Just to give a bit more context:
– Downstream processes such as Accounting, VAT etc are looking to ensure the Futures are correctly classified as “Financial” where they financially settle – one way to do this is to use the Settlement Type (ie any trade which has a physical leg is physical). However some contracts such as ICE API 4 Richards-Bay-Coal-Futures settle financially according to the contract specification, but are currently set up in the system as “Physical” and need this for the cascade to work.
– When I say I can get the cascading to work on Futures with settlement Type = Financial, I have created a custom script using the JVS function EndOfDay.comFutProcessRollTranTable, but am not feeding it a valid Delivery Event (which it would normally expect)
Would also be interested to know if there are any other implications here of changing the settlement type……
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