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 indicators Risk Transfer Turnover (B-book → A-book) and Risk Transfer Turnover (A-book → B-book): Bbook → Abook = Sum of amounts of risk transfer trades from Bbook to Abook, where: - Parent trade executed on real account - Subsidiary trade executed on internal account - Trade reduced/closed position on Bbook Abook → Bbook = Sum of amounts of risk transfer trades from Bbook to Abook, where: - Parent trade executed on real account - Subsidiary trade executed on internal 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 of Client and Client/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 and Swap 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 and Swap 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).