Portfolio Solutions:
Trade/Hedge Instruments and Valuation

CompassPoint’s™ supports valuations on the following trades and hedge instruments:

• Agency TBAs
• Agency Cash and Summary Trades
• TBA Options
• Whole Loan Trades
• WAC Trades
• Eurodollar Contracts:
  • Single Contracts
  • Bundle & Pairoff Tools
• Treasury Futures
• Treasury Future Options
• IR Swap (Fixed and Amortizing)
• IR Floors and Caps (Fixed and Amortizing)

Supported Transactions include:

• Pairoffs
• Assignments
• Cross-Hedges
• Confirmation Tracking