project portfolio francois bourcier

5
Project Portfolio François Bourcier FOR MORE THAN 14 YEARS, I HAVE DELIVERED A WIDE VARIETY OF PROJECTS FOR THE CAPITAL MARKETS INDUSTRY

Upload: francois-bourcier

Post on 12-Aug-2015

187 views

Category:

Career


4 download

TRANSCRIPT

Page 1: Project Portfolio Francois Bourcier

Project PortfolioFrançois Bourcier

FOR MORE THAN 14 YEARS, I HAVE DELIVERED A WIDE VARIETY OF PROJECTS FOR THE CAPITAL MARKETS INDUSTRY

Page 2: Project Portfolio Francois Bourcier

Fixed-price project management

Sample deliverables

The architecture and high level design of the application has been performed iteratively and in parallel through themed workshops. Using an offshore delivery center, it is recommended to apply standard architectural & design patterns. Delivery should be phased so each delivery feeds with requirement updates the following delivery.

Green-field clearing platform implementation situation

Sample deliverables

Objectives of the project were to identify a migration approach for each type of data through the implementation of a toolset to migrate and reconcile information from legacy systems to the new Murex platform.

Each migration rehearsal corresponds to a cycle of validation by the Risk Department and concludes in the dress rehearsal of the phase (with one phase per legacy system).

Data migrations for FO/Risk system rollout situation

Functional Specification& Interface Contracts

Secure Web Application

Mutualized Architecture

User Management

user roles and their settings

AdminModule

manage users, their settings and

their session

Alerts & Notificationsall system alertsCOSMOS

Algorithm

Reportingenables generating

the necessary reports

Batch Data Management

user defined parameters for

batch

Exception Managementsystem run time exceptions at all

levels

Loggingmulti level

logging of system data

Infrastructure Components

Simulation Facility

Functional Components

SchedulerThis handles the

Cron jobs in a prioritized manner

Securityauthorized users to use the SF system

Related Systems

ReportingDatabase

Repository of historical data

LDAPDirectory of

business users

Super User

Create batch

View batches

Modify batch

<<include>>

Integrated Reporting Tool

Data Migration Strategy

and Team SetupTrades Bonds

Date of data reconciled 23/08/2013 20/09/2013Date of data reconciliation 08/11/2013

CP/CD SUMMARY

(Statics) TOTALS

TOTAL to migrate 1856 752 2293 90 76 9863 14109 18 1657 557 15 137Upload (Full scope)

Attributes reconciliation

98.2% 99.2% 98.8% 100.0% 100.0% 99.9% 99.9% 100.0% 100.0% 100.0% 100.0% 100.0%

Functional reconciliation (Cashflow)

99.8% 97.3% 100.0% 100.0% 100.0%

Functional reconciliation (Market Value)

89% 100% 87% 91% 100% 100% 100% 13% 100% 38%

Bonds (Trades)

Swaps (IRS) RepoFutures

(Positions)LB

Bonds(Statics)

100% 100%

CP/CD (Positions)

100%100% 100%

83%

100%100%100%

100%100%

99%

100%100%

100%

100%

FXSWAP MMBSB FRA

Data Acceptance Reporting

Stream Dashboard, Project Plan, Milestones,

KPI and Risk Log

ID Task Name Start Finish

1 Milestone View Tue 02/10/12Tue 08/10/13

2 Requirements Mon 08/10/12Thu 20/12/12

3 Murex scoping Tue 06/11/12Tue 06/11/12

4

5 Interfaces Mon 08/10/12Mon 10/12/12

6 REQ Interfaces requirements Mon 08/10/12Mon 10/12/12

14

15 Reporting Thu 15/11/12Fri 07/12/12

16 REQ Reporting requirements Thu 15/11/12Fri 07/12/12

30

31 Migration Fri 16/11/12 Thu 20/12/12

35

36 Design Tue 02/10/12Fri 01/03/13

37 Murex Tue 02/10/12Mon 25/02/13

38 DES Murex design Tue 02/10/12Mon 25/02/13

45

46 Interfaces Mon 12/11/12Fri 01/03/13

47 DES INT Drop 0 "Referentials" Mon 12/11/12Wed 19/12/12

50 DES Drop 1.1 design Wed 28/11/12Wed 28/11/12

51 DES Drop 1.2 design Fri 21/12/12 Fri 21/12/12

52 DES Drop 1.3 design Mon 07/01/13Mon 07/01/13

53 DES Drop 1.4 design Tue 01/01/13Tue 01/01/13

54 DES Drop 1.5 design Fri 01/03/13 Fri 01/03/13

55

56 Reporting Wed 31/10/12Mon 07/01/13

57 DES Datamart (design, development, setup) Wed 31/10/12Mon 07/01/13

73

74 Build Mon 29/10/12Wed 22/05/13

75 Murex Mon 29/10/12Fri 15/03/13

76 MX Drop 0 "out of the box, installed" Mon 29/10/12Mon 29/10/12

77 MX Drop 1 "pre-configured, installed" Thu 17/01/13Thu 17/01/13

78 MX Drop 2 "end-user customizations" Fri 15/03/13 Fri 15/03/13

79 Interfaces Mon 21/01/13Wed 22/05/13

80 BLD INT Drop 0 "Referentials" Mon 21/01/13Fri 08/02/13

83 BLD Drop 1.1 & 1.2 build "Intraday" Fri 15/03/13 Thu 21/03/13

86 BLD Drop 1.3 & 1.4 build "End of day" Fri 29/03/13 Thu 11/04/13

89 BLD Drop 1.5 build Wed 22/05/13Wed 22/05/13

90 Reporting Thu 21/03/13Fri 12/04/13

91 BLD Reporting "Intraday" Thu 21/03/13Thu 21/03/13

92 BLD Reporting "End of day" Fri 12/04/13 Fri 12/04/13

93 Migration tools Thu 20/12/12Fri 03/05/13

94 BLD Migration tools Thu 20/12/12Fri 03/05/13

98

99 Migration Wed 09/01/13Fri 14/06/13

100 MIG Static Data migrated for MX perf test Wed 09/01/13Wed 09/01/13

101 MIG Complete migrated data - Corp. & CDS Mon 25/03/13Mon 25/03/13

102 MIG Complete migrated data - Corp. & CDS - User validated Fri 05/04/13 Fri 05/04/13

103 MIG Complete migrated data - Govies & Repos Wed 22/05/13Wed 22/05/13

104 MIG Complete migrated data - Govies & Repos - User validated Fri 14/06/13 Fri 14/06/13

105

106 Tests Mon 21/01/13Fri 09/08/13

107 System integration tests Mon 21/01/13Fri 14/06/13

108 SIT Cycle A "Set-up and construct smoke test" Mon 21/01/13Fri 15/02/13

109 SIT Cycle B "Static data" Mon 18/02/13Fri 15/03/13

110 Corp. & CDS - SIT Cycle 1 "Intraday" Thu 21/03/13Wed 03/04/13

111 Corp. & CDS - SIT Cycle 2 " End of day" Thu 11/04/13Wed 24/04/13

112 Corp. & CDS - SIT Cycle 3 "Fix non-regression" Mon 20/05/13Fri 31/05/13

113

114 Govies & Repos - SIT Cycle Mon 03/06/13Fri 14/06/13

115

116 SIT Performance 1 Fri 08/02/13 Thu 21/02/13

117 SIT Performance 2 Mon 20/05/13Fri 31/05/13

118

119 User acceptance tests Mon 25/03/13Fri 09/08/13

120 Corp. & CDS - Data user validation Mon 25/03/13Fri 05/04/13

121 Corp. & CDS - UAT Cycle 1.a "Intraday" Mon 08/04/13Fri 26/04/13

122 Corp. & CDS - UAT Cycle 1.b "End of day" Thu 25/04/13Wed 08/05/13

123 Corp. & CDS - Fix after UAT Cycle 1 "Intraday and End of day" Tue 09/04/13Fri 17/05/13

124 Corp. & CDS - UAT Cycle 2 "End-to-end" Mon 03/06/13Fri 14/06/13

125 Corp. & CDS - Fix after UAT Cycle 2 "End-to-end" Tue 04/06/13Fri 21/06/13

126 Corp. & CDS - UAT Cycle 3 "Final run" Mon 24/06/13Fri 28/06/13

127

128 Govies & Repos - Data user validation Mon 03/06/13Fri 14/06/13

129 Govies & Repos - UAT Cycles 1 and 2 and f ix after UAT Mon 17/06/13Fri 09/08/13

130

131 Go live Sat 13/07/13Tue 08/10/13

132 Corp. & CDS - Go live 1 Sat 13/07/13Sun 14/07/13

133 Corp. & CDS - Go live 2 Sat 24/08/13Sun 25/08/13

134 Govies & Repos - Go live 3 Sat 14/09/13Sun 15/09/13

135 Govies & Repos - Go live 4 Mon 07/10/13Tue 08/10/13

Requirements 20/12

Murex scoping 06/11

REQ Interfaces requirements 10/12

REQ Reporting requirements 07/12

Design 01/03

DES Murex design 25/02

DES INT Drop 0 "Referentials" 19/12

DES Drop 1.1 design 28/11

DES Drop 1.2 design 21/12

DES Drop 1.3 design 07/01

DES Drop 1.4 design 01/01

DES Drop 1.5 design 01/03

DES Datamart (design, development, setup) 07/01

Build 22/05

MX Drop 0 "out of the box, installed" 29/10

MX Drop 1 "pre-configured, installed" 17/01

MX Drop 2 "end-user customizations" 15/03

BLD INT Drop 0 "Referentials" 08/02

BLD Drop 1.1 & 1.2 build "Intraday" 21/03

BLD Drop 1.3 & 1.4 build "End of day" 11/04

BLD Drop 1.5 build 22/05

BLD Reporting "Intraday" 21/03

BLD Reporting "End of day" 12/04

BLD Migration tools 03/05

Migration 14/06

MIG Static Data migrated for MX perf test 09/01

MIG Complete migrated data - Corp. & CDS 25/03

MIG Complete migrated data - Corp. & CDS - User validated 05/04

MIG Complete migrated data - Govies & Repos 22/05

MIG Complete migrated data - Govies & Repos - User validated 14/06

Tests 09/08

SIT Cycle A "Set-up and construct smoke test" 15/02

SIT Cycle B "Static data" 15/03

Corp. & CDS - SIT Cycle 1 "Intraday" 03/04

Corp. & CDS - SIT Cycle 2 " End of day" 24/04

Corp. & CDS - SIT Cycle 3 "Fix non-regression" 31/05

Govies & Repos - SIT Cycle 14/06

SIT Performance 1 21/02

SIT Performance 2 31/05

Corp. & CDS - Data user validation 05/04

Corp. & CDS - UAT Cycle 1.a "Intraday" 26/04

Corp. & CDS - UAT Cycle 1.b "End of day" 08/05

Corp. & CDS - Fix after UAT Cycle 1 "Intraday and End of day" 17/05

Corp. & CDS - UAT Cycle 2 "End-to-end" 14/06

Corp. & CDS - Fix after UAT Cycle 2 "End-to-end" 21/06

Corp. & CDS - UAT Cycle 3 "Final run" 28/06

Govies & Repos - Data user validation 14/06

Govies & Repos - UAT Cycles 1 and 2 and fix after UAT 09/08

Go live

Corp. & CDS - Go live 1 14/07

Corp. & CDS - Go live 2 25/08

Govies & Repos - Go live 3 15/09

Govies & Repos - Go live 4 08/10

Drop 0 ReferentialsDrop 1.0 Stress Test GDMDrop 1.1 Credit Pricer (RT)

Credit Pricer (Outbound)Calypso (RT)E-Murex (Trade inbound RT)

Drop 1.2 Murex GCM (RT)GMI (RT)Phase 3 (RT)ISTAR (RT)TRACE (Murex standard)TZERO/ICELINK (Murex standard)ION

Drop 1.3 CCCOmegaIPREO/eBook (Trade inbound RT)BLOFI / MOCACard - Phase 3

Drop 1.4 LORA & IMATCH FOFO / FOBO (trade EOD)QlikViewGlory (trade EOD)ISMA-TRAXGV Risk (trade EOD)Pirat (Outbound)Safir (Outbound)Pole IRCS-STR-Drp 1.5

Drop 1.5 SUMMIT BO (RT)E-bondsREPO bulk & VCON importLIQUIDFRA / IRS mirroringBB Supertrade

02 09 16 23 30 07 14 21 28 04 11 18 25 02 09 16 23 30 06 13 20 27 03 10 17 24 03 10 17 24 31 07 14 21 28 05 12 19 26 02 09 16 23 30 07 14 21 28 04 11 18 25 01 08 15 22 29 06 13 2009/12 10/12 11/12 12/12 01/13 02/13 03/13 04/13 05/13 06/13 07/13 08/13 09/13 10/13

Page 3: Project Portfolio Francois Bourcier

Murex 3.1 projects

STP BusinessScenarioDesign

Planning of editor’s intervention

As part of IT rationalization, some users were facing a new situation for

their migration to new systems. Decision was made to provide a

consistent view of equity, fixed income and securities lending positions

in a single place. Murex was the best option to support this aim through

an “horizontal” integration with peer systems to impact new trades and

trade events.

Consolidation of positions in Murex situation

File ProcessingBusinessScenarioDesign

Sunday Monday Tuesday Wednesday Thursday Friday SaturdayWM WM WM WM WM WM

Deployment Deployment Deployment Deployment Deployment DeploymentWM WM WM WM WM WM

Run Run Run Run Run RunTIBCO TIBCO TIBCO TIBCO TIBCO TIBCO

Deployment Deployment Deployment Deployment Deployment DeploymentTIBCO TIBCO TIBCO TIBCO TIBCO TIBCO

Run Run Run Run Run Run

Result Wrap-up Result Wrap-up Result Wrap-up

App

RV API

App

RV API

App

RV API

App

RV API

App

RV API

TCP/IP Network

Host 1 Host 3 Host 4Host 2

TCP/IP

UDP Broadcast TCP/IPUDP Multicast UDP Unicast

RVD RVD RVDTechnical design and setup

of dedicated injectors, routers, environments

and servers

As part of simplification projects, when Murex becomes a critical platform, it becomes necessary to create an automated testing factory upfront to accompany the transformation project and then the maintenance phase.

This typically encompass user interface tests, functional tests, negative tests, regression tests, configuration tests and compatibility tests.

Murex automated testing factory situation

EUREX CORE SERVICESTRADE MANAGEMENT

CLEARING SUPERVISIONTRADING LOCATIONS

PARTICIPANT SERVICES

EUREX MEMBER INTERFACES

EUREX

NYSE Liffe BRUSSELS

NYSE Liffe LISBON

COLLATERAL ENGINE

RISK ENGINE / EDRE / PRISMA

ENHANCED RISK SOLUTION

FixML Clearing API

COMMON REPORTING ENGINE

VALUES API

MARKETCONTROL

MARKET MONITOR

STATISTICS CONSOLIDATION

PRODUCT DATA MAINTENANCE

MEMBER DATA MAINTENANCE

CASH

MAN

AGEM

ENT

COM

MU

NIC

ATIO

N

MEM

BER

COM

MU

NIC

ATIO

N

NYSE Liffe AMSTERDAM

NYSE Liffe PARIS

EUREX

EEX

SUPPORT SERVICES

@X - GUI

CARMEN

CASH MANAGEMENT

TRAD

ING

LOCA

TIO

N

COM

MU

NIC

ATIO

N

PROPRIETARY

FixML

MISS/VALUES

DWH

PRICES

POSITION MANAGEMENT

POSITION ACCOUNT TRANSFER

TRANSFER btw MEMBERS

CORPORATE ACTION

POSITION CLOSE-OUT

LIFFE GUARDIAN

DELIVERY POSITION MAINTENANCE

DELIVERY PROCESSING MANAGEMENT

CCP

DvP SETTLEMENT MANAGEMENT

COMMODITY DELIVERY POSITION

LEGACY INTERFACES

SAP

GERMAN LEGAL REPORTING

StatistiX

POSITION POSTING

GIVE-UP / TAKE-UP

TRADE ADJUSTMENT

LEGEND

CONFIGURATION

FUNCTIONAL CHANGE

NEW LOCATION

service

groupfunction

OUT OF SUBSTREAM SCOPE

TRADING

TRADE CAPTURE

TRADE CANCELLATION

CCP COMMUNICATION COMMODITY DELIVERY COMMUNICATION

EXPIRY / DELIVERY

NOTIFICATION / ALLOCATION

COMMODITIES PHYSICAL DELIVERY

EXPIRY

EXERCISE / ASSIGNMENT

RISK MANAGEMENT

SETTLEMENT PRICES UPDATE

UNDERLYING PRICES UPDATE

RISK POSITION DETERMINATION

COLLATERAL MANAGEMENT

COLLATERAL ACCOUNT EVALUATION

MARGIN CALLCALCULATION

COLLATERAL ACCOUNTS UPDATE

VARIATION MARGIN CALCULATION

MARGIN REQUIRE-MENTS CALCULATION

Functional impactson clearing services

Technical impactson interfaces

Impacts on lifecycle and on client profiles

Sample deliverablesSample deliverables

Page 4: Project Portfolio Francois Bourcier

Right-shoring activities

While driving IT transformation projects to ensure renewed capacity to address business expansion, talent pool for system maintenance may require to be optimized through different paradigms:. Team extensions. Service Centers. Managed Services

Outsourced team management situation

Costs of IT and Operations was 20% of the cost base in 2005 and has reached 30% in 2013 for investment banks. It is possible to enhance and mutualize existing services to generate additional savings by partnering more strongly with service providers. Aim is to keep such costs in-line with competition mostly for Tier-2 banks needing to expand their “flow” business.

Capital Markets Post-trade Utility situations

Sample deliverablesSample deliverables

Weekly Progress Report

Activities Priority and Forecast

Delivery Lifecycle

Change Documents

Mutualization of opportunities by area

Infrastructure Deployment

Softw. Package Deployment

Operational Deployment

Governance Deployment

Infrastructure Deployment

Softw. Package Deployment

Operational Deployment

Governance Deployment

Infrastructure Deployment

Softw. Package Deployment

Operational Deployment

Governance Deployment

Infrastructure Deployment

Softw. Package Deployment

Operational Deployment

Governance Deployment

LEVEL 0

Client-specific

LEVEL 3

FIS Post-trade Utility

LEVEL 2

Standardized Service

LEVEL 1

Mutualized Service

Financial benefits

Maturity Level

Savings through productivity improvements of shared

resources

Savings through use of standard processes

Economies of scale

ExecuteSingle client

Bank A Service O

Bank C Service M

Commoditize

Bank B Service O

Bank C Service O

Bank B Service O

Bank B Service M

Bank A Service M

Bank D Service M

Break silos between clients - Standardize

Bank D Service N

Mutualize multiple clients

Bank E Service M

Bank A Service N

Progressive deployment and

benefits

Transformation project cards(to enable savings)

Project Cost

COST: Effort estimates (total) 540 md incl. 400 md IMAGO

COST: Hardware estimates (new units) 200 k€ (21 servers)

COST: License and maintenance fees 100 k€ / Year for Xpress NG maintenance

SAVINGS: Maintenance FTE 0

SAVINGS: Hardware 0

SAVINGS: License and maintenance fees 0

Misc.+ 0.5 FTE dedicated to Test factory maintenance+ 1.5 FTE dedicated to Xpress NG maintenanceSome FTE to be allocated by CACIB to EFIRA maintenance

man-daysTeam Role 2014 Q4 2015 Q1 2015 Q2 2015 Q3 2015 Q4 2016 Q1 2016 Q2 2016 Q3 2016 Q4 2017 Q1 2017 Q2 2017 Q3 2017 Q4 Total

FIS_OnS PMO 21 38 2 0 0 0 0 0 0 0 0 0 0 50

FIS_OffS Architect 5 45 3 0 0 0 0 0 0 0 0 0 0 53

FIS_OnS BA 25 22 0 0 0 0 0 0 0 0 0 0 0 48

FIS_OffS Dev 42 112 6 0 0 0 0 0 0 0 0 0 0 160

FIS_OffS Test_Factory 21 56 3 0 0 0 0 0 0 0 0 0 0 80

CACIB ITS 26 70 4 0 0 0 0 0 0 0 0 0 0 100

CACIB BA 5 2 0 0 0 0 0 0 0 0 0 0 0 18

CACIB CibML_exp 11 21 1 0 0 0 0 0 0 0 0 0 0 32

CACIB Split Dev 0 0 0 0 0 0 0 0 0 0 0 0 0 0

CACIB Split Test 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Total by quarter 156 366 18 0 0 0 0 0 0 0 0 0 0 540

Xpress NG Core(EFIRA NG)

StandardFinancial

Data ModelFpMLEngine / Router

Entry Pointto FIS Services

Utility data

FIS ServicesPortfolio FIS Data

DictionaryServicesDirectory

Standard Service 3

Standard Service 1

Standard Service 2

Standard Service ..

StandardMonitor

EFIRA Monitor

Xpress NGAdapters

FpML

CibML

BankYXML

CACIB data

Bank Y data

Application A

Application YC

CACIBformat

Bank Yformat Application YF

Application YD

Application KApplication GApplication B

Page 5: Project Portfolio Francois Bourcier

Architecture activities

To finalize a product selection process, a benchmarking of short-listed

solutions allows to guarantee compliance, resilience and support quality

from the software vendors. It also allows to demonstrate performances

without necessarily establishing a guarantee on performances.

Product benchmarking situation

As part of a merger, the systems and operational processes to be retained are first selected. However, once this is done clients being transferred from previous services to the new ones must be managed. It is necessary to perform a review of changes that will be necessary from clients, changes necessary from operations and changes necessary from IT. All this needs finally to be validated at a regulatory and legal level.

Post-merger impact study situation

Sample deliverablesSample deliverables

Test Results and Screenshots Reporting (HP Quality Center)

Automated Testing Tool enhancements and setup

Test Definition Enrichment

Mur

ex D

eal I

nput

Feed

into

Mur

ex fr

om L

eadi

ng S

yste

m

Bloo

mbe

rg (I

nter

face

)

Stoc

kLen

d Sy

stem

(Int

erfa

ce)

UL

Link

(Int

erfa

ce)

Xetr

a (T

rade

Ent

ry)

Eure

x or

LIF

FE (T

rade

Ent

ry)

Trad

e Fe

ed B

roke

r (In

terf

ace)

DW

P - W

P2 (I

nter

face

or

Prin

ter)

SEBI

S (P

rint

er)

Kond

or+

(Inte

rfac

e)

Pric

ing

(AH

S fo

r EO

D)

Pric

ing

(Reu

ters

for

RT)

Trad

e En

try

in M

urex

Trad

e V

alid

ation

/ T

rade

Wor

kflow

Que

ry

Secu

riti

es In

vent

ory

Liqu

idit

y

Blott

er

Intr

aday

Rep

orti

ng -

Risk

Intr

aday

Rep

orti

ng -

P&L

Confi

rmati

on/

Tick

ets

MPC

C

MLC

Logi

cal P

acka

ge ID

Ass

ignm

ent

Fixi

ng

Exer

cise

Expi

ry /

Ter

min

ation

(EO

D)

Mod

ify

Forw

ard

Rest

ruct

ure

Acc

ount

Clo

sing

Rate

Am

endm

ent

Secl

endi

ng A

gree

men

t

Canc

el

Canc

el &

Rei

ssue

Products

Sec Fin Stock Loan Borrow Bond X T X X X T T X X X T T T T TStock Loan Borrow Equi ty X T X X X T T X X X T T T T TRepo Bond X T X T X T X X X X T TRepo Equi ty X T T T T T T T T T T T T T T T T T T X T X T T X T TBSB Bond X T X T X T X X X X XBSB Equi ty X T T T T T T T T T T T T T T T T T T X T X X X T T

EQD ET Cas h Equiti es Equi ty X T T T T T T T T T T T T T XOTC Cas h Equiti es Equi ty X T T T T T T T T T T T T T X T TOTC Equi ty Swaps Equi ty X X X T X X X T T T T T X X X X XEx Tr Eq Future Equi ty X T T X T T T T X X T TEx Tr Eq Opti ons Equi ty X T T X T T T X T X X X T XOTC Eq Futures (LIFFE) Equi ty X X X T T T T T T X X X X X X XIR Futures Rate X T T X X T T X X X X

IRD Cas h Bond Bond X T X X X T X X X XEx Tr Bond Futures Bond X T X X X T X X X X XEx Tr Bond Future Opti ons Future X T X X X X T X X X X X XOTC Bond Futures Bond X T X X X T X X X X X

Cash Loan Borrow Cas h X T T T T T X X T T T

X: This Functionality/ Process/ Activity applies to the l isted product

T: This Functionality/ Process/ Activity applies to the l isted product and is in scope for UAT

Other Systems and Trade Transmission

Mx EventsMx Deal Lifecycle

Field name Screen name

Field reference

Enumerated

Field name target

structure

Field description

target structure

Sample value in

target field

Format of target field

1 /MxML version="1-1"/events/mainEvent/action action insertion2 /MxML version="1-1"/events/mainEvent/object href="#new_contract"/objectNatureobjectNature contract3 /MxML version="1-1"/events/mainEvent/inputBy/userName userName Username used to book the tradeOPEREQ4 /MxML version="1-1"/events/mainEvent/inputBy/group group The group under which the trade will be bookedMX5 /MxML version="1-1"/contracts/contract id="new_contract" mefClass="mxContractISINGLE" mefClassInstanceType="57.000000"/contractBusinessObjectTemplate/businessObjectId/identifieridentifier 3976 /MxML version="1-1"/contracts/contract id="new_contract" mefClass="mxContractISINGLE" mefClassInstanceType="57.000000"/contractBusinessObjectTemplate/businessObjectId/displayLabeldisplayLabelThe name that Murex will display to identify the productIRD Lending Borrowing7 /MxML version="1-1"/contracts/contract id="new_contract" mefClass="mxContractISINGLE" mefClassInstanceType="57.000000"/contractHeadercontractHeader8 /MxML version="1-1"/contracts/contract id="new_contract" mefClass="mxContractISINGLE" mefClassInstanceType="57.000000"/contractComponents/contractComponent/tradeReference href="#trade_23612"tradeReference href="????"#trade_236129 /MxML version="1-1"/trades/trade id="trade_23612" mefClass="mxContractITRADE" mefClassInstanceType="57.000000"/parties/party id="MUREX"/partyNamepartyName MUREX

19 /MxML version="1-1"/trades/trade id="trade_23612" mefClass="mxContractITRADE" mefClassInstanceType="57.000000"/tradeBody/bondLb/templateID/templateLabeltemplateLabel SFMA0121 /MxML version="1-1"/trades/trade id="trade_23612" mefClass="mxContractITRADE" mefClassInstanceType="57.000000"/tradeBody/bondLb/structure/numberOfLegsnumberOfLegsWe will use two legs: one represents the financial definition of the Equity, while the other one represents the information of the trade's fees2

Stock Lend MurexField path target structure

2

3

6

12

13

14

19

Leg 1

29

30

7984

85

87

64

67

58

Leg 2

Markets Exchanges EUREX REPO OTCXETRA EUREX LIFFEStock Lend

DWP

Printer

Fee

d

Rep

ort SEBIS

Printer

Reuters

MDS

Trade capture

DataMart

Bloomberg

Manual

MxMLEXCHANGE

BloombergTOMS

TFB

TFB

UL BridgeEurex & OTC Bond Future Eurex Bond Future Options

OTC & Eurex Bond Repo

Buy Sell Back

Bond Positions

Eurex Equity Future

Eurex Equity Index Future

Eurex Equity Option

Interest Rate Futures

Exchange Cash Equity

Sec Lend Bond & Equity

Equity Forwards

OTC & Exchange Cash Equity

Equity BSB

Equity Repos

Integration architecture decision point

Specification of interfaces(attributes and event map)

Integration and acceptance test reports