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FpML-ASTF Next IRDWG/AssetTask Force meeting



All,

 

A joint meeting of the FpML Asset Swaps Task Force and the Interest Rates
Working Group will be held on Thursday 25th of August, at 0830-1000 New
York time, 1330-1500 London.

 

Agenda:

 

ASTF (see updated document - comments from the Standards Committee Offsite
on June 28):

1. Final decision on implementation in order to support Return Swaps

2. Final decision on implementation of Asset Swaps.

 

IRD-WG:

3. Discuss and approve the proposal on non-deliverable settlement
provisions

 

4. AOB

 

 

Call in details:

US: 888 481 3032

Intl: 617 801 9600

Code: 751365

 

Regards,

-Marc

 

-----Original Message-----
From: harry.mcallister@xxxxxxxxxxxxxxxxx
[mailto:harry.mcallister@xxxxxxxxxxxxxxxxx] 
Sent: Tuesday, August 16, 2005 10:13 AM
To: ird@xxxxxxxxxxxxxxxxxxxxxx
Cc: Marc Gratacos; pierre.lamy@xxxxxx
Subject: IRD-WG next meeting

 

All,

 

By popular demand, the next meeting of  the Interest rates Working Group
is

scheduled for Thursday, 25 August 0830 - 1000 New York time, 1330-1500

London.

 

We need to formally approve the proposal on non-deliverable settlement

provisions, with the object of recommending it to the Coordination

committee for inclusion in the FpML Standard.

 

There is one outstanding issue, on the referencing of principal exchanges

in cases where the cashflows representation is not produced (please see

recent mail discussion within the IRD group). I hope that we can gain

resolution on this at or before the meeting.

 

Best regards,

 

Harry McAllister

Chair, FpML IRD-WG

+44 (0)20 7595 4467

 

 

 

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