1 files changed, 37 insertions, 1 deletions
diff --git a/python/report_ops/utils.py b/python/report_ops/utils.py
index 3b47a50f..035b2e13 100644
--- a/python/report_ops/utils.py
+++ b/python/report_ops/utils.py
@@ -102,7 +102,7 @@ def check_cleared_cds(date, fund, conn):
     _tolerance = {"IG": 0.10, "HY": 0.20, "EU": 0.20, "XO": 0.30}
     with conn.cursor() as c:
         c.execute(
-            "SELECT *, abs(price-globeop_price) AS difference FROM list_cds_marks(%s, NULL, %s) WHERE ((notional * factor) - globeop_notional) < 100;",
+            "SELECT *, abs(price-globeop_price) AS difference FROM list_cds_marks(%s, NULL, %s) WHERE abs((notional * factor) - globeop_notional) < 100;",
             (date, fund),
         )
         for row in c:
@@ -350,6 +350,42 @@ class CDXQuoteMonitor(
         )
 
 
+class CDXNotionalMonitor(
+    Monitor,
+    headers=(
+        "security_desc",
+        "security_id",
+        "maturity",
+        "admin_notional",
+        "serenitas_notional",
+        "difference",
+    ),
+    num_format=[("{0:,.2f}", 3), ("{0:,.2f}", 4), ("{0:,.2f}", 5)],
+):
+    @classmethod
+    def email(cls, fund):
+        if not cls._staging_queue:
+            return
+        cls._em.send_email(
+            f"CDX Notional Mismatches: {fund}",
+            HTMLBody(
+                f"""
+<html>
+  <head>
+    <style>
+      table, th, td {{ border: 1px solid black;  border-collapse: collapse;}}
+      th, td {{ padding: 5px; }}
+    </style>
+  </head>
+  <body>
+  Good morning,<br><br>Mismatched cleared cds notional mismatches below:<br><br>{cls.to_tabulate()}
+  </body>
+</html>"""
+            ),
+            to_recipients=_cc_recipients[fund],
+        )
+
+
 class SettlementMonitor(
     Monitor,
     headers=("date", "account", "currency", "projected_balance"),