Movement type

Effect on holding on transaction date

Effect on holding on settlement date

StockMovement

Updates the number of units in the target instrument holding (with a holding type of P for Position).

Updates the number of settled units.

CashCommitment

Creates a temporary cash holding of type C (for Cash Commitment) to reflect the commitment to settling a trade.

Updates the main cash holding (holding type B for Cash Balance) and removes the temporary holding.

Note there is no functional difference between these three movement types. They simply report activity differently on the transaction date.

CashReceivable

Creates a temporary cash holding of type R (for Cash Receivable) to reflect the expectation of income from settling a trade.

CashAccrual

Creates a temporary cash holding of type A (for Cash Accrual) to reflect accrual of income from an interest-bearing instrument.

CashForward

Creates two temporary cash holdings of type F (for Forward FX) to represent each leg of the forward.

Updates the main cash holdings (holding type B) of both currencies. Note that in a valuation, this movement type preserves the two legs of the forward.

CashFxForward

Creates two temporary cash holdings of type F to represent each leg of the forward.

Updates the main cash holdings (holding type B) of both currencies. Note that in a valuation, this movement type collapses the forward to a single leg.

VariationMargin

This movement type has no effect on the units of a holding. Instead, it can be used to adjust the notional cost basis of a holding in a Future or CFD instrument up or down as part of a mark-to-market valuation strategy for realizing daily PnL. For a demonstration, see this Jupyter Notebook.

Carry

These movement types have no effect on a holding. Instead, they can be used to model carry activity in an AtoB report.

CarryAsPnl

Capital

These movement types have no effect on a holding. Instead, they can be used to generate balanced pairs of journal entry lines for an ABOR.

Fee