Database Integrity, Functionality and Reporting

Rerunning quarterly analytics on a hedge portfolio of swaps and options

Markets: Natural Resources  | Commodity: Oil & Gas  | Customer: NYSE Listed E&P Company

 

Situation

The client needed to rerun quarterly analytics on a hedge portfolio of swaps and options for the last two years due to portfolio adjustments.

 Database Integrity, Functionality and Reporting

 

Solution

AEGIS incorporated the requested changes into the client portfolio. After internal reviews, a report was provided to the client that identified these changes for their review and approval.

Once the client had confirmed that all modifications to the portfolio were accurately recorded, the team at AEGIS ran the prior period reports as required.

Outcome

AEGIS Hedging maintains an accurate database of all hedges for its clients. Working with our clients to thoroughly check entries, the database accurately captures all deals and provides an audit trail for all trades so that modified and terminated deals can be monitored. This database is seamlessly linked to our valuation analytics, which pull historical pricing and volatility data. Initial inputs are reviewed by staff and then by clients. Once trades have been verified as complete and accurate, a variety of reports are available to clients for any prior date. Reports and analysis are provided to clients at the end of each reporting period and as requested. Prior period valuations can be run accurately and efficiently.  

 

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This case study is not required to be and has not been filed with the Commodity Futures Trading Commission ("CFTC"). The CFTC does not pass upon the adequacy or accuracy of this commodity trading advisor disclosure. Consequently, the CFTC has not reviewed or approved this case study. See further disclaimer below.

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