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TRADECAPTURE

Mark Bramante
Vice President and Legal Counsel
Fuji Capital Markets Corporation
TYPES OF 'DATA
ECONOMIC DATA
O Notional / Currency Amount
O Initial / Final Exchange
*d

w
O Trade Date / -Effe~ ti
b e Date/ Tsqin*

O Fixed / Floating ate Payers


4
Date

O Fixed Rate or Amount 1 Floating Rate Source


O Spread, if any (plus or minus)
O Payment / Rate Reset Frequency
O Additional Payments / Fees
+ Business Days / Business Day Convention -9 -6

-+
O Fixed / Floating Day Count Fraction
CUSTOMER DATA
-3 Name, Branch Location
-3 Payment Instructions --&T/
--m m *
c3 Master Agreement Date p e
-3 Calculation Agent
-3 Contact Details
+ Client Preferences - & &.A&+-, S& + pq
CREDIT DATA
.
:; **-,
.,..:if . ..,
: - i

, f;$$; , g
' 4 ~ " .' ..

SOURCES OF DATA , ' : ,


, . !;,,,</,;:
;
,.:_
,/.>;i.f;:,;l
.. . !I
, ,3
. t,',.I_. ,, ..I.

+STATIC DATA' h.&&v

+DEAL TICKET
STATIC DATA , ., ,,

+Legal Customer Name


+Customer Address
+Customer Fax/Telex/Swift #
+Customer Settlement Instructions-
+ISDA Master Signed Date
+Collateral
DEAL TICKET
I
1nhmc TImiMm
D D M M Y Y m-F+
m-~+
What is the
ppq-xq t?
cI.WWIk) \bdelaxmk KN

*
Lnm UNDIN Fodl Oll44181Y566n

-
-D D M M Y Y D D M M Y Y

%me p - ' p p q -me la)oslool ,,,,

Mid Miod

1 .""~nm I
QWXPA1SCN
Is this the correct
have a float
R
m
pm i ivm m q w m
1-M-d
M pmiEiq rate definition?
m
*I++=,
I m l m
Ih.hl)ooarr I m I

additional fees
TRANSFERRING DEAL TICKET DATA I
,
I
l j
4

TO CONFIRMATION TERMS

+Look out for:


+No Adjustment to period end date
+Float Rate Option Definitions
+Interpolated Periods
+Amortising Schedules
0301360 Vs 3OEl360
+Act1365 Vs Act1365 Fixed
Gbp 100,000,000 @ 10.00%
Period 17 Feb 04 - 17 Feb 05 (366 Days)
+ A 4 3 6 5 (Act/Act)
O (100m x 10% x 3 191366) = 8,715,846.99
O (100m x 10% x 471365) = 1,287,671.24
O Total =10,003,518.23
+ A d 3 6 5 (Fixed)
O (100m x 10% x 3661365) =10,027,397.26
O Difference =
; 23,879.03
TRANSFERRING DEAL TICKET DATA . i I

TO CONFIRMATION TERMS

+Look out for :


O Rates - Weighted Vs Unweighted
O Modified Following Vs Following Business day
convention
O Compounding or Averaging
O Pay 1 Receive
+Mutual Puts
TRANSFERRING DEAL TICKET DATA
TO CONFIRMATION TERMS

Mutual Put Details swabtion Details


+Optional Termination &AAJ
O EuropeanIAmerican /[&~WQ
Right O Dates-w'w - w
O Termination Payment +Holidays - &A@
Amount O Reference Banks
O Dealer Quotation
+Cash Vs Physical
O Market Makers Settlement
C &;h
ISSUING CONFIRMATIONS %

+Automated Confirmations -@& {w


O Telex, Fax, Swift
+Manual Confirmations
O Mail, Fax
+Time Frame
024 hrs
+Identifying Discrepancies Early
-I

. b

EFFECTS OF INCORRECT TRADE CAPTURE

+Incorrect Valuations and Positions


+Incorrect Credit Reporting
+Incorrect Rate Fixings and Payments
+Incorrect Confirmations
+Staff time spent on corrections
+Adjustments (+I-)
+Customer Satisfaction

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