1.

Government Security
1.1 Securities Master
1.2 Broker Code Maintenance
1.3 Transaction Maintenance
1.4 Transaction Batch Jobs
1.5 Yearly Booking Batch Jobs
1.6 Rate Upload
1.7 Reports
1.8 Migration Impacts
1.9 Risk management

1.1 Securities Master

Menu Name : CGSCMM - Government Security Code Master Maintenance

Function Codes : Add/Modify/verify/Cancel/Inquire/Delete

Criteria Page

1. Func Code:
2. Sect type : govt sec , bonds, tbil, other
3. Sec sub type : cgsec , sgsec, bonds ,Tbill 91 , 182, 364, others
4. Security Code: name of gov
5. Security Name: decription
6. ISIN Code: unique code (validation)
Details Page
1. Bank securities Office A/c (bank will maintain separate office a/c for each securities):
2. Bank Securities Place holder sec off a/c (Disabled when Bank security office A/c is entered
and vice versa)
3. Interest received a/c p&L-
4. Coupon
5. FIMDA MTM-100.00
6. Free Text 1
7. Free Text 2
8. Free Text 3
9. Free Text 4
10. Free Text 5
11. Free Text 6
 On Submit, details will be stored in the Database.
 Modification before and after verification is enabled.
 Inquire function is enabled.
 Cancel for Add and Modify is enabled.
 Logical Delete is enabled
1.1 Broker Master Maintenance
Menu Name: CBKMM - Broker Master Maintenance

Function Codes: Add/Modify/verify/Cancel/Inquire/Delete

Criteria Page

1. Func Code:
2. Broker Code
3. Broker Description

Details Page
1. Broker Code (Display only field)
2. Broker Description (Display only field)
3. Broker percentage
4. Broker Amount
5. Free Text 1
6. Free Text 2
7. Free Text 3
8. Free Text 4
9. Free Text 5
10. Free Text 6
 On Submit, details will be stored in the Database.
 Modification before and after verification is enabled.
 Inquire function is enabled.
 Cancel for Add and Modify is enabled.
 Logical Delete is enabled

1.3 Transaction Maintenance

Menu: CGSTM - Government Securities Transaction Maintenance

Function Code: Add/Modify/Verify/Cancel/Inquire

Criteria Page

1. Func Code
2. Trade Type - Drop down values as Buy/Sell
3. Type of Security – (Searcher from Security Master)
4. Sec sub type – (Searcher from Security Master)
5. Sec code – (searcher from security Master)
6. Deal Id (Enabled during Inquire and displays the internal Deal Id and Deal Number captured
during Buy for selection)

On click of Go button Details Page will be invoked, user can capture below fields

1. Deal number (user should be able to select)

2. Trade type (Buy/Sell) - display only field from Criteria Page
3. Deal Date:
 4. Details of Sec: (should flow from masters based on the security code captured in criteria
page)
5. Rate of Deal: 99.00
6. Total face value:
7. Total value as per deal:100000
8. Accrued Int payable:
9. Total amount payable:
10. Category (Drop down HFT, HTM, AFS)
11. Settlement date :30/7
12. Purchase yield
13. Status:
14. Holding Days - (todays date – settlement Date)
15. Settlement Type:
16. ISIN
17. Market Value
18. Appreciation - (Field logic to be discussed)
19. Depreciation - (Field logic to be discussed)
20. Coupon:
21. Next coupon date:
22. Last coupon date:
23. Security Code
24. Maturity Date
25. Maturity Amount
26. Last Interest Payment date
27. Settlement Consideration
28. Accrued Interest
29. Broker code
30. Brokerage Amount:
31. Free Text 1
32. Free Text 2
33. Free Text 3
34. Free Text 4
35. Free Text 5
36. Free Text 6
37. Free Text 7
38. Free Text 8

On click of Submit button in the details page, below format of deal id will be generated.

For Buy, B20210000001

For Sell, S20210000003

1.4 Transaction Batch Jobs

On Submit of CGSTM menu, the transaction details will be stored in the custom Table. A custom
batch job will be configured to pick the records basis the settlement date to perform the settlement
transaction. The transaction entries should be as below.

When the transaction is BUY following things to happen:

• Accounting entries to be passed as:--- Entries to posted as per settlement date through
Batch.

Dr Bank securities Office A/c as maintained with securities master above --100

DR Interest on gov sec office a/c – 10

Cr Mode of settlement of account (bank to define this,RTGS/NEFT/CCILetc )—110

Broker Interest

Dr Bank securities Office A/c as maintained with securities master above --100

DR Interest on gov sec office a/c – 10

Cr Mode of settlement of account (bank to define this,RTGS/NEFT/CCILetc )—110

When the transaction is Sell following things to happen:

• Accounting entries to be passed as:

dr Mode of settlement of account (bank to define this,RTGS/NEFT/CCILetc )-150

cr Bank securities Office A/c--100

cr Interest on gsec --30

cr profit/ Loss on sale of gsec-20

1.5 Batch Jobs – Yearly Booking Batch Job

There should be a batch job which when executed will calculate profit/loss with the latest rates. If
there is loss than loss to be booked and accounting entries to be passed as below.

If Profit

 Dr Securities Office account with loss amount.

 Cr. P&L loss office account (same for all banks)

If Loss

 Cr. P&L loss office account (same for all banks

 Dr Securities Office account with loss amount.

1.6 Rate Upload

 A custom Upload Menu to be provided to upload the Rate of the security Codes
 Upload Format is yet to be shared by Bank
 History to be maintained, latest rates to be available in the master tables. Old rates to be
moved to History Table with version history.
 Inquire option to be provided to view the latest rate of the Security Code

1.7 Reports

 At least 3 custom Reports to be developed as part of Module delivery

 Master Report to be delivered with the solution delivery. Format to be designed by
the developer along with functional Spoc.
  Remaining Report formats to be finalized post solution delivery and delivered post
the same.

1.8 Migration Impacts

Migration to be performed for below data

 Security master details to be migrated

 Broker Master details to be migrated
 Rate History to be migrated
 Open transactions details to be migrated
1.9 Risk Management
 A system should auto generate a Deal Number of Every Purchase and Sell Transaction.
 At the time of Sell a system should ask Purchase Deal Number to reconcile the transaction.
 A system should have records of Price based and Unit based of purchase and sell
transaction.
 Coupon Payment of every ISIN security should be maintained, an accrued Days and Interest
should be auto generated. The ISIN should be linked to data sheet of CCIL.
 For Valuation purpose the system should linked with FIIMDA valuation sheet.
 System should calculate portfolio wise accrual of Interest on Present date or any future date
as an when required.
 Accounting of Purchase, Sell, Profit/ Loss should be auto generated into CBS.
 Accounting of Amortization (Pre and Post) should be auto generated into CBS along with
ready reports.
 All the bond valuation as stated above should be calculated by system itself and readily
available on any time.
 A report of Portfolio wise, Type of G sec wise (GOI, State, T Bills), ISIN wise, Transaction wise
(Sell and Purchase), valuation wise (Face Value, Book Value, Market Value).
 A report should be available for Next coupon payment due date of every security.
 Provisioning cost of AFS+HFT portfolio and Amortization cost of HTM portfolio should be at
the end of year only