The Futures and Options module of the system
ALADSYS.Securities

The Futures and Options (FO) module is for processing exchange deals in standard futures and options contracts.

The module is a part of the ALADSYS.Securities system. It is developed on the basis of the core recording tools that exist in the ALADSYS.Securities system for operations with securities; the module uses the bookkeeping mechanism, static data lists, client contracts, client orders, trades, and other documents of the underlying system ALADSYS.Securities.

The module has the following functionality:

• maintaining lists of futures and options, with automatic generation in the process of quotes uploading from FORTS of the instruments that are missing from the lists;
• maintaining client contracts and service contracts related to FO market;
• manual input and automatic uploading of FO market quotes and trades;
• calculation of FO market commissions on the basis of pre-set price-lists;
• calculation and posting of variation and deposit margins, both for each trade and on the basis of trading session results;
• closing of the variation margin to the profit and loss;
• recording of obligations and the generation of trades fulfilling the obligations for the delivery contracts;
• reports to clients and regulatory reporting in accordance with the FFMS Instruction 32.

The module supports tax accounting for FO operations, with the evaluation methods LIFO, FIFO, or weighted average.

The additional options include: upload of information (quotes and trades) from the Russian trade venues RTS FORTS and MICEX FO section; Russian statutory accounting modules for companies (in accordance with the Finance Ministry requirements) and for credit organizations (in accordance with the Bank of Russia requirements).

The access of users to the system's functionality is via the universal workplace ALADSYS.SQL.

The administrative functions are carried out with the use of the tools of the financial systems kernel ALADSYS.SQL, on the basis of which the ALADSYS.Securities system is built.

Business logic and recording operations (i.e. postings) for all the bookkeeping systems are configured with the use of visual configuration tools for business logic and postings (the so-called ALADSYS.T1D technology); they may be reconfigured by the Customer's internal specialists.