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EOD Broker report
EOD Broker report
Important: The report can be generated starting from the release dated 26.05.2025, in order to include earlier days in the report, they will need to be reopened and closed again.
Please note! The report can only be generated when the day is finally closed (Button Close day finally of the Daily operations
section).
The report combines all sources of broker revenue (Bbook income/expense, trading commissions, markups, swaps on Abook/Bbook positions and custody fees) and related expenses (payments to liquidity providers) into a single document.
The report consists of several tables described below.
Key Performance Indicators
The table consists of the following fields:
Broker's net profit
Name | Description |
---|---|
Total | Total net profit of the broker. Calculated by the formula: Total = Abook Trades Revenue + Bbook Trades Revenue + SWAP Revenue + Non-Trading Revenue . |
Abook Trades Revenue | Abook Trades Revenue - Net profit on Abook positions (including commissions, markups, swaps minus LP payments). Corresponds to the Total ABOOK Revenue value from the Direct Trading Revenue table. |
Bbook Trades Revenue | Bbook Trades Revenue - Net profit on Bbook positions (including profit/loss from opposite to client positions, commissions). Corresponds to the Total BBOOK Revenue value from the Direct Trading Revenue table. |
Non-Trading/Risk Transfer | Non-Trading Revenue. Detailed calculation and revaluation rules are presented in Non-Trading Revenue . |
Trade turnover
Name | Description |
---|---|
Total | Total amount of all trade operations in cash terms. Calculated by the formula: Total = Abook Trade Turnover + Bbook Trade Turnover + Risk Transfer Turnover (Bbook → Abook) + Risk Transfer Turnover (A-book → B-book) . |
Abook Trades Revenue | The sum of the amounts of all trades in the report currency that are executed using the Abook model, both opening and closing positions are taken into account. Turnover on swaps is not taken into account. Detailed calculation and revaluation rules are presented in the Trade turnover table. |
Bbook Trades Revenue | The sum of the amounts of all trades in the currency of the report that are executed using the B-book model, both opening and closing positions are taken into account. Turnover on swaps is not taken into account. Detailed calculation and revaluation rules are presented in the Trade turnover table. |
SWAP Revenue | Swap revenue for all client positions for the reporting period. Corresponds to the Total SWAP Revenue value from the Swap Revenue table. |
Non-Trading/Risk Transfer Revenue from risk transfer trades (Risk Transfer Turnover ). |
Explanation for indicatorsRisk Transfer Turnover (B-book → A-book)
andRisk Transfer Turnover (A-book → B-book)
:Bbook → Abook
= Sum of amounts of risk transfer trades from Bbook to Abook, where: - Parent trade executed onreal
account - Subsidiary trade executed oninternal
account - Trade reduced/closed position onBbook
Abook → Bbook
= Sum of amounts of risk transfer trades from Bbook to Abook, where: - Parent trade executed onreal
account - Subsidiary trade executed oninternal
account - Trade opened/increased position on B-book
Number of Profiles and Accounts
The section consists of two tables, which are designed to analyze the dynamics of the client base and activity.
The first table presents indicators of the sum of profiles and accounts - Total profiles
and Total accounts
.
There are two time points for each of these entities:
At the beginning of the period
- the last closed day of the previous period
At the end of the period
- the last closed day of the current period
Please note! Indicators are calculated only for open profiles ofClient
andClient/Provider
types in active status.
The second table displays the client activity indicators. The table consists of the following fields:
Name | Description |
---|---|
Active accounts (trading) | number of client accounts with at least one trade for the selected period. |
Active accounts (no trading) | the number of client accounts that have not made any trades during the selected period, but have open positions or the current account balance is positive. |
Inactive accounts | number of other client accounts. |
Client Cash Flow
The table contains aggregated data on deposits (CASH IN
) and withdrawals (CASH OUT
) of customer funds by currency:
Name | Description |
---|---|
Account Activity Type | deposit or withdrawal of funds. |
Currency | transaction currency code. |
Total sum | transaction amount. |
Number of Profiles | the number of unique profiles for which deposit/withdrawal operations were performed. |
Number of Accounts | number of unique accounts for which deposit/withdrawal operations were performed. |
Number of Transactions | number of transactions of the corresponding type. |
Open Positions aggregated
The table is intended for analyzing positions opened on client accounts by types of instruments and types of hedging.
Name | Description |
---|---|
Asset type/ Instrument Type | Instrument Category, Instrument and Asset Type. |
Symbol | Instrument code. |
Client agg position (lots) | Total position (in lots) of all clients by instruments and asset types. |
Client agg position (units) | Total position (in units) of all clients by instruments and asset types. |
Provider agg position (lots) | Total position on broker's accounts (providers and internal accounts). |
Provider agg position (units) | Total position on broker's accounts (providers and internal accounts). |
Internal unhedged agg position (lots) | Difference between clients' positions and broker's hedging positions, i.e. total position (in lots) on broker's accounts with Internal type (internal accounts). |
Internal unhedged agg position (units) | Difference between clients' positions and broker's hedging positions, i.e. total position (in units) in broker's accounts with Internal type (internal accounts). |
Trade Turnover
The table is intended for analysis of trade turnover on direct trades in the context of asset types and methods of processing client trades (Abook/Bbook), including risk transfer operations, for the reporting period.
Name | Description |
---|---|
Asset type/ Instrument Type | Asset and instrument type. |
Client agg turnover | Total turnover of client trades. Only direct client trades are taken into account. |
Abook agg turnover | Turnover of trades processed through a liquidity provider (on Abook accounts). Only direct broker's trades with the provider account are taken into account. |
Bbook agg turnover | Turnover of trades processed internally (on Bbook accounts). Only internal broker's trades are taken into account. |
Risk transfer turnover | Turnover on risk transfer trades between B-book and external providers. Only internal trades with the provider are taken into account. |
Please note! All settlements on trades are made by modulo.
Direct Trading Revenue
The table compiles metrics designed to analyze brokerage profitability by Abook and Bbook models, including commission income and trading results.
ABOOK Operations Revenue
Trade P&L
- yield on direct trades on internal (Bbook) accounts. It is calculated in different ways for closing and reversal of a position:
- When closing a position, the P/L on the trade that closes the position is used. P/L is fixed at the moment of creation of the closing trade, at the moment of transfer - in the moment of transfer.
- When reversing a position, the P/L of the new position is added to the P/L of the closing trade for the existing position. The P/L of a closing trade is fixed at the moment of the trade itself, the P/L of a new position is fixed at the moment of creating an opening trade on it.
Commission received from clients
- commission received from client accounts converted to the report currency.Total BBOOK Revenue
- revenue on trades on Bbook accounts. It is calculated as a sum of other indicators of the table.
Swap Revenue aggregated
The table is designed to analyze the profitability of swap operations by long and short positions, including settlements with liquidity providers.
The table includes the following indicators:
Long positions
- Total Swap Charged - total amount of swaps charged on client long positions for the reporting period in the account currency.
- Swap Paid to LP - sum of swaps on positions on
real
accounts for the reporting period. - Net Long Positions Revenue - total revenue on swaps for long positions (the sum of
Total Swap Charged
andSwap Paid to LP
indicators).
Short positions
- Total Swap Charged - total amount of swaps charged on client short positions for the reporting period in the account currency.
- Swap Paid to LP - sum of swaps on positions on
real
accounts for the reporting period. - Net Short Positions Revenue - total swap revenue for short positions (Sum of
Total Swap Charged
andSwap Paid to LP
).
Important: When a position is reversed (Invert), swaps are counted separately for each direction.
The Total Swap Revenue
indicator reflects the total swap yield (the sum of Net Long Positions Revenue
and Net Short Positions Revenue
).
Swap Revenue by positions
The table displays swap revenue data by position type:
Name | Description |
---|---|
Position Type | position type |
Instrument | instrument in position |
Total Charged | total amount of swaps charged on client positions for the reporting period |
Paid to LP | the sum of swaps on positions on real accounts for the reporting period. |
Net Revenue | total revenue on swaps for positions |
Non-Trading Revenue
The table is designed to analyze a broker's revenues and expenses for asset custody fees, including accruals to clients and payments to custodians.
The section includes the following metrics:
Total Custody Fee Charged
- Total amount of custody fees charged.
Custody Fee Paid to LP
- Fees paid to the liquidity provider.
Net Custody Fee Income
- Net custody fee income (Total Custody Fee Charged
+ Custody Fee Paid to LP
).