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RE: FpML-Com Reminder: FpML Commodity Working Group call at 3pm LDN / 10 am NY Friday 13th June



Updated Unit of Measure codelist. We can have a quick discussion about
the changes.


Bulent Ozkan



-----Original Message-----
From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Piers Evans
Sent: Thursday, June 12, 2008 3:09 PM
To: commwg@xxxxxxxx
Subject: FpML-Com Reminder: FpML Commodity Working Group call at 3pm LDN
/ 10 am NY Friday 13th June

All,

Please note that there is a call tomorrow to discuss the attached. 

AGENDA:

1. Review outstanding actions

2. Continue with Commodity Swaps Discussion Paper.

For those that cannot receive zips, you can get the attachments here:
http://www.fpml.org/_wgmail/_commwgmail/threads.html


Dial in details:

US: 1 888 481 3032
UK: 0 800 904 7961
Intl: 1 617 801 9600
Participant Code: 52016709

Note that the minutes to the last call are included below.

Regards,

Piers Evans

*****************

* Present

Hans Ellis, SWIFT (Co-Chair)
Piers Evans, Markit Wire (Co-Chair)
Marc Gratacos, ISDA
Raphael Iyageh, Goldman Sachs
Chito Jovellanos, Forward Look
Owen King, Markit Wire
Brian Lynn, GEM
Bulent Ozkan, Triple Point
John Solder, UBS
Peter Stockman, DTCC

* Apologies

Hugh Brunswick, EFET
Luis Fierro, Deutsche Bank


* Review actions from last meeting 1500 LDN 30th May 2008 

>> PE to ask EC why deliveryLocation existed in the original GS proposal
and review how often it is used by ISDA to define Commodity Reference
Prices. 

>> PE to contact EC to establish why holidayCalendar and timeZone were
in the model originally. 

With regard to both actions above, EC has now left Goldman Sachs. RI
obtained answers from within GS that were discussed on the call. RI is
liaising with the head of operations to determine who will represent GS
on the call from the operations side in future.

>> PE will review how to add deliveryLocation to the underlyer model.

Done in the 2008-06-05 version of the schema attached. In the light of
feedback from GS, this may no longer be necessary - see minutes.

>> HB to look for examples of how delivery dates including / excluding
the expiring contract are confirmed currently and suggest how this could
be modelled.

Examples were received. PE to review how this can be included in the
model.

>> PE to review CW's electricity proposal and see how this can be
included in the existing underlyer definition.

PE stated that he had not had time to go into this in detail but that it
would be taken into account in the final underlyer model.

>> PE to review options for modelling conversion factor on basis trades.

PE said that this will be reviewed in the context of the swap product
(see revised equity swap discussion paper attached). See also attached
schema, which is the original FpML working group's definition of a
commodity swap schema.

>> Group to review how spreads can be expressed - cash amount only or
can these be in basis points?

The group agreed that basis swaps are always quoted as a cash spread
over / under one leg.


* Minutes

1. PE explained schema changes made:

1.1 deliveryLocation has been added back in. 

Note that feedback received from GS (attached) seems to indicate that
the original inclusion of this element in the model was mainly for
internal system reasons and not for business reasons.

Does the group still feel that deliveryLocation needs to be included in
the light of this feedback?

RI also explained that timeZone was needed for power transactions and
holidayCalendar had been included for matching certainty.

PE to review how these could be modelled.

1.2 CommodityUnit has been pointed at the price-quote-units-1-1 scheme
since this is used elsewhere in FpML - specifically in Brian Lynn's work
on reconciliation. 

It was concluded that the commodity units in the scheme were added by
the previous working group and so can be updated if necessary.

BO said he would provide a list of commonly-traded units to the group.


2. Commodity Swap discussion paper was introduced.

2.1 PE asked the group whether they preferred to model swaps after the
IRS implementation which re-uses one leg type to capture both floating
and fixed, or to model swaps after the return swap implementation which
uses a substitution group to model each leg separately.

BL noted that the FpML standards committee had encouraged working groups
to avoid over-use of substitution groups where modelling a series of
types might be more effective.

The group opted to follow the return swap model, but dispense with the
substitution group in the light of BL's advice.

2.2 PE asked whether effective date and termination date could ever
differ on individual legs of a swap or whether this should be modelled
at the trade level.

BO felt that these dates were always common and so should be modelled at
the trade level.

PE said he would follow up with the banks.

2.3 Rounding - The question of how rounding is applied came up.

It seems that there are various places that could be subject to rounding
- the index price itself, any commodity scaling factor and also the
point at which any FX is applied.

PE to follow up with HB with regards to an ISDA FX / rounding convention
mentioned on the last call and with banks.

BO thought that rounding should be captured as an attribute of the index
(underlyer).

The group may wish to review the attached schema, which was produced by
the original commodity working group and could be a useful guide in
coming up with our version.


* Decisions

Spreads will be cash only.

Implement commodity swap as a multi-leg model (i.e. one type per leg).

The group will continue to review the swap model on the next call.

Next meeting 1500 LDN Fri 13th June 2008


* Actions

In the light of feedback from GS, inclusion of deliveryLocation may no
longer be necessary . Does the group still feel that deliveryLocation
needs to be included in the light of this feedback?

PE to review how timeZone and holidayCalendar could be modelled.

BO said he would provide a list of commonly-traded units to the group.

PE to follow up with the banks on effective date / termination date
position.

PE to follow up with HB with regards to an ISDA FX / rounding convention
mentioned on the last call and with banks.

PE to look again at frontline (including / excluding) contract for
delivery date in the light of examples provided by HB.



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Attachment: price-quote-units-1-1 UpdatedBO.zip
Description: price-quote-units-1-1 UpdatedBO.zip