs. EUR).

OutstandingNotionalAmount_PeriodEnd_CurrencyTransaction_EN.png

 

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