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Re: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product



Title: Re: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product

I'm on my BlackBerry just now so can not access the files, but does listed mean listed in the 2005 Definitions as opposed to listed as in an exchange product? Just a suggestion? Certainly that is what Commodity is intended to mean in the paper Confirmation context, simply the name of the product, but note not the CRP.

Marc or Irina should be able to clarify.

Regards,
Elaine


----- Original Message -----
From: commwg@xxxxxxxx <commwg@xxxxxxxx>
To: commwg@xxxxxxxx <commwg@xxxxxxxx>
Sent: Thu Apr 12 20:54:48 2007
Subject: RE: FpML-Com ISDA FpML Commodities Working Group -  the updated schema and documentation for Comm Swap Product

In the BarCap1.GasBasisSwap.TradeCreated example and if we were to use an underlying of a future, how would we then represent an EFS?

Also I noticed that the "Commodity" has been introduced as a new underlyer which in the comments describes it as a "listed commodity contract". If so, how would we represent an index-based location and, although not in the case of the swap but for other tradables, will this underlyer also be used to represent physicals?


________________________________

        From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Whiting, Elaine
        Sent: Thursday, April 12, 2007 8:46 PM
        To: commwg@xxxxxxxx
        Subject: Re: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
       
       

        I'm not a techie but will try to assist on interpretation. Where exactly are you seeing this? Marc, can you assist too please?
       
        Regards,
        Elaine
       
       
        ----- Original Message -----
        From: commwg@xxxxxxxx <commwg@xxxxxxxx>
        To: commwg@xxxxxxxx <commwg@xxxxxxxx>
        Sent: Thu Apr 12 20:41:47 2007
        Subject: RE: FpML-Com ISDA FpML Commodities Working Group -  the updated schema and documentation for Comm Swap Product
       
        I had mentioned concerns from the examples that were included regarding the use of "future" within the leg representations and in a more recent email asked how a particular index swap with non-standard currency payment be handled. As I'm not an FpML expert I was hoping to get some response on this but received no reply on either.
       
        Regards,
        Rosh
       
       
        ________________________________
       
                From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Irina Yermakova
                Sent: Thursday, April 12, 2007 7:41 PM
                To: commwg@xxxxxxxx
                Subject: RE: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
              
              
       
                Yes, that is correct, Commodity Swap Product will be published in 4.3 WD2 at the beginning of next week.
       
               
       
                Regards,
       
                Irina
       
                ________________________________
       
                        From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Whiting, Elaine
                Sent: Thursday, April 12, 2007 12:38 PM
                To: commwg@xxxxxxxx
                Subject: RE: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
       
               
       
                Irina circulated this and we have requested feedback and comments on several occasions. Irina/Marc - please confirm the latest status (I believe from Marc that it is due to be included in the latest Working Draft of Version 4.3?)
       
               
       
                Thanks,
                Elaine
       
               
       
               
       
               
       
                ________________________________
       
                        From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Joseph, Rosh
                Sent: 12 April 2007 17:36
                To: commwg@xxxxxxxx
                Subject: RE: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
       
                But don't we need to wrap up the swap definition first, if we want to submit the definition soon.
       
                Regards,
       
                Rosh
       
                       
       
                        ________________________________
       
                                        From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Whiting, Elaine
                        Sent: Thursday, April 12, 2007 5:19 PM
                        To: commwg@xxxxxxxx
                        Subject: RE: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
       
                        At present no - I am hoping that people are going to submit some examples of Options trades as requested so that we can kick off on Phase 2.
       
                        Regards,
                        Elaine
       
                       
       
                        ________________________________
       
                                        From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Joseph, Rosh
                        Sent: 12 April 2007 17:04
                        To: commwg@xxxxxxxx
                        Subject: RE: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
       
                        Are we still set for Friday 13th?
       
                        Regards,
       
                        Rosh
       
                               
       
                                ________________________________
       
                                                        From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Whiting, Elaine
                                Sent: Wednesday, April 04, 2007 8:17 PM
                                To: commwg@xxxxxxxx
                                Subject: Re: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
       
                                Provisionally next Friday 13 April, to be confirmed. However, we are keen to get some dialogue going on the group email as to review of the swaps schema, and also I still need people to send their example options docs for phase 2 please.
                              
                                Thanks,
                                Elaine
                              
                              
                                ----- Original Message -----
                                From: commwg@xxxxxxxx <commwg@xxxxxxxx>
                                To: commwg@xxxxxxxx <commwg@xxxxxxxx>
                                Sent: Wed Apr 04 16:05:55 2007
                                Subject: RE: FpML-Com ISDA FpML Commodities Working Group -  the updated schema and documentation for Comm Swap Product
                              
                                Hi,
                                Just wanted to know when the next meeting to discuss the latest schema will be.
                              
                              
                                ________________________________
                              
                                        From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Irina Yermakova
                                        Sent: Wednesday, March 21, 2007 4:04 PM
                                        To: commwg@xxxxxxxx
                                        Subject: FpML-Com ISDA FpML Commodities Working Group - the updated schema and documentation for Comm Swap Product
                                        Importance: High
                                     
                                     
                              
                                        All,
                              
                                        Attached is the updated schema and revised documentation for Commodity Swap Product.
                              
                                        Please, send your comments to the Group email address.
                              
                                      
                              
                                        Kind Regards,
                              
                                        Irina Yermakova
                              
                                      
                              
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