In OBS-WPS the sub-module Securities Derivatives cares for the most important functions for the securities derivatives processing.

The following functionality is available in OBS-WPS:

• Management of securities contracts master data
• Blocking of the underlying by options sales
• Calculation and / or booking of
  • Options premium
  • The initial, spread and variation margin for Futures and Options
• Maturity monitoring
• Automated processing upon excercising resp. at expiration
• Link-up EUREX