Point Nine: Reporting

Reporting

Point Nine offers a wide variety of live, on demand reports to our clients. Depending on our client's specific requirements, these reports are accessible only by our client, or by our client's prime brokers, fund administrator, investors, other third parties, etc. Here are examples of the reports that we produce:

Position reports.

On an ongoing basis, Point Nine generates position reports which include all known transaction and counterparty details.
Point Nine reports it in various level of aggregation: By type/group of transactions, by book, by strategy, by currency, by maturity, by reference obligor, by group of reference obligors, by rating, by geography, by counterparty, by date, etc.

Profit and Loss (P&L) reports.

On a daily basis, Point Nine receives from our client (or its prime brokers) the valuation (present value) of each of its transactions, the brokerage fees and the funding charges levied by our client's prime brokers.
Point Nine generates the P&L and reports it to our client and, if required by our client, to our client's fund administrator, in various level of aggregation: By type/group of transactions, by book, by strategy, by currency, by reference obligor, by group of reference obligors, by counterparty, by date, etc.
The reports include a breakdown of all the P&L components, for example:
- capital gain
- interest or dividends
- funding charges
- brokerage fees
The reports include a distinction between realised and unrealised for every P&L component.

Production of the P&L reports relies on our client (or its prime brokers) granting us access to the valuation (present value) of each of its transactions, the brokerage fees and the funding charges levied by our client's prime brokers.

Profit and Loss (P&L) attribution reports.

On a daily basis, Point Nine receives from our client (or its prime brokers) the valuation (present value), the risk measurements (e.g., deltas, etc.) of each of its transactions, the relevant market movements that occurred on each day, the brokerage fees and the funding charges levied by our client's prime brokers.
Point Nine generates a detailed breakdown of the market movements, brokerage fees and funding that contributed to the daily P&L and reports it to our client and, if required by our client, to our client's fund administrator.

Production of the P&L attribution reports relies on our client (or its prime brokers) granting us access to the valuation (present value), the risk measurements (e.g., deltas, etc.) of each of its transactions, the relevant market movements that occurred on each day, the brokerage fees and the funding charges levied by our client's prime brokers.

Risk reports (market and specific risk).

On an ongoing basis, Point Nine receives from our client (or its prime brokers) the valuation (present value) and risk measurement of each of its transactions.
Point Nine reports it in various level of aggregation: By type/group of transactions, by book, by strategy, by currency, by maturity, by reference obligor, by group of reference obligors, by rating, by geography, by counterparty, etc.

Production of the risk reports relies on our client (or its prime brokers) granting us access to the valuation (present value) and risk measurements (e.g., deltas, etc.) of each of its transactions.

Counterparty reports (credit risk).

On an ongoing basis, Point Nine receives from our client (or its prime brokers) the valuation (present value) of each of these transactions.
Depending on the specific report requested, Point Nine also receives from our client (or its prime brokers) the potential future exposure (PFE) of each of these transactions.
Point Nine groups together all transactions executed by our client against a specific counterparty where there is a counterparty exposure.
Depending on the specific report requested, where there are netting agreements in place between our client and the counterparty, Point Nine nets the valuation (present value) and the potential future exposure (PFE) of all the relevant transactions.
Point Nine reports the gross and net notional counterparty exposures in various level of aggregation: By type/group of transactions, by book, by strategy, by currency, by maturity, by reference obligor, by group of reference obligors, by rating, by geography, etc.

Production of the counterparty reports relies on our client (or its prime brokers) granting us access to the valuation (present value) and, depending on the specific report requested, to the potential future exposure (PFE) measurement of each transaction where there is a counterparty exposure.

For a seamless process, we receive the valuations and, if applicable, the potential future exposure (PFE) measurement of transactions automatically by developing interfaces that link our operations platform with any relevant systems of our client's (or its prime brokers) and its counterparties.

Depending on the specific report requested, this service may rely on our client (or its prime brokers) granting us access to any ISDA Master and CSA netting agreements between our client and its counterparties.

Cashflow and liquidity reports.

On a daily basis, Point Nine generates a report with the known future cashflow and asset deliveries of every transaction executed by our client. Point Nine's report takes into account amendments due to trade or corporate events or changes in holiday calendars and includes all appropriate details like counterparty, account details, etc.
Point Nine reports it in various level of aggregation: By individual transaction, by type/group of transactions, by book, by strategy, by currency (netted or unnetted), to be paid/received to/from a specific counterparty or to/from a specific prime broker (netted or unnetted), by date, etc.
Point Nine generates specific liquidity reports by reporting the future cashflows netted by currency and specific time intervals (e.g., daily, weekly, monthly, quarterly, annually, etc.)

Option exercise schedules.

On a daily basis, Point Nine generates the known future exercise schedules of every option transaction executed by our client.
Point Nine reports it in various level of aggregation: By individual transaction, by type/group of transactions, by book, by strategy, by counterparty, by date, etc.

Other reports.

Please refer to the Operations section of the website for detailed explanation on these reports. Specifically, Point Nine produces the following additional daily reports:

Reconciliation report between our client and Point Nine.
Reconciliation report between our client and its counterparty.
Expected cashflow and asset delivery report.
Actual settlement report.
Life cycle event and transaction status report.
Collateral management report.