Open currency forward position

Open currency forward position
  Difference between the sum of conditional and unconditional sales (spot sales excluded) and the sum of conditional and unconditional purchases (spot purchases excluded) in a particular foreign currency, whereby the values of options are expressed in option position delta's.

International financial encyclopaedia . 2014.

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  • Open currency spot position —   Difference between assets and liabilities plus difference between amounts of spot purchases and spot sales concluded and recorded until delivery date under contingent assets and contingent liabilities in a particular foreign currency. See also… …   International financial encyclopaedia

  • Open currency position —   The sum of the open currency spot position and the open currency forward position, being the measure of the foreign exchange risk.   The open currency position is the difference between balance assets and liabilities in foreign currency plus… …   International financial encyclopaedia

  • Open currency position report —   The open currency position report gives information about the open currency position (OCP) per currency, OCP per currency group and the total OCP. The open currency position is the measure of foreign exchange risk. It is the difference between… …   International financial encyclopaedia

  • Forward contract — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Currency future — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibility Dollarization Fixed exchange rate Floating exchange rate Linked exchange rate Managed float regime Markets Foreign exchange market Futures… …   Wikipedia

  • Forward revaluation results —   A standard position report which shows Not yet defined.   A related report is the Forex results per day/per month. See also Position, position administration tables, Standard position codes, combined position code, Risk management, Foreign… …   International financial encyclopaedia

  • Position update —   Update options specify how the position should be updated. In automated systems you often have to specify what the system is to do. The following options are often possible:   update on line or not on line.   check limit on line during update… …   International financial encyclopaedia

  • Open interest — (also known as open contracts or open commitments) refers to the total number of derivative contracts, like futures and options, that have not been settled in the immediately previous time period for a specific underlying security. A large open… …   Wikipedia

  • Standard position codes —   The following position codes are standard:   Open currency positions   Open Currency Position per Currency.   Open Currency Position per Currency Group.   Total Open Currency Position.   Mismatch positions   Overall Mismatch Position Spot.… …   International financial encyclopaedia

  • Mismatch position —   For Forex Book: Difference between amounts of outstanding forward purchases and outstanding forward sales, per currency resulting from outstanding forward contracts measured over a defined period.   For Money market Books: Difference between… …   International financial encyclopaedia

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