accounting and regulatory issues,
124
aims/purpose, 10810
collateral/risk control, 1234
confirmation, 119
and exchange-traded derivatives
(ETD), 10910
forward rate agreements (FRAs),
110–12
interest rate swap (IRS), 112
LIBOR rate, 112
reconciliation issue, 123
risk control, 121, 124
settlement, 11719
SwapClear, 125
swaps, 11216
SwapsWire, 125
SWIFT conformation information,
121–2
trade capture and verification,
119–25
Over-the-counter (OTC) (exotic)
options, 11617
barrier
(knock-out/knock-in/trigger)
options, 117
calls and puts, 116
caps and floors, 117
collars, 117
communication/information,
121–3
event calendar, 121
interest rate guarantees (IRGS),
116
Swaption, 116, 121
Over-the-counter (OTC) trading, 36
Oversubscription, equities, 54
Parallel bonds, 27
Pari passu lines of security, 64,
150–1
Pay date, shares, 60
Payment date, swaps, 113
Payment netting, RepoClear, 16675
Perpetual bonds, 32
Pooled nominee system (omnibus):
advantages, 138
disadvantages, 139
individual designation
(segregation), 13940
Preference shares:
callable feature, 56
convertible feature, 56
cumulative feature, 55
participating preference shares, 55
redeemable preference shares, 55
Premium, options, 76
Pricing futures contracts, 103
Pricing and valuation reporting, 160
Protected Payment System (PPS),
167, 176
Proxy voting:
cross-border proxy voting, 1534
custodian responsibility, 1524
shares, 645, 154
Put option, 75
Puts and Calls, OTC options, 116
Puttable bonds, 34
Puttable swaps, 117
Real-time gross settlement (RTGS),
170
Recognized investment exchanges,
78
Reconciliation:
with Global custodians, 1401
OTC derivatives, 123
procedure, 50
regulatory requirements, 501
Record date, shares, 5960
Redemption and maturity of shares,
151
Registrar duties/responsibilities,
shares, 5960
Repayment of capital, shares, 146
Repayment settlement procedures,
47
RepoClear:
basic facilities, 1656
margin, 167
Index 233

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