We would like to add the value "ISDA2004VarianceSwapAmericasInterdealer"
to the master-confirmation-type.xml to specifically note that it is a
variance swap annex which would be in line with the
ISDA2007EquityFinanceSwapEuropean value and would follow the naming
standard of all the other variance swap MCAs:
ISDA2006VarianceSwapJapaneseInterdealer, ISDA2006VarianceSwapJapanese,
ISDA2007VarianceSwapAmericas, ISDA2007VarianceSwapAsiaExcludingJapan,
ISDA2007VarianceSwapEuropean.
2004 American Variance Swap Interdealer
<Row>
<Value>
<SimpleValue>ISDA2004VarianceSwapAmericasInterdealer</SimpleValue>
</Value>
<Value>
<SimpleValue>FpML</SimpleValue>
</Value>
<Value>
<SimpleValue>The Variance Swap Annex to the ISDA 2004 Americas
Interdealer Master Equity Derivatives Confirmation Agreement
applies.</SimpleValue>
</Value>
</Row>
2007 European Equity Finance Swap
<Row>
<Value>
<SimpleValue>ISDA2007EquityFinanceSwapEuropean</SimpleValue>
</Value>
<Value>
<SimpleValue>FpML</SimpleValue>
</Value>
<Value>
<SimpleValue>The EFS (Equity Share Finance Swap) Annex to the
ISDA 2007 European Master Equity Derivatives Confirmation Agreement
applies.</SimpleValue>
</Value>
</Row>
Furthermore, we have previously agreed to add the value
"ISDA2006VarianceSwapJapanese" to support the ISDA 2006 Variance Swap
Japanese Client MCA, which is attached below. However, it does not appear
in the master-confirmation-type.xml file.
ISDA2006VarianceSwapJapanese
<Row>
<Value>
<SimpleValue>ISDA2006VarianceSwapJapanese</SimpleValue>
</Value>
<Value>
<SimpleValue>FpML</SimpleValue>
</Value>
<Value>
<SimpleValue>ISDA 2006 Variance Swap Japanese Confirmation
Agreement applies.</SimpleValue>
</Value>
</Row>
(See attached file: Variance-Japan-generic.doc)
Regards,
Robert
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