Problem Statement: Bank Muscat treasury team has reported an issue that in the case of a split

currency deal where one currency (OMR) is having value date of 5 March and the other currency (USD)
having value date of 6th March, system is not posting entries on the correct value date and hence on-
balance sheet position for the date 5th March 2023 is showing incorrectly.

(Please see further detail below on the entries posted.)

As shown below in the entries, even though USD value date is 6 th March 2023, its CONTRACT MATURITY
is showing value date of 5th March 2023 and then the Nostro is being hit on 6 th March.
On-balance sheet position for the USD is being built on 5 th March (before the USD Nostro is even hit). As
per user, this is an incorrect reflection of position as the USD Nostro has not been hit yet (on 6 th March)
and the position on 5th March is reflecting the USD Nostro position already. Also, contract maturity entry
for USD is also hit on 5th March instead of 6th March even though the value date of USD is given as 6 th
March 2023.