3 files changed, 11 insertions, 2 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py
index 11fa69f1..dcf4e18a 100644
--- a/python/collateral/__main__.py
+++ b/python/collateral/__main__.py
@@ -107,7 +107,6 @@ for fund in ("Serenitas", "Brinker", "BowdSt"):
             cp, fund, bilat_positions, workdate, dawn_engine
         )
 
-
 df = pd.concat(df, names=["fund", "broker", "strategy"]).reset_index()
 df.strategy = df.strategy.str.replace("^(M_|SER_)?", "", 1, regex=True)
 df["fund"] = df.fund.map(fund_mapping)
diff --git a/python/collateral/common.py b/python/collateral/common.py
index 1fd31d05..a210c5fb 100644
--- a/python/collateral/common.py
+++ b/python/collateral/common.py
@@ -92,7 +92,12 @@ def get_bilateral_trades(d: datetime.date, fund: str, engine: Engine) -> pd.Data
         engine,
         params=(d, fund, d),
     )
-    df = pd.concat([df_cds, df_swaptions, df_caps, df_forwards])
+    df_trs = pd.read_sql_query(
+        "SELECT cpty_id, folder, initial_margin_percentage * notional/100 as IA from trs where cpty_id is NOT NULL and trade_date <= %s and fund=%s",
+        engine,
+        params=(d, fund),
+    )
+    df = pd.concat([df_cds, df_swaptions, df_caps, df_forwards, df_trs])
     df = df.replace({"folder": STRATEGY_CASH_MAPPING})
     return df
 
diff --git a/python/collateral/jpm.py b/python/collateral/jpm.py
index 84fff107..7d4d51ad 100644
--- a/python/collateral/jpm.py
+++ b/python/collateral/jpm.py
@@ -82,6 +82,11 @@ def collateral(d, dawn_trades, *, fund="BowdSt", **kwargs):
     except IndexError:
         collat = 0.0
     df = load_positions(pages[4])
+    try:
+        df = pd.concat([load_positions(pages[4]), load_positions(pages[5])])
+    except StopIteration:
+        # No TRS
+        df = load_positions(pages[4])
     df = df.merge(dawn_trades, how="left", left_on="Deal ID", right_on="cpty_id")
     missing_ids = df.loc[df.cpty_id.isnull(), "Deal ID"]
     if not missing_ids.empty: