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SFT Introduction

Updated: Dec 22, 2025


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SFT EAD

Final step is to aggregate Net Exposure, Security Addon and FX Addon to arrive at EAD.

 
 
 
SFT FX Addon

When security or cash currency is different from the agreement settlement currency, FX addon is required. This chapter shows step by step calculation for FX addon.

 
 
 
SFT Security Addon

Security Addon calculation is the single biggest modification for SFT trades. This article walks the reader through E Net, E Gross and N (Significant Groups) step b ystep calculations.

 
 
 

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