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FpML-BP Teleconference Friday August 27th @ 11am New York / 4pm London - Reminder

Reminder - The next call will be tomorrow Friday, August 27th at 11am New York / 4pm London

Dial in Details:

US Dial-in:                         888-481-3032

UK Toll Free:                     0800 904 7961

International Dial-in:       617-801-9600

Passcode:                          28413758

 

Draft Agenda:

1.    CME's proposal on payment calculations for reporting: review Brian’s implementation

(see Marc’s email 8/10 “Position Report Payment report enhancement”)

 

2.    Option Exercise/Expiry

·        Updated/simplified the Option Exercise model (removed the optional settlement and underlyer) (see "optionExercise and optionExpiry simple.png")

·        Created some simple flows for the Exercise and Expiry (see "Option Exercise and Expiry Process.png")

·        The name Exercise Advice comes from the ISDA paper on Option Exercise (see attached BPDocOptionsExercise.doc which Marc circulated 8/13)

 

3.    AOB

 

Members of the Reporting WG interested in these topics please join the call.

 

Thanks, Lyteck


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.
--- Begin Message ---
See email below and attached proposal.
 
From: Brian Lynn [brian.lynn@xxxxxxxxxxxxxxxxxxx]
Sent: Thursday, July 22, 2010 6:39 PM
To: 'Simpson, Matt'; Marc Gratacos
Subject: Position Report Payment report enhancement

Matt, Marc –

 

I’ve taken a crack at modeling the CME payment enhancement to the position report that we discussed over the past few meetings.

 

I created a new model group that covers payment details, restructured the existing PaymentMatching type to use it, and created a new PositionPayment type to hold the new structure.

 

I’ve attached

- diagrams of the new types

- a zip of the schema

- a couple of examples … this first is fairly simple, the second is based on Matt’s document.

 

For your comments prior to wider distribution.  Do I need to write up a Word doc to hold all of this stuff?

 

- Brian


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.

Attachment: TradeCashflowsAssertedNew.png
Description: TradeCashflowsAssertedNew.png

Attachment: ReportedPosition.png
Description: ReportedPosition.png

Attachment: PositionPayment.png
Description: PositionPayment.png

Attachment: reporting-schema-with-position-payment.zip
Description: reporting-schema-with-position-payment.zip


--- End Message ---

Attachment: Option Exercise and Expiry Process.png
Description: Option Exercise and Expiry Process.png

Attachment: optionExercise and optionExpiry simple.png
Description: optionExercise and optionExpiry simple.png

Attachment: BPDocOptionsExercise.doc
Description: BPDocOptionsExercise.doc