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xoEPC - Jan Mendling

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372 B. EPCs not completely reduced<br />

Process<br />

OTC Interest<br />

Rate<br />

Instrument<br />

(Cap/Floor)<br />

OTC interest<br />

rate<br />

instrument<br />

was edited<br />

in 'order' status<br />

Order<br />

Execution<br />

Accrual/<br />

deferral<br />

is to<br />

be performed<br />

OTC derivative<br />

interest<br />

rate<br />

instrument<br />

was selected<br />

Process<br />

OTC Interest<br />

Rate<br />

Instrument<br />

(FRA)<br />

OTC interest<br />

rate<br />

instrument<br />

exists<br />

in 'contract' status<br />

Settlement<br />

Netting<br />

proposal<br />

to be<br />

edited<br />

Netting<br />

Processing<br />

Netting<br />

proposal<br />

was accepted<br />

Process<br />

OTC Interest<br />

Rate<br />

Instrument<br />

(Swap)<br />

Notice<br />

OTC interest<br />

rate<br />

instrument<br />

was terminated<br />

Termination<br />

of derivative<br />

instrument<br />

was settled<br />

OTC interest<br />

rate<br />

instrument<br />

to be<br />

terminated<br />

Figure B.57: Treasury – Process OTC Derivative Transactions (TR-DE) – Transaction<br />

Processing (reduced size 6, unsound)

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