DMMD

Money Market Monitoring
M-III (Bank-Site) System

Version 2.0
Technical Document
In House Development Division

Information Systems Department
State Bank Of Pakistan -Karachi
Contents
TITLES Page #
ACKNOWLEDGEMENT 3
INTRODUCTION 4
CHAPTER # 1 M-III OVERVIEW 6
Technical Overview 7
Entity Relationship Diagram 9
CHAPTER # 2 M-III SETUPS 10
Account Heads 10
Deal Types 11
Dealer Sub Types 11
Dealers 11
Deal Modes 12
Deal Nature 12
Tenure 12
Security Master 13
Securities 13
Investor’s Port Folio (IPS) 13
Bank 14
JUMBO_IDS 14
CHAPTER # 3 M-III TRANSACTIONS 15
Money Market Deals 15
SBP Deals 19
Liquidity Position 21
Update Weekly DTL Position 23
Inflows and Outflows 24
Short Selling 25
Non-Competitive Bids 27
Change Maturity Date 29
Security and Issue Switching 31
CHAPTER # 4 M-III GENARATING FILES 33
Structure of DBF files 34
Acknowledgement
T his Technical document is the product of In House Development Division – ISD,

State Bank of Pakistan. We are thankful to EDMD personnel specially Ms Uzma Khalil,
Mr. Rashid Iqbal, Mr. Abdul Nadeem, Mr. Ovais Aziz and Mr Hameed Uddin. Without
their support and guidance it is impossible to complete development of M-III and
preparation of this technical guide. We are thankful to all those people who gave their
suggestions and recommendations.
If you have any comments or suggestions regarding this technical document or looking
for additional help and support, please contact us. Our email address is iddd@sbp.org.pk
or you may contact us on phone 021-244503665.
In House Development Team

27th February 2004
Money Market Monitoring (Bank-Site) System Technical Document
Introduction
S tate Bank of Pakistan (SBP) is the Central Bank of the country. In working towards
its core purposes, the Bank is organised into three main operational areas - Monetary
Analysis and Statistics, Financial Market Operations and Financial Stability in the
country. To ensure effective implementation of the State Bank’s exchange and monetary
policies and to monitor both inter bank foreign exchange and money market, the
Exchange & Debt Management Department (EDMD) of SBP is introducing a Money
Market Monitoring [M-III] software System. The M-III Bank site system will run at all
Bank Head Offices in Pakistan and will capture the money market transactions for
onward reporting to State Bank.
Audience
Readers of this manual are assumed to have detailed know how of Management
Information Systems and must have expert knowledge of MS Access. They are also
assumed to be familiar with the operating system environment under which they are
running the System.
Purpose
This manual is designed to provide in-depth technical knowledge and technical
specification of the Money Market Monitoring (Bank-Site) System. It will guide
Programmers, System Analysts or Developers while integrating the system with other
softwares.
Scope
This manual covers core technical and development aspects of the system. It does not
contain information about operational details of the system. Topics covered in the manual
include programmatic details of each option of a screen along with core database related
information.
In House Development Division 4 Information Systems Department-SBP

Help Desk
A help desk is organized for implementation and support of M-III. In case of any query
users can coordinate with following officers.
For Business related Queries For Technical Queries

Email : mmcrs@sbp.org.pk Email: iddd@sbp.org.pk
Name Phone # Name Phone #
Ms. Uzma Khalil 021-244503491 Mr Ovais-Ur-Rehman 021-244503665
Mr. Rashid Iqbal 021-244503440 Mr. Ali Naqi 021-244503665
Mr. Abdul Nadeem 021-244503493 Mr. Kamran Shahzad 021-244503665
Mr. Ovais Aziz 021-244503442
Mr. Hameed Uddin 021-244503490
Conventions
This document is formatted based on the following conventions:
UPPER CASE Uppercase text is used when emphasizing on any item of

screen, menu options and business feature of system.
For example: Security detail defines further classification
of security, like SECURITY NAME, TENURE OF
SECURITY, TENURE IN TERM OF DAYS etc.
Italic text Tabular description of fields of different screens is

explained in italic text.
Acronym / Abbreviation Definition

DBF FoxPro based data file format.
DTL Demand and Time Liability
EDMD Exchange and Debt Management Department
ERD Entity Relationship Diagram
FIB Federal Investment Bond
IPS Investor’s Portfolio Securities
ISD Information Systems Department
LP Liquidity Position
MDB Microsoft Database File
M-III Money Market Monitoring
MS Microsoft
NDX Index File
PD Primary Dealer
PIB Pakistan Investment Bond
SBP State Bank Of Pakistan
SGLA Statuary General Ledger Account
T-Bill Treasury Bill

Chapter 1
M-III Overview
M -III (M
Money Market Monitoring) System has been developed with the objective to
strengthen EDMD’s off-site function of monitoring the Inter-bank activities undertaken
by various money market participants. Through the use of this software banks would be
primarily required to report various aspects of the deals done by them in the inter-bank
market.
The System has two major parts in it, which includes
• Data Capturing / Bank Site

• Data Analysis
‘Data Capturing’ part of the system (M-III Bank-Site) is based on Microsoft Access
technology. Every Market Participant (dealer) has a copy of the software at its treasury /
reporting office. During the day, Dealers shall enter MM Transaction and required
information into the Data Capturing Software and at the end of the day the “Daily
Transactions” will be reported by utilizing an option in the software to download data to
a floppy for dispatch to EDMD-SBP.
Data Analysis part of the System (SBP-Site software) is Oracle web-based technology
software, and involves analyzing captured data and generating MIS reports.
Users
The intended users of the Money Market Monitory (Bank-Site) System are data entry
operators and administrators. The profiles of these users are described as following:
Operators
These are the users who make regular data entry to the system. Entering Inter-bank deals
and daily liquidity position are typical responsibilities of data entry operators.
Administrators
These users administrate the software. Their typical responsibilities include making
backup, replacing setup files.

Technical Overview
This section provides details of prerequisites, System Requirements, Installation

Procedure, Backup Procedure, and Setup file Replacement Procedure.
System Requirements
The software runs on MS Access 2000. Prior to installation of M-III Software, it must be
insured that MS Access is installed on the computer. Minimum hardware requirements
are the same as for MS Access; if MS Access 2000 runs reasonably well on your
computer, the system will also give adequate performance.
Installation Procedure
To install the Money Market Monitoring (Bank-Side) system, simply copy all .MDB
and .NDX files provided to you by SBP, into MMCRS folder of drive C in your local
hard disk. It is recommended to make a shortcut of MAIN_MMCRS.MDB file on your
desktop.
Setting Up Bank ID
After installing M-III now user have to set-up information of reporting bank. For this
purpose one record will be inserted in BANK table, comprised of BANKID, BANK,
FULL_NAME and PD columns. PD column will contain ‘Y’ or ‘N’ value which will
determine that reporting bank is Primary Dealer or not. Each Bank (Dealer) will select
BANK ID from the following list of banks.
Bank ID Bank Name

100001 ABN AMRO BANK N V-
100004 AL BARAKA ISLAMIC BANK
100008 ALLIED BANK OF PAKISTAN LTD
500134 AMERICAN EXPRESS
100010 ASKARI COMMERCIAL BANK LTD
100016 BANK AL FALAH LIMITED
100017 BANK AL HABIB LTD
100018 BANK OF CEYLON
500027 BANK OF TOKYO- TOKYO MITSUBISHI LTD
100024 BOLAN BANK LIMITED
100028 CITI BANK N A
100029 CREDIT AGRICOLE INDOSUZE
100035 DEUTSCHE BANK AG
100037 DOHA BANK LTD.
100041 FAYSAL BANK LIMITED
100056 FIRST WOMEN BANK LTD.
100061 HABIB BANK A G ZURICH
100062 HBL
100063 HONG KONG SHANGHI BANKING CORP

100066 INDUSTRIAL DEVELOPMENT BANK OF PK

100067 INTL. FINANCE INVESTMENT COMM. BANK
100072 JAHANGIR SIDDIQUI INV. BANK LTD
100107 KASB BANK LIMITED
100076 MASHRIQ BANK PAKISTAN LTD
100005 MEEZAN BANK LTD.
100078 METROPOLITAN BANK LTD
100080 MUSLIM COMMERCIAL BANK LIMITED
100084 NATIONAL BANK OF PAKISTAN
100092 OMAN INTERNATIONAL BANK SAOG
100145 PAK OMAN INVESTMENT CO PVT LTD.
100106 PICIC COMMERCIAL BANK LTD
100109 PRIME COMMERCIAL BANK LTD
100113 RUPALI BANK LIMITED
100114 SAUDI PAK COMMERCIAL BANK LTD
100125 SONERI BANK LIMITED
100128 STANDARD CHARTERED BANK
100020 THE BANK OF KHYBER
100021 THE BANK OF PUNJAB
100132 UNION BANK LIMITED
100133 UNITED BANK LIMITED
100003 ZARAI TARAQIATI BANK LIMITED-
Backup Procedure
It is advantageous to make a copy of provided software in safer place to avoid any risk or
loss of data. To take a backup, copy the MMCRS folder to a safer storage device. To
copy, select MMCRS folder, press right mouse button, choose copy option from the pop-
up menu and go to the safer system and again press right mouse button and choose paste
option from the pop-up menu.
Setup file replacement Procedure

Whenever the contents of a master set-up or drop-down list changes, SBP will provide all
Bank Head Offices with the updated file(s). To install the updated files, simply copy the
files into the MMCRS folder and replace the older ones.
How to send data to SBP
For sending data to SBP user will send generated DBF files via floppy along with hard
copy of system generated reports.

Entity Relationship Diagram (ERD)
Figure 1.1
Entity relationship diagram showing entities, attributes, primary keys and foreign keys.

Chapter 2
M-III Setups
M -III contains set-up tables, which contain basic information, which are used in
different transaction screen. There is no interface provided for these set-up screens. It is
highly recommended that information of set-ups should not be modified otherwise
system could not properly communicate with M-III (SBP side) software. There are
following set-ups used in M-III bank side software.
• Account Heads
• Deal Types
• Dealers
• Brokers
• Dealer Sub Types
• Deal Modes
• Deal Nature
• Tenure
• Security Master
• Securities
• IPS
• Bank
• Auction
Account Heads
Account Heads is the basic set-up that contains account information, which is utilized in
INFLOW AND OUTFLOW transaction screen.
BASE TABLE: AC_Heads

Column Data Type Required / Description
Primary Key
(PK)
ACID Text (10) PK Account ID in AC_HEADS.
ACCOUNT Text (10) Yes Code of Account
ACDESCRP Text (100) Yes Descriptive name of account.

Deal Types
Different types of deals are described in this set-up. These deal types are used in DEALS
transaction screen.
BASE TABLE: DEALTYPES

Primary Key
(PK)
DTYPEID Text (10) PK ID of deal type
DTYPE Text (10) Yes Name of deal type like ‘CALL’, REPO’ etc.
DTDESCRP Text (50) Yes Detail description of type of deal.
Dealer Sub Types

Sub Types of dealers are defined in this set-up which includes Nationalized Bank,
Denationalised banks, Investment Bank, Foreign Bank etc This information is referred in
DEALERS set-up table to identify type of dealer.
BASE TABLE: DEALERSUBTYPES

Primary Key
(PK)
DRSUBTYPE Text (10) PK ID of dealer sub type
DRSTDESCRP Text (100) Required Description of dealer sub type
DRTYPE Text (1) Required Identifies that dealer sub type is for bank or non-bank.
‘NB’ and ‘B’ identify it.
Dealers
All scheduled SGL account holders are entered in DEALERS table, counter party in
DEAL transaction screen are picked from dealers set-up screen.
BASE TABLE: Dealers

Primary Key
(PK)
DRID Text (10) PK ID of dealer.
DRNAME Text (100) Required Name of dealer.
DRSNAME Text (10) Required Short name of dealers
DRSUBTYPE Text (10) Required Dealer’s Sub Type referred from DEALERSUBTYPES
table.
PD Text (1) Required Identifies that dealers is primary dealer.
CNTPERSON Text (50) Name of contact person.
DESIG Text (50) Designation of contact person.
PHONE Text (50) Phone no of dealer.
FAX Text (50) Fax # of dealer.
CELL Text (100) Mobile # of dealer.
EMAIL Text (50) Email address of dealer.

ADDRESS Text (100) Address of dealer
Deal Modes
Different modes of deals are defined in deal modes set-up. It includes Fax, Telephone,
Reuter, and Broker etc.
BASE TABLE: DEALMODES

Primary Key
(PK)
DMODE Text (10) PK ID of deal mode.
DMDESCRP Text (100) Required Description of deal mode.
Deal Nature
Nature of deals is defined in deal nature set up, which includes DISCOUNTING, OMO,
AUCTION and NORMAL.
BASE TABLE: DEALNATURE

Primary Key
(PK)
DNATURE Text (10) PK ID of deal nature.
DNDESCRP Text (100) Required Description of deal nature.
SBP Text (1) Required This field identifies deals to be used in SBP Deal
Transaction and Inter-Bank Deal Transaction.
Tenure
Different tenures of deals and securities are maintained in this set-up. All tenures are fed
in this set-up, which will be referred in different screen like SECURITY, AUCTION, and
SHORT SELLING etc.
BASE TABLE: TENURE_TYPES

Primary Key
(PK)
TENURE Text (10) PK ID of Tenure
TDESCRP Text (100) Description of tenure
DAYS Number Duration of tenure in term of days.
YEARS Years Duration of tenure in term of years.
DAYS_FORM Number Starting range of days
DAYS-_TO Number Ending range of days.

Security Master
Basic information of securities involved in M-III are entered in this set-up, this
information is further used in SHORT SELLING and AUCTION screen. Security Master
includes T-BILL, PIB, and FIB etc.
BASE TABLE: DEALMODES

Primary Key
(PK)
MSECID Text (10) PK ID of master security.
MSECDESCRP Text (100) Required Description of master security
MSHNAME Text (10) Short name of master security
Securities
Detail information of securities is maintained in securities set-up screen. It includes

information of PIB 3 Years, PIB 5 Years, and T-Bill 3 Months etc.
BASE TABLE: SECURITIES

Primary Key
(PK)
SECID Text (10) PK ID of security.
SECNAME Text (100) Required Descriptive name of security
DAYS Number Number of days identifies maturity of security.
MSECID Text (50) It referred from SECURITY MASTER table.
TENURE Text (10) Tenure of security it is also referred from TENURE
table.
SHTSELL Text (1) It is one character field identifies that this security will
be used in short selling i.e. PIB can be short sell.
Investor’s Port Folio (IPS)

This set-up contains major bodies or institutions which effects on secondary market. This
information will be referred in deals screen according to the requirement. Initially top 10
investors names are stored in this set-up. May be due to reporting requirements more
records will be added or deleted. In case of any modification required file will be sent and
it will be responsibility of user or administrator to copy file in indicated folder.
BASE TABLE: IPS

Primary Key
(PK)
IPSID Text (50) PK ID assigned to investors.
IPS_NAME Text (100) Name of investors.
IPS_SNAME Text (100) Short name of investors.

Bank
It is one of the basic set-ups, which holds information of bank where this system is
installed. Various parameters are used in this set-up to customized menu options.
BASE TABLE: BANK

Primary Key
(PK)
BANKID Text (50) PK It is the Dealer ID of bank where system is installed.
Bank Text (100) Descriptive name of bank, which will be displayed in
each and every screen.
Full Name Text (100) This is the complete name of bank, which will be used
in reporting.
PD Text (1) It identifies that this bank is primary dealer or not. On
the basis of this SHORT SELLING and NON-
COMPETITIVE BIDS option will be enabled or
disabled.
JUMBO_IDS
For recording jumbo auctions a set-up table is maintained for values ranging from 0 to 3.
While entering short selling information jumbo ids will be used for differentiating jumbo
auctions. ‘0’ J_ID will be used for normal auctions and 1,2 or 3 will identify auctions of
jumbo auctions. While reporting auction to SBP J_ID will be concatenated with auction
for accurate auction id.
BASE TABLE: JUMBO_IDS

Column Data Required / Referenced Description
Type Primary By
Key (PK
ID Number PK Numeric Id of jumbo auctions.
J_ID Number It identifies sequence of jumbo
auctions.

Chapter 3
M-III Transaction
M -III transactions are comprised of data entry screens that are used to capture
information from banks and then this information is extracted in to DBF files, which will
be sent to SBP. Following are data entry screens.
Menu Options Description

Money Market Deals (Inter Daily Inter-banks secondary money market
Dealer Deals) Call/REPO/Outright deals
SBP Deals Daily deals with SBP
Liquidity Position Daily liquidity position of the dealer
Update Weekly DTL Position Update current week DTL position with latest value.
Inflows and Outflows Daily Inflows / Outflows of money in different
account heads
Short Selling Short selling information (only for PD)
Non Competitive Bids Information of BIDS submitted by PD.
Prepare Disk for SBP Disk preparation to report daily transactions
information to SBP
Money Market Deals (Inter Dealer Deals)

Money market deals are comprised of inter-bank transactions to track secondary market
operations. Only bank-to-bank deals are recorded in this screen. CALL, REPO
OUTRIGHT and CLEAN transactions are recorded in this screen.
Figure 3.1

BASE TABLE: DEALS

Type Primary By
Key (PK
DRID Text (50) PK DEALERS (DRID) Dealer ID of dealer reporting
deal to SBP. It is referenced from
DEALERS setup table. This
information is not required to
enter by user as it is
automatically picked up from
BANK table, where default
dealer id is defined.
DEALID Text (50) PK ID assigned to deal transaction.
It is manual ID, which can be
entered by user.
DLTDRID Text (50) Required DEALERS (DRID) Dealer ID of counter dealer
involved in the deal. This column
is referenced from DEALERS
setup table.
NAME Text Name of counter entered if value
(100) of DLTDRID is ‘-1’. By default
NAME will be disabled.
PDATE Date Required Posting date of deal i.e. when
deal is being entered in system.
DDATE Date Required Deal Date on which is actually
done by both parties.
VALDATE Date Required Value date is used to trace
forward deals.
MDATE Date Required Deal maturity date is stored in
this column.
TENURE Text (50) Required TENURE_TYPES Tenure is reference from
(TENURE) TENURE_TYPES setup table. It
is automatically calculated
according to DDATE and
MDATE.
SECID Text (50) SECURITIES ID of security i.e. PIB, FIB and
(SECID) T-BILL involved in deal. This is
enabled when then CALL deal
type is selected. SECID is
referenced from SECURITIES
table.
ISSUE_DATE Date Issuance date of security for
REPO / OUTRIGHT type of deal.
LEND_BORROW Text (1) Required This field stores ‘L’ for Lending
and ‘B’ for Borrowing.
RATE Number Required Rate of deal is stored in this
table.
DTYPEID Text (50) Required DEALTYPES Type of deal is stored in column.

(DTYPEID) It is referenced with

DEALTYPES table.
AMOUNT Number Required Face amount of deal is stored.
BK_AMT Number Required Book amount of deal is stored.
DMODE Text (50) Required DEALMODES Mode of deal is stored in this
(DMODE) column. It is referenced with
DEALMODES table.
BRID Text (50) BROKERS This is optional column subject
(BRID) to DMODE column. If user
selects “BROKER’ in DMODE
column then BRID is mandatory
to defined.
DNATURE Text (50) Required DEALNAURE Nature of deal i.e. OMO,
(DNATURE) AUCTION, DISCOUNTING and
NORMAL. For DEAL
transaction screen ‘NORMAL’ is
stored by default. DEAL screen is
not concerned with SBP
transactions.
IPS Text (1) It stores ‘Y’ or ‘N’ to identify
that deal is done on behalf of
Investor’s Portfolio.
IPSID Text (50) IPS (IPSID) IPSID is mandatory with respect
to previous column of IPS. IF
IPS is ‘Y’ then user must define
IPSID. If name of investors is not
in the list then ‘OTHERS’ can be
selected from the list.
Validation and Business Rules

• DRID is defined in BANK set-up table and it is picked up in every transaction
screen.
• DEALID must not duplicate.
• DLTDRID must not have same value as DRID.
• PDATE is the date on which transaction is being entered. By default it will be
system date.
• VALDATE must not be less than DDATE.
• MDATE must not be less then DDATE and VALDATE.
• TENURE is selected automatically after calculating difference in days between
VALDATE and MDATE.
• SECID will not store any value in case of CALL type of transactions.
• In case of OUTRIGHT deal MDATE will be the maturity date of security.
• BRID will not store any information if DMODE has value other than ‘BROKER’.
• IN MONEY MARKET DEALS transaction value in DNATURE must be
‘NORMAL’.
• IPSID and IPS will be disabled in case of CALL type of deal.
• IPSID will be disabled if AND” is selected in IPS.

• NAME field will be enabled if DLTDRID contains ‘-1’ value.
SBP Deals
This screen includes same information as we have already covered while discussing
MONEY MARKET DEALS. All information captured at this screen is same but the only
difference b/w both screens are,
• SBP DEALS includes those transactions in which SBP involves in money market,
i.e. in case of auction, OMO or discounting.
• Money Market Deals transaction includes include only inter-bank transactions.
Figure 3.7
BASE TABLE: DEALS

Type Primary By
Key (PK
DRID Text (50) PK DEALERS (DRID) Dealer ID of dealer reporting to
SBP. This information is not
required to enter by user as it is
DEALID Text (50) PK ID assigned to deal transaction.
It is manual ID entered by user.
DLTDRID Text (50) Required DEALERS (DRID) Dealer ID of counter dealer
involved in the deal.
PDATE Date Required Posting date of deal i.e. when
deal is being entered in system.

DDATE Date Required Deal Date on which is actually

done by both parties.
VALDATE Date Required Value date is used to trace
forward deals.
MDATE Date Required Deal maturity date is stored in
this column.
TENURE Text (50) Required TENURE_TYPES It is automatically calculated
(TENURE) according to DDATE and
MDATE.
SECID Text (50) SECURITIES ID of security i.e. PIB, FIB and
(SECID) T-BILL involved in deal.
ISSUE_DATE Date In case of REPO or OUTRIGHT
deal issuance date of security is
entered.
LEND_BORROW Text (1) Required This field stores ‘L’ for Lending
and ‘B’ for Borrowing.
RATE Number Required Rate of deal is stored in this
table.
DTYPEID Text (50) Required DEALTYPES Type of deal is stored in column.
(DTYPEID) Only REPO and OUTRIGHT
deals are allowed.
AMOUNT Number Required Face amount of deal is stored.
BK_AMT Number Required Book amount of deal is stored.
DMODE Text (50) Required DEALMODES Mode of deal is stored in this
(DMODE) column.
BRID Text (50) BROKERS This is optional column subject
(BRID) to DMODE column. If user
selects “BROKER’ in DMODE
column then BRID is mandatory
to defined.
DNATURE Text (50) Required DEALNAURE Nature of deal i.e. OMO,
(DNATURE) AUCTION and DISCOUNTING.
As NORMAL is not allowed in
SBP DEALS.
IPS Text (1) It stores ‘Y’ or ‘N’ to identify
that deal is done on behalf of
Investor’s Portfolio.
IPSID Text (50) IPS (IPSID) IPSID is mandatory with respect
to previous column of IPS. IF
IPS is ‘Y’ then user must define
IPSID. If name of investors is not
in the list then ‘OTHERS’ will be
selected from the list.
Validations and Business Rules
• DRID is defined in BANK set-up table and it is picked up in every transaction

screen.

• DEALID must not duplicate.

• DLTDRID must not have same value as DRID.
• PDATE is the date on which transaction is being entered. By default it will be
system date.
• VALDATE must not be less than DDATE.
• MDATE must not be less then DDATE and VALDATE.
• TENURE is selected automatically after calculating difference in days between
VALDATE and MDATE.
• CALL deals will not be entered in SBP DEALS transactions.
• In case of OUTRIGHT deal MDATE will be the maturity date of security.
• BRID will not store any information if DMODE has value other than ‘BROKER’.
• IN SBP transaction value in DNATURE must be ‘AUCTION’,’OMO’ and
‘DISCOUNTING’.
• IPSID will be disabled if ‘N' is selected in IPS field.

Liquidity Position
Liquidity position captures information of DTL and CRR of dealer, which is helpful in
calculating CRR and DTL positions and its effect on money market liquidity. This
information will be entered and reported on daily basis.
Figure 3.2
BASE TABLE: MMLP

Type Primary By
Key (PK
DRID Text (50) PK DEALERS (DRID) Dealer ID of dealer reporting LP
to SBP. This information is not
required to enter by user as it is
PDATE Date Required Posting date of LP i.e. when deal
is being entered in system.
MMLPDATE Date PK Date for which LP is reporting.
DTL Number Required Demand and Time liability
position for dealer. This
information will be stored in
millions.
ACTBAL Number Required Current account balance that is
maintained by dealer in SBP.
TRNSAMT Number Required In transit amount while reporting
LP.
MMLPFLAG TEXT (1) Required This field is not required to
display on screen. It will just
store B’ with every row of MMLP
table.
CASHPAK Number Required Amount of hard cash on date at
which LP is being reported. This
amount will probably cash figure

in current asset head of dealer.

UNENCUMSEC Number Required Figure of Un-encumbered
securities will be entered.
FRDT Date FRDT identifies starting date for
which actual DTL position is
updated by using “Update
Weekly DTL Position”
TODT Date TODT identifies starting date for
which actual DTL position is
updated by using “Update
Weekly DTL Position”
• All numeric figures must be reported in term of millions.

• MMLPFLAG column must contain ‘B” with every row.
• PDATE should be properly entered; it will be treated like time stamp for entered
transactions.
• “UPDATE WEEKLY DTL POSITION” screen updates FRDT and TODT date
columns.

Update Weekly DTL Position

A provision is provided for user to update weekly position after it is reported to SBP.
Most of the time, after reporting actual figures is identified at the end of week and those
figures are real figures for whole week of transactions. In order to eliminate this
discrepancy this option is provided to user. It will update DTL amount for given period of
date. Later this information will be captured in floppy and reported to SBP.
Figure 3.3
DTL DATE FROM and DTL DATE TO dates are entered to specify the range of date for
which DTL amount will be updated. In UPDATED DTL AMOUNT field new figure of
DTL is entered to replace previous entry. DLT DATE FROM and DLT DATE TO field
are updated with in the FRDT and TODT column of MMLP table. Technically when user
press update button then DTL Amount and posting date is updated for given period of
date in MMLP table. This is very sensitive option user must be cautious before executing
this process because incorrect date ranges may ruin DTL position.

Inflows and Outflows

Inflows and outflow is simple data entry screen, which will capture inflows and outflows
of funds in specified head of accounts. These head of accounts are entered in
AC_HEADS set-up table. Currently reporting will be done in four head of accounts i.e.
Government Account, Public Sector Enterprise, Export Refinance and FX Transactions.
Two entries for each head of account will be reported, i.e. one for inflow and other for
outflow.
Figure 3.4
BASE TABLE: BANKS_IO

Type Primary By
Key (PK
DRID Text (50) PK DEALERS (DRID) Dealer ID of dealer reporting
I/O to SBP. This information is
not required to enter by user as
it is automatically picked up
from BANK table, where default
ACID Text (50) PK AC_HEADS (ACID) Account ID of HOC, which is
already defined in AC_HEADS
setup table.
IODATE Date PK Date for which I/O is reporting.
IO Text (1) PK Demand and Time liability
position for dealer. This
information will be stored in
millions.
AMOUNT Number Required Current account balance that is
maintained by dealer in SBP.
PDATE Date Required Date at which record is being
entered.

Short Selling
This screen records short selling information of PIB auctions. Only PDs are authorized to
perform data entry. PDs will report daily transaction of short selling. Auction information
will be maintained in AUCTION set-up table and that information will be referenced
over here.
Figure 3.6
BASE TABLE: SHORTSELLING

Type Primary By
Key (PK
DRID Text (50) PK Dealer ID of dealer reporting short
selling to SBP. This information is
not required to enter by user as it is
automatically picked up from BANK
table, where default dealer id is
defined.
DEALID Text (50) PK SECURITIES Transaction ID of short selling
(SECID) transaction.
AUCID Text (50) Required AUCTION Auction ID of PIB auction, which

(AUCID) will be referred from AUCTION
table.
JUMBO_ID Number Required Contains values of 0,1,2,3. 0 will be
used in case of normal auction, 1,2
or 3 will be used for jumbo auctions.
SECID Text (50) Required SECURITIES Security ID of PIB i.e. (3 yrs, 5 yrs
(SECID) and 10 yrs)
ASONDATE Date Required Date at which transaction is being
entered.
DLTDRID Text (50) Required DEALERS ID of dealing party involved in short
(DRID) selling.

NAME Text Name of external party name (in

(100) case VALUE of DLTDRID is ‘-1’).
By default NAME field will be
disabled.
DDATE Date Required Date of short selling transaction.
PDATE Date Required Date on which transaction is
entered; mostly it would be system
date.
SALE_PURCH Text (1) Required ‘Y’ or ‘N’ identifies that this
transaction is sale or purchase.
PRICE Number Required Price at which short selling deal is
confirmed.
AMOUNT Number Required Face amount of short selling deal.
• Only PIB type of security will be involved in short selling.
• DRID and DLTDRID could not be same.
• Only PDs are authorized to access and utilize this option.
• If value of DLTDRID is ‘-1’ i.e. ‘OTHERS’ then NAME will be enabled for input
otherwise field will be disabled.
• JUMBO_ID column is introduced to differentiate short selling information for

jumbo auctions. Values will be ranging from 0 to 3. 0 will be used for normal
auction while 1,2 or will 3 will be used to identify auction information for jumbo
auctions.

Non-Competitive Bids
According to rule D-1 of EDMD Circular No. 8 dated July 05, 2003 regarding rules
governing primary dealer system, non-competitive bids are set at 10% of the pre-
announced auction target of PIB in each tenure for investors other than banks, DFIs,
NBFIs etc through Primary Dealers. The facility is intended to accommodate retail and
small institutional investors in Pakistan Investment Bonds. To report non-competitive
bids deals to SBP PDs have to enter day-to-day bids into the system.
Figure 3.7
Currently this information is being sent by FAX after implementation same information
will be reported to SBP just like other transactions of money market.
BASE TABLE: NC_BIDS

Type Primary By
Key (PK
DRID Text (50) PK Dealer ID of dealer (PD).
DEALID Text (50) PK SECURITIES Transaction ID of Non-Competitive
(SECID) bids transaction. Mostly it would be
some document number for
uniqueness
AUCID Text (50) Required AUCTION Auction ID of PIB auction, which
(AUCID) will be referred from AUCTION
table.
JUMBO_ID Number Required Contains values of 0,1,2,3. 0 will be
used in case of normal auction, 1,2
or 3 will be used for jumbo auctions.
SECID Text (50) Required SECURITIES Security ID of PIB i.e. (3 yrs, 5 yrs
(SECID) and 10 yrs)

DLTDRID Text (50) Required DEALERS Value of this column will always be
(DRID) ‘-1’ for identification of others. It
would not be displayed on screen.
NAME Text Name of investor for whom non-
(100) competitive bids are offered by PD.
DDATE Date Required Date of transaction.
PDATE Date Required Date on which transaction is
date.
AMOUNT Number Required Amount of Bid offered by investor.

Change Maturity Date

This option is used for modifying maturity date of any deal that is already reported to
State Bank of Pakistan. It is not based on any database table. It is a sort of process
which perform modification in DEAL table also insert record in PM_DEALS table.
‘PREPARE DISK FOR SBP’ picks information from PM_DEALS table and a DBF
file is created in OUTPUT folder containing file named as DPM_DEAL. This file is
sent to SBP along with other files, which later uploaded in SBP system.
Figure 3.8
Fields Data Description

Type
Posting Date Date Date on which transaction is
date.
Counter Dealer ID Text Contains list of counter dealers for
any specified deal.
Deal ID Text ID of deal, which is performed by
dealer.
Old Maturity Date Date Old Maturity date entered in deal.
Old Tenure Text Tenure that is recorded by currently
selected deal.
New Maturity Date Date New maturity date for specified
deal.
New Tenure Text Revised calculated tenure will be
displayed on the basis of new
maturity date.
Remarks Text This field can be utilized to define
purpose of this transaction.


• Counter Dealer field contains list of those dealers who have performed deals upto
the entered posting date.
• Deals that are performed before entered posting date will be populated in the Deal
ID field for the specified counter dealer.
Change Maturity Date option logs its transaction into PM_DEALS table, which is
reported to SBP. Structure of this table is as follows.
BASE TABLE: PM_DEALS

Type Primary By
Key (PK
DRID Text (50) Dealer ID of dealer.
DEALID Text (50) Id of deal for which maturity date
will be modified.
PDATE Date Date on which transaction is
date.
OLD_MDATE Date Old maturity date of deal.
NEW_MDATE Date New maturity date for selected deal.
NEW_TENURE Text(50) New calculated tenure on the basis
of new maturity date.
REMARKS Tex(255) Descriptive field to enter remarks
for this transaction.

Security or Issue Switching

The objective of this transaction screen is to switch security or issue date for any
transaction, which is already reported to State Bank of Pakistan. It is not based on any
database table. It is just a process screen, which takes some inputs, and on the basis of
those inputs security or issue switching is performed.
Figure 3.9
Fields Data Description

Type
Posting Date Date Date on which transaction is
date.
Counter Dealer ID Text Contains list of counter dealers for
any specified deal.
Old Deal ID Text ID of deal which is performed by
dealer.
New Deal Id Text New ID of deal, which will be
generated after switching of deal.
Security Text Security information retrieved from
old deal id.
Issue Date Date Issue date of security retrieved from
old deal id.
New Security Text New security is selected from list
provided and updated with switched
deal..
New Issue Date Date New issue date that will be updated
with new switched deal.

After successfully execution of security or issue date switching option, following steps are
performed by system.
1. A contra deal has been added into the deals table having the same contents as the old
deal with following three changes.
a. Posting date of contra deal is the date when this switching has been executed.
b. Contra deal’s ID is same as old deal’s ID but system adds a word ‘SW-‘ before it,
e.g. if the old deal’s ID is 123 then the contra deal’s ID will be SW-123.
c. Lending / Borrowing operation of contra deal will be opposite with compare to old
deal, e.g. if old deal is lending deal then contra deal will be borrowing deal.
2. A new deal has been added into the deals table having the same contents as old deal
with following two changes.
a. Posting date of new fresh deal is the date when this switching has been executed.
b. Deal ID, Security and Issue date of new fresh deal are same as entered on form.
Validation and Business Rules

• Deal that is already switched cannot be switched again and that deal will not
appear in old deal ID list neither re-switched is performed for switched deal.
• New Security should be same type of old security i.e. if old security is of PIB type
then new security should also be PIB type of security.

Chapter 4
M-III Generating Files

M -III prepare disk option will be used to for generation of data files. After
completing data entry in M-III, now user will create output files, which will be sent to
SBP for reporting. These files will be sent on daily basis. M-III creates DBF files from
ACCESS system. Files are created in C:\MMCRS\OUTPUT folder. Every time files
are over written by ACCESS.
Print Preview button displays information of Money Market Deals, liquidity position,
inflow and outflows, short selling and non-competitive bids. Hard copy of this report will
be sent along with the floppy for verification.
Figure 4.1
This option is very simple to use, once user complete his daily entries then he can use this
option. Posting Date indicates the date from which transaction is entered. After entering
date when user press PREPARE DISK BUTTON system pick all transactions from
DEALS, MMLP, BANK_IO and SHORTSELLING having same posting date and
generates DBF files.
Base Table Generated DBF Files
DEALS DDEALS.DBF
MMLP DMMLP.DBF
BANK_IO DBNK_IO.DBF
SHORTSELLING DSHTSELL.DBF
NC_BIDS DNC_BIDS.DBF
PM_DEALS DPM_DEAL

Structure of DBF Files
DDEALS.DBF
Field Name Data Type Description
DRID Character (50) Dealer ID of dealer.
DLTDRID Character (50) Dealer Id of other dealer in deal
NAME Character (100) Name of dealer in case of ‘-1’ dealer ID.
DEALID Character (50) ID of deal transaction.
PDATE Date Date at which transaction is entered.
DDATE Date Deal date of deal.
VALDATE Date Date from which deal will be effective.
MDATE Date Maturity date of deal.
TENURE Character (50) Tenure of deal.
SECID Character (50) Security Id of deal
LEND_BORRO Character (1) Identifies that transaction is lending or borrowing.
RATE Numeric (19) Rate of deal.
AMOUNT Numeric (19) Amount of deal
BK_AMT Numeric (19) Book amount of deal.
DTYPEID Character (10) Type of deal.
DMODE Character (50) Mode of deal.
BRID Character (50) Broker Id of deal.
DNATURE Character (50) Nature of deal.
IPS Character (1) Identifies that transaction is performed on behalf of
IPS or OWN.
IPS_ID Character (10) ID of investor.
ISSUE_DATE Date Date when security is issued.
DMMLP.DBF
DRID Character (50) Dealer ID of Dealer
MMLPDATE Character (50) Date of money market position.
PDATE Date Date when transaction is entered.
DTL Date Amount of DTL.
ACBAL Numeric (19) Current account balance.
TRNSAMT Numeric (19) In transit amount.
MMLPFLAG Character (1) A field must have value of ‘B’.
CASHPAK Numeric (19) Cash in hand in dealer’s balance sheet.
UNENCUMSEC Numeric (19) Amount of unencumbered securities.
FRDT Date Starting date of updated DTL amount.
TODT Date Ending date of updated DTL amount.
DBNK_IO.DBF
DRID Character (50) Dealer ID of Dealer
ACID Character (50) ID for head of account
IODATE Date Date of Inflow and Outflow
PDATE Date Date when transaction entered.
IO Character (1) Contains ‘I’ or ‘O’ identifies ‘inflow’ or ‘outflow’
transaction.

AMOUNT Numeric (19) Total inflow or outflow amount.
DSHTSELL.DBF
AUCID Character (50) Auction ID for short selling is conducted.
SECID Character (50) Security ID involve in Short selling.
DRID Character (50) ID of dealer (PD)
ASONDATE Character (1) Date on which transaction is inserted.
DLTDRID Character (50) Dealer ID of other dealer participating in short
selling.
NAME Character (100) Name of dealer in case of ‘-1’ dealer id.
DDATE Date Date of short selling.
PDATE Date Date on which transaction is entered.
SALE_PURCH Character (1) Identifies that transaction is PURCHASE or SALE.
PRICE Numeric (19) Price amount of short selling deal.
AMOUNT Numeric (19) Book amount of short selling deal.
DEALID Character (50) Deal ID of short selling.
DNC_BIDS.DBF
AUCID Character (50) Auction ID for short selling is conducted.
DEALID Character (50) It is document number or reference of non-
competitive bids.
DRID Character (50) ID of dealer (PD)
SECID Character (1) Security Id involved in non-competitive bids.
DDATE Character (50) Date of transaction.
DLTDRID Character (1) The value of this column will always be ‘-1’
NAME Numeric (19) Nam of investor for whom bids are submitted.
AMOUNT Numeric (19) Amount of Bid
DPM_DEALS.DBF
DRID Character (50) Dealer Id of Dealer
DEALID Character (50) ID of deal modified for maturity date.
OLD_MDATE Date Old maturity date of deal.
NEW_MDATE Date Modified maturity date of specified deal.
OLD_TENURE Character (50) Old tenure of deal.
NEW_TENURE Character (50) Modified tenure for the specified deal, this tenure is
calculated on the basis of maturity date.
REMARKS Character (254) Description of this transaction.

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Money Market Monitoring

M-III (Bank-Site) System

In House Development Division

T his Technical document is the product of In House Development Division – ISD,

In House Development Team

In House Development Division 4 Information Systems Department-SBP

For Business related Queries For Technical Queries

UPPER CASE Uppercase text is used when emphasizing on any item of

Italic text Tabular description of fields of different screens is

Acronym / Abbreviation Definition

In House Development Division 5 Information Systems Department-SBP

The System has two major parts in it, which includes

• Data Capturing / Bank Site

In House Development Division 6 Information Systems Department-SBP

This section provides details of prerequisites, System Requirements, Installation

Bank ID Bank Name

In House Development Division 7 Information Systems Department-SBP

100066 INDUSTRIAL DEVELOPMENT BANK OF PK

Setup file replacement Procedure

How to send data to SBP

In House Development Division 8 Information Systems Department-SBP

Entity Relationship Diagram (ERD)

In House Development Division 9 Information Systems Department-SBP

BASE TABLE: AC_Heads

In House Development Division 10 Information Systems Department-SBP

BASE TABLE: DEALTYPES

Dealer Sub Types

BASE TABLE: DEALERSUBTYPES

BASE TABLE: Dealers

In House Development Division 11 Information Systems Department-SBP

ADDRESS Text (100) Address of dealer

BASE TABLE: DEALMODES

BASE TABLE: DEALNATURE

BASE TABLE: TENURE_TYPES

In House Development Division 12 Information Systems Department-SBP

BASE TABLE: DEALMODES

Detail information of securities is maintained in securities set-up screen. It includes

BASE TABLE: SECURITIES

Investor’s Port Folio (IPS)

BASE TABLE: IPS

In House Development Division 13 Information Systems Department-SBP

BASE TABLE: BANK

BASE TABLE: JUMBO_IDS

In House Development Division 14 Information Systems Department-SBP

Menu Options Description

Money Market Deals (Inter Dealer Deals)

In House Development Division 15 Information Systems Department-SBP

BASE TABLE: DEALS

In House Development Division 16 Information Systems Department-SBP

(DTYPEID) It is referenced with

Validation and Business Rules

In House Development Division 17 Information Systems Department-SBP

• NAME field will be enabled if DLTDRID contains ‘-1’ value.

• Money Market Deals transaction includes include only inter-bank transactions.

BASE TABLE: DEALS

In House Development Division 18 Information Systems Department-SBP

DDATE Date Required Deal Date on which is actually

Validations and Business Rules

• DRID is defined in BANK set-up table and it is picked up in every transaction

In House Development Division 19 Information Systems Department-SBP

• DEALID must not duplicate.

In House Development Division 20 Information Systems Department-SBP

BASE TABLE: MMLP

In House Development Division 21 Information Systems Department-SBP