Exis Consulting

Technology for Global Capital Markets

Summary of Quantix's Features
(click here for more details on Quantix)

Quantix is designed to handle the analytical needs of Emerging Markets bond trading. Quantix' power is derived from its ability to model non-standard cash flows that are typical of Emerging Market bonds. The system is in use by various Emerging Markets trading desks to support their Trading, Sales and Risk Management operations.

Features:

Easily model complex cash flows:

· Rolling Interest Guarantees on Brady Bonds

· Capitalizing and Amortizing Bonds

· Restructured Loans (i.e. Russian PRINS)

· Step-ups

· Composite Bonds

Uses the Modified Cash Flow Methodology developed by JP Morgan for valuing collateralized bonds
Ability to Monitor Price and Spread differences to assist in relative value trading.
User defined graphing capabilities (i.e. historical data, price or spread comparisons, yield/duration sensitivities)
Accepts live data feeds from any DDE compliant server (i.e. Reuters, MS Excel).
Reports:

· Bond Listing

· Bond History

· Cash Flow Listing

· Yield, Price Sensitivity

Exports data to Microsoft Excel

Calculations:

Blended and Sovereign statistics:

· Yield to Maturity, Current Yield, Yield to Put/Call dates

· Spread over Treasuries, Spread to Put/Call dates

· Spread over average life, benchmark rate or entire curve

· PV01, Treasury PV01

· Duration, Modified Duration

Interday Statistics

· Volatility using up to 6 user defined sampling periods

· Returns over 6 user defined periods

· Moving Averages on Price over 6 user defined periods

Other Statistics

· Average Life

· Accrued Interest, Capitalization, Interest on Capitalization

· Convexity

Exis Products

ATS/Vision for the front office:

· Real-time Position

· P&L

· Trade Capture

· Risk Measures

· Margin Finance

· FX

ATS/One for the middle office:

· Data Management

· Trade Capture

· Confirmations

· Settlements

· Clearing

· Reporting

· Risk

· FX

ACS(Accounting) for the back office:

· Accounting

· Trial Balance

· Chart of Accounts

· Balance Sheet

· Income Statement

· And much more...

For more information on these or other EXIS products, please call us on 212.355.4100, or visit us at exisconsulting.com

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Comments:

Exis Consulting Inc. has been specializing in Global Capital Markets Trading Systems for the past 15 years. We are the leading systems provider for the Emerging Markets, and Fixed Income industries, providing real time front to back capabilities and cost reduction solutions. For more information, please email us exis@exisconsulting.com or visit us at exisconsulting.com.

Exis Consulting Inc.
135 East 57th Street
New York, NY 10022
212.355.4100

The information and opinions contained herein do not necessarily express the opinions of BradyNet, Inc. This report has been prepared solely for informational purposes and is not a solicitation of any transaction in the securities with which it deals or an offer to enter into any such transaction. Prices and/or other information in this report are subject to change without prior notice.

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