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Please find the minutes for today’s 8/13 meeting. Let me know if I missed anything. Participants 1.
Brian Lynn (GEM) 2.
John Avery (Sungard) 3.
Paul (RBC) 4.
Marc Gratacos (ISDA) 5.
Irina Yermakova (ISDA) 6.
Lyteck Lynhiavu (ISDA) Apologies 1.
Chris Funck (Chatham) 2.
Peter Stockman (DTCC) Notes ·
DTCC's Gross Cash Flow proposal -
The schema, examples and documentation was published in 4.9WD1 last week. It will be published in 5.1WD1 mid August. -
Marc noted some minor issues with the naming patterns that may need correction.
à Marc will send an email to the group. ·
CME's proposal on payment calculations for reporting -
Brian reviewed the proposed schema structures (PositionPayment, TradeCashflowsAsserted, ReportedPosition) (see Marc’s email 8/10 “Position Report Payment report enhancement”). Comments
were positive. -
We will commit the schema and examples into subversion next week (for publication in 5.1WD2) after we finish building FpML 5.1WD1. ·
Option Exercise/Expiry -
Marc circulated the original ISDA Operations Committee requirements developed in 2003 related to Options Exercise (BPDocOptionsExercise.doc) -
Marc discussed the Option Exercise/Expiry proposal he circulated including some examples. -
More input is needed to carify the data needed in the messages. It's not clear the value of having the underlying asset or the settlement type as part of the message content. à Marc will follow up with some of the interested parties in having Option/Exercise
in FpML. à Marc will create Option Exercise/Expiry flows to illustrate scenarios The information contained in either this email and, if applicable, the attachment, are confidential and are intended only for the recipient. The contents of either the email or the attachment may not be disclosed or used by anyone other than the addressee. If you are not the intended recipient(s), any use, disclosure, copying, or distribution is prohibited and may be unlawful. If you have received this communication in error, please notify us by e-mail at isda@xxxxxxxx <mailto:isda@xxxxxxxx> then delete the e-mail and all attachments and any copies thereof. This communication is part of an ISDA process and is not intended for unauthorized use or distribution. |