APPENDIX List of Key Reconciliation (Derivatives)

Reference Reconciliation Purpose Frequency Systems Sources of Data Key Reconciling items Escalation Trigger Owner
FFP01 FX open positions Position on account of Daily G2000 / On line query reports – Original currency position Any unexplained Global
(including Realized) dual booked trades is FEDS from the respective position difference. Market
between Murex and accurate. systems. (In UK model, it is ensuring that Operations
FEDS. the Derivative Portfolios are zero)

FFP02 Trade details Dual booked trade Daily G2000 / On line query reports – Key details like Any unexplained Global
(Economic data) captured correctly in FEDS from the respective Counterparty, Currencies, trade details Market
between Murex and both systems. systems. Notional amounts, Contract differences Operations
FEDS for all open FX (Manual reconciliation) rate, Trade date and value
trades date

FFP03 Deal details (Economic Dual booked trade Daily G2000/ On line query reports – Key Trade details like Any unexplained Global
data) between Murex captured correctly in FEDS from the respective Instrument, currencies, trade details Market
and FEDS for all (non- both systems. systems. notional, contract rate, trade differences Operations
FX) open trades in (Manual reconciliation) date, value date and fixing
ALM books. dates.
FGP01 Over All NOP between Daily G2000 Vs On line query reports – Original currency position. Any unexplained Global
Front Office System Over all NOP includes GL from the respective position difference. Market
(G2000) and General FX, CCS and Settled systems. Operations
Ledger at business cash.
level.

BAP01 Futures Reconciliation Checking accuracy of Daily G2000/ On line query report & – Matching of all daily trades Any unexplained Global
with the Broker trades to the Source Broker Excel sheet from – End of day position differences market
statement. document statement Broker – Variation Margin Operations
(Confirmation) – Brokerage Element
– Realized PL (Cash)

FTB01 G2000 GL integrity To ensure the GL Daily G2000 Aggregation Engine or – Balances as per trade detail Any balances in the Global
(Deals against G2000 balance accurately Internal Reconciliation reports against the G2000 subsystem that can Market
GL) represents the deals in Engine. Trial Balance. be supported by Operations
the TP system. underlying trade (For all
transactions. balances
except PL)
PL – Product
control