RE: FpML-Com Materials for call

["Bulent Ozkan" <BulentO@xxxxxxx>]

Apologies from me. 


Bulent Ozkan


-----Original Message-----
From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Piers Evans
Sent: Friday, June 27, 2008 9:56 AM
To: commwg@xxxxxxxx
Subject: FpML-Com Materials for call

All,

Please find the materials for the call today attached.

The swap part of the schema has not been completed due to work pressures
this week, but the fixed leg design is done as is the shape of the
product itself. The floating leg is work in progress.

Rather than distribute an incomplete schema, I have attached diagrams of
the relevant elements within the floating leg for our discussion.

Equally, you will find a proposal on remodelling the disruption events
part of the schema from Owen King in response to the action on him from
last week's call.

I propose to complete the schema for swaps this week and distribute with
some worked examples (sample confirmation borrowed from previous
commodity working group).

This should allow us to finalise swaps next week and move on to options.

Regards,

Piers Evans
+44 20 7071 0109



The content of this e-mail is confidential and may be privileged. It may
be read, copied and used only by the intended recipient and may not be
disclosed, copied or distributed. If you received this email in error,
please contact the sender immediately by return e-mail or by telephoning
+44 20 7260 2000, delete it and do not disclose its contents to any
person. You should take full responsibility for checking this email for
viruses. Markit reserves the right to monitor all e-mail communications
through its network.
Markit and its affiliated companies make no warranty as to the accuracy
or completeness of any information contained in this message and hereby
exclude any liability of any kind for the information contained herein.
Any opinions expressed in this message are those of the author and do
not necessarily reflect the opinions of Markit.
For full details about Markit, its offerings and legal terms and
conditions, please see Markit's website at http://www.markit.com
<http://www.markit.com/> .

-------------------------------------------------------------------------------
To unsubscribe: Email majordomo@xxxxxxxx with a blank subject line
In the body include the line: unsubscribe commwg youremail@address
To view archives: http://www.fpml.org/_wgmail/_commwgmail/threads.html