What does the Market Report contain?
The Market Report in Nordkap is used to obtain historical valuations based on "end of day data," meaning the closing prices for the day the valuation is done. These prices are fetched the following day, depending on the currency. To create the report, you need to specify:
- Portfolios
- Display options (existing, fictional, or both)
- Position type (interest rate swaps, bonds, or both)
- Currency (licensed only)
- Date (bank business days only)
The columns in the report include information about:
- Amount
- Value (excluding accrued interest)
- Risk for interest rate swaps
- Remaining time
- Fixed and floating interest rate
- Accrued interest
For expired bonds, historical values are available for two weeks after the maturity date, where N/A is used if market value is not available.
A risk analysis at the bottom for interest rate swaps shows the impact of interest rate changes. You have the option to group, filter, sort columns, and adjust their placement. Additionally, the report can be exported with preserved selection criteria and calculation date.
More information about this report can be found in the video guide on the Market Report.