Total Equity Reconciliation

This paper focuses on a little known technique for accurately reconciling listed and OTC derivatives in fast moving trading environments. The approach is applicable to all instrument classes that are processed on a FIFO (first in first out) basis and include agricultural, energy and metal commodities, CFDs, index or interest rate futures and some options.

Total equity reconciliation aims to account for the different allocations of profit between realised and unrealised which are caused when

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