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RE: FpML-Com Physically-settled options schema proposal and example gas trade
All,
Please find attached a further revised proposal to add support for
physically-settled options to the FpML commodities schema along with an
explanatory document and example trade and confirmation.
This proposal incorporates the feedback received during previous working
groups and therefore further major revisions are not
anticipated.
Please review this proposal prior to Friday's working group call and if
possible attempt to validate it by modelling some trades based on actual
confirmations.
Many thanks,
Owen King
+44 20 3367 0347
All,
Please find attached
a revised proposal to add support for physically-settled options to the FpML
commodities schema.
As discussed by the
group previously, this proposal takes the approach that a physical
option will result in a new physical forward transaction when
exercised.
The schema
(fpml-com-4-7.xsd) and supporting files are attached within a zip file. An
example confirmation message representing a multiple-expiry natural gas option
and an associated paper confirmation are also attached.
If you are planning
to attend the scheduled call tomorrow, it would be appreciated if you could
review this proposal prior to then.
Many
thanks,
Owen King
+44 20
7071 0137
Attachment:
fpml-com-4-7.zip
Description: fpml-com-4-7.zip
Attachment:
com-ex22-physical-gas-option-multiple-expiration.doc
Description: com-ex22-physical-gas-option-multiple-expiration.doc
Attachment:
com-ex23-physical-gas-option-multiple-expiration.xml
Description: com-ex23-physical-gas-option-multiple-expiration.xml
Attachment:
FpML Physical Commodities Proposal - Options v1.doc
Description: FpML Physical Commodities Proposal - Options v1.doc