The position sheets
Last updated 10 November 2026
| Sheet | Holds |
|---|---|
| FXD_P | FX spots, forwards, swaps and options, and cash balances (product type Cash) |
| IRD_P | Interest rate derivatives: forward rate agreements, interest rate swaps, cross-currency swaps and options, with columns for the pay leg and the receive leg |
| IND_P | Inflation derivatives: zero coupon inflation swaps and real rate swaps, with columns for the pay leg and the receive leg |
| Listed | Bonds, stocks, warrants, futures, listed options and other securities |
Every row starts with the bank, the account and the client's name, and keeps the bank's own trade or security id, so you can trace each row back to the bank's file. Rows are sorted by bank. Dates are shown as dd/mm/yyyy.
The deal terms are written in one vocabulary for every bank: one set of names for instrument types, reference indices, conventions and currencies. A bank's code that can't be translated is logged as a warning, not guessed: see Logs and troubleshooting.
What a new run does
Each run replaces the four position sheets. After a run, they hold exactly what was read from the folder this time. Rows from earlier runs that aren't in this run's files are removed, including all the rows of a bank whose files weren't in the folder. So run once, with the files of every bank for the date.
A deal found in two files of one run is written once: the first one read.
The confirmation sheets, and the CPI data sheet, are not changed by a positions run.
Inflation legs and the CPI data sheet
For each inflation leg on IND_P, Position Mapper fills in the base CPI: the index for the month that the trade date points to.
- For a trade dated from the 1st to the 14th of a month, it is the index of two months before.
- For a trade dated from the 15th, it is the index of the month before.
So a trade of 10 March takes the January index, and a trade of 20 March the February index.
It reads the index from the workbook's CPI data sheet. The sheet has one row per year: the year in column B, and January to December in columns C to N. The empty mapper workbook comes with the Israeli consumer price index from the Central Bureau of Statistics. Add each new month's index before you run. If the month isn't on the sheet, the cell is left empty and the log says why.
The base CPI is filled in the Excel output only, not in CSV or JSON files.