Page 3 · Fund simulation

Weekly maturity simulation

Maturing deposits are grouped by week for scenario planning. WLA % is calculated as weekly maturity amount divided by total AUM.

As of —

Total AUM—Total fund size

Idle cash — — of AUM · HKD — · MOP —

WAM—Portfolio incl. cash

Yield—Weighted by MOP equivalent

Week	Total maturity amount	WLA %	View

Allocation of —

Scenario deal flow No scenario deal flow yet.

Type	Bank	Maturity amount	Value	Maturity	Rate	Action
No added deals yet.

FX conversion flow Booked at deal rate · Δ vs 1.030 book

Type	From	To	Rate	Cash Δ (MOP)	Action
Net FX impact				—

Scenario AUM—

Scenario idle cash — — of AUM · HKD — · MOP — Capacity · —

Scenario WAM——

Scenario yield——

Counterparty	Used / Limit	Capacity	Status

Net HKD cash flow Net MOP cash flow MOP equiv. —

Deal input

Deposit bank Currency Deal amount Value day Maturity day Rate %

Off by default. On: the export's Buy Rate column shows the bank's A&P Buy Rate for this deal.

Exchange input

Direction Value day Deal rate · book 1.030 Sell amount · HKD Buy amount · MOP

Cash Δ · MOP equiv 0.00

Enter either side — the counter amount is computed at the deal rate and rounded to the cent. Δ is the total-cash gain or loss vs the 1.030 book rate.

Saved scenarios Save or reopen current deal flow

Scenario analysis Generated pros / cons of the simulated portfolio vs the live workbook

Click “Generate analysis” for a pros / cons read of the current scenario — WAM and yield deltas, counterparty limit headroom, and execution workload.

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