3 files changed, 13 insertions, 10 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py
index e2958d27..f8781003 100644
--- a/python/collateral/__main__.py
+++ b/python/collateral/__main__.py
@@ -41,6 +41,7 @@ dawn_trades = get_dawn_trades(args.workdate, dawn_engine)
 
 df = {}
 mapping = {"baml_fcm": "BAML", "wells": "WF"}
+args.workdate -= BDay()
 for cp in counterparties:
     cp_mod = import_module("." + cp, "collateral")
     if cp in ["baml_fcm", "wells"]:
@@ -63,10 +64,6 @@ for cp in counterparties:
         )
     except ValueError as e:
         logger.error(e)
-    if (
-        cp == "baml_isda"
-    ):  # all cp except CITI and BAML operate on previous business day
-        args.workdate = args.workdate - BDay()
 
 df = pd.concat(df, names=["broker", "strategy"]).reset_index()
 df.strategy = df.strategy.str.replace("^(M_|SER_)?", "", 1)
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py
index 4df80c68..619ce309 100644
--- a/python/collateral/baml_isda.py
+++ b/python/collateral/baml_isda.py
@@ -139,18 +139,24 @@ def load_excel(fname):
 
 
 def collateral(d, dawn_trades, *args):
+    report_date = d + BDay()
     REPORTS_DIR = DAILY_DIR / "BAML_ISDA_reports"
     try:
-        fname = next(REPORTS_DIR.glob(f"Collat_*{d:%m%d%Y}_*.xls"))
+        fname = next(REPORTS_DIR.glob(f"Collat_*{report_date:%m%d%Y}_*.xls"))
     except StopIteration:
-        raise ValueError(f"no data for date {d}")
+        raise ValueError(f"no collateral data for date {report_date}")
     df = pd.read_excel(fname, skiprows=6, skipfooter=6)
     df = df.drop(0, axis=0)
     try:
         collateral = float(df.Notional)
     except TypeError:
         collateral = df.Notional.sum()
-    fname = next(REPORTS_DIR.glob(f"301__LMCG_INVESTMENTSLP_CSA_{d:%m%d%Y}_*"))
+    try:
+        fname = next(
+            REPORTS_DIR.glob(f"301__LMCG_INVESTMENTSLP_CSA_{report_date:%m%d%Y}_*")
+        )
+    except StopIteration:
+        raise ValueError(f"no trade-level data for date {report_date}")
     df = load_excel(fname)
     df = df[["Trade ID", "MTM(USD)"]]
     df = df.merge(dawn_trades, how="left", left_on="Trade ID", right_on="cpty_id")
diff --git a/python/collateral/citi.py b/python/collateral/citi.py
index b1d51eb0..5ea8ce60 100644
--- a/python/collateral/citi.py
+++ b/python/collateral/citi.py
@@ -102,8 +102,8 @@ def get_total_collateral(d):
 
 
 def collateral(d, dawn_trades, *args):
-    df = load_file(d)
-    collat = get_total_collateral(d - BDay())
+    df = load_file(d + BDay())
+    collat = get_total_collateral(d)
     df = df[["Operations File", "Market Value", "BasicAmt"]].dropna(
         subset=["Operations File"]
     )  # missing Operations File means assignment usually
@@ -127,5 +127,5 @@ def collateral(d, dawn_trades, *args):
         },
         ignore_index=True,
     )
-    df["date"] = d - bus_day
+    df["date"] = d
     return df.set_index("Strategy")