Platform · Settlement
Lifecycle, tracked.
From execution to settlement, drawdowns, confirmations, and value dates are tracked against every trade, with i² matching the paperwork and an immutable audit trail underneath.
The problem
After the trade's booked, it lives in a calendar and a folder of PDFs.
Tracking the drawdown schedule, chasing the confirmation, matching it to the trade, flagging the next value date: in most teams that lives in a spreadsheet, a shared calendar, and a folder of PDFs.
How it works
One tracked lifecycle, from execution to the audit log.
Outright forwards
A single settlement date for the full contracted amount, booked and tracked through to its value date, when the contracted rate sets the realised P&L on the record.
Window forwards
Settlement within a window period, drawn down in parts. Multiple drawdowns sit against a single parent contract, each one decrementing its remaining balance.
See it in action
The trade lifecycle, on one ledger.
Every forward and drawdown tracked from execution through its value date: remaining balance, value date, and mark-to-market against the mid-market rate, with i² flagging the confirmation that doesn't match.
See it on your tradesThe value-date run
An end-of-day run that locks realised P&L on every value date.
When a trade reaches its value date, Treasurii applies the contracted rate locked at execution, locks the realised P&L to the record, and marks it complete.
No manual intervention is needed. Exceptions like a discrepancy or a missing confirmation are flagged for manual review.
- Identifies every trade with a value date of today
- Applies the contracted rate locked at execution, for every forward and drawdown
- Calculates the realised P&L and locks it against the trade record
- Updates the parent contract's remaining balance, for drawdowns
- Writes the value-date entry into the audit log
Parent–child drawdowns
Window forwards use a parent–child structure: the parent holds the full contracted amount, value date, and contracted rate; each drawdown decrements the remaining balance in real time. Mark-to-market on what's left is calculated continuously against the mid-market rate.
Drawdown allocation
Match each drawdown to a specific invoice or exposure: automatic first-in-first-out, or manual, to suit your workflow. The trail links every drawdown back to its parent contract and to the original exposure that drove the hedge.
Confirmation matching
Trade confirmations are uploaded as PDF or CSV, parsed by i², matched against the trade record, and flagged for review. Discrepancies are surfaced for a human to resolve; once matched, the trade is marked confirmed. Manual field mapping is available during onboarding.
Immutable audit trail
Every drawdown, confirmation, and settlement writes to an immutable log, stored against the trade record and available for export at any time.
See your trade lifecycle tracked end to end.
A 30-minute demo covering your trade structures, your confirmation formats, and your settlement calendar.