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FpML-CD Additional contractual supplement scheme value for LCDX Tranches




All,

LCDX tranche trades being done on the current FpML CDS template require a new FpML contractual supplement value to be confirmed properly.

To support this, an additional FpML contractual supplement scheme value is being proposed to the group as follows:


LCDXTranche        
Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Tranche Transactions.


I hope to finalize this scheme value at the next CDWG for inclusion in the next WD for FpML 4.3.


Thanks/Regards,
Henri Pegeron
------------------------------------------------------------
The Depository Trust & Clearing Corporation
DTCC Deriv/SERV : Business Systems
55 Water Street - New York, NY 10041
Phone: + 1 (212) 855 1682
Fax: + 1 (212) 855 1020




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