FUTRAK^® FAS 157 / IFRS 7 Module
  Disclosure Schedules

• Fair Value measurements are categorized by valuation hierarchy, with separate quantitative disclosures for assets and liabilities.
• Roll forward of Fair Value measurements using Level 3 inputs
• Gains & Losses (realized/unrealized) included in earnings for Level 3 Fair Value measurements.
• Generate month to month analyses of Fair Value levels and track valuation transitions from one level to another.
• Fair Value of contract maturities at the end of reporting period within the valuation hierarchy.
• Fair Value of net claims against counterparties.

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