Please find attached in support of item 3. below Andrew Parry +44 20 7325 1486 Exotics and Hybrids Architecture JP Morgan ----- Forwarded by Andrew P Parry/JPMCHASE on 22/02/2008 13:39 ----- Andrew P Parry/JPMCHASE 19/02/2008 08:51 To fpml eqdwg cc Subject FpML EQD WG Agenda 1400 LDN Fri 22 Feb 2008 * Telephone Conference Access Number: +44 20 8328 1756 Participant Code: *3039* * Agenda 1. Review actions from our last meeting 1400 LDN Fri 08 Feb 2008 PE: contact Robert Stowsky regarding property index derivatives PE: update group on ISDA Option on Variance Swap documentation MG: contact Hugh Brunswick of EFETNet regarding FpML engagement and commodity proposal AP: provide Robert Stowsky contact details to PE AP: follow up with Citadel group regarding second order derivatives AP: follow up with Goldman Sachs regarding commodity underlyer proposal 2. Validation We have several validation rules which contradict FpML Architecture "Section 4.6.1 states: "The context of the rule must be defined such that incorporates everything referred to in a rule. The rule must not use the ancestor or parent axis, or use them in conjunction with any other axis. For example "../../tradeHeader" is precluded." http://www.fpml.org/issues/view.php?id=553 http://www.fpml.org/issues/view.php?id=554 http://www.fpml.org/issues/view.php?id=555 http://www.fpml.org/issues/view.php?id=556 http://www.fpml.org/issues/view.php?id=557 My proposed solution in each case is to provide a full context to obey FpML Architecture 3. Naming Use of "equity" prefix on element names will be removed in FpML-5-0 4. Modelling Consistent modelling of exercise will be introduced in FpML-5-0 http://www.fpml.org/issues/view.php?id=295 5. AOB Andrew Parry +44 20 7325 1486 Exotics and Hybrids Architecture JP Morgan ----------------------------------------- This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities.
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FpML-5-0-EQD-1.doc.zip
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