IMOS - Trading & Risk Reports

Audit Report

Lists changes to contracts between the From Local and To Local dates and times selected. You can also select a specific User, Group, and/or Contract Type and select Exclude Actions Without Details.

Benchmark Freight Report

Displays Freight Rates for each Benchmark Estimate across different time periods. To set up the data for this report, use the Benchmark TC Adjustment form.

FFA Daily Report

Lists the Average TC Route Rate changes, Implied TC Rates, Mark-to-market Value, and Hedge Positions for the selected Market and Date.

Historical VaR Report

To run this report, enter at least a Ref Date, Snapshot Ref, and No. of Steps greater than 0. You can filter by Markets, apply a specific Holiday Calendar, set the Step size, apply a Trading Filter, and choose a Report Type (Aggregated or Detailed). The resulting report lists Shocks by Date for the selected Trading P&L Snapshot.

Market Data Report

Lists the variance in rates for the selected Market and the selected date range or a day-to-day comparison that can be grouped by route. You can also select routes by type.

P&L Comparison Report

Compares two Trading P&L Summary snapshots, which show the P&L at a particular point in time. Snapshot Types can be the Current snapshot, a Daily Scheduled snapshot, or an Ad-hoc snapshot you took. The report can be filtered by Vessel Type, Trade Area, Contract Type, Company, and/or Contract ID and be grouped by up to three criteria, including Contract, Counterparty, Trade Area, and/or Vessel Type. You can also exclude any positions without a variance.

Portfolio Report

For a particular snapshot, which shows the P&L at a particular point in time, this report displays a Portfolio Summary, Operating Days, or Trade Details, with various options for each. The report can be grouped by up to three criteria, including Short/Long/Financial, Index/Fixed/Financial, Contract, Counterparty, Trade Area, and/or Vessel Type. Selections to Show include Days, Weighted Days, Tons, Bunker Tons, TCE (and Show negative aggregate TCE as zero), Contract TCE, Short TCE, Long TCE, Bunker Exposure, TC Exposure, Net Exposure, Realized, Net, Rate, and Market Rate. On each report, you can select a specific Trading Filter and Trading Profile, and it can be grouped by Period.