CTS Own Portfolios covers the need to hold the positions of securities in average historical cost and calculates realised and unrealised profits/losses. Values are monitored historically in time. Depending on the set of parameters the following is possible:
- Transaction fees can be included in historical cost depending on setup.
- A position can be held according to transaction date or settlement date.
- Interest accruals can be made using various methods on a daily basis for coupons or bond principals, and for repo operations depending on setup.
- The end-of-day revaluation process can be carried out using various methods according to the parameters configured.
- Positions are divided into legal and economic ownership: repo operations are held in a special system.
- The passive positions of securities issued can be monitored within the framework of portfolio management. These act similarly to short positions.
The system supports complete automated reconciliation of portfolios (in the event of retrospective changes).
Accounts records are created for all the actions outlined above in accordance with a defined methodology, and the accounts records are exported to the main ledger. Consistency during reconciliation is ensured.
Transactions that are a source of changes in portfolio positions may be entered manually or acquired using an interface (e.g. SWIFT).