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MTM P&L on Previous Day's/Prior Period Positions

This section shows the MTM Profit and Loss on the previous single or multiple day's positions. It is sorted by asset class and currency. Prior MTM profit or loss not in the base currency is converted to the base currency at the exchange rate in effect on the day of the prior period calculation.

MTM profit and loss is calculated in two components: MTM gains from transactions during the statement period and MTM gains or losses for positions that are carried into a new trading day.

Note: This section appears in the Default Statement and Legacy Full Default Statement.

Field Descriptions

The data is grouped by asset class and then currency.

Column Description
Symbol The symbol of the position.
Description The description of the position.
Date The date of the MTM P&L on previous day's positions.
Price The position's market price as of the referenced date.
MTM P&L on Previous Day's Positions The difference between the previous and current closing price of the position multiplied by the quantity.

 

Totals

Total amounts for the following fields appear at the bottom of each currency section: