FpML-FIX RE: [fpmlwg@xxxxxxxxxxxxxxx] Variance Swap Examples

["Irina Yermakova" <IYermakova@xxxxxxxx>]

-----Original Message-----
From: Robert Stowsky [mailto:rstowsky@xxxxxxxxxxxxx] 
Sent: Wednesday, June 04, 2008 10:57 AM
To: fpmlwg@xxxxxxxxxxxxxxx
Subject: [fpmlwg@xxxxxxxxxxxxxxx] Variance Swap Examples

All,

I have posted two examples of variance swap contracts forwarded to me by

David Weiss at Cantor.

http://www.fixprotocol.org/documents/4039/E10402%20KOSPI%20DEC%26%2339%3
B09%20Variance%20SWAP%20BANK%20A%20vs%20BANK%20B%20-%20May%2016%2C%20200
8.doc 

http://www.fixprotocol.org/documents/4038/E10402%20KOSPI%20DEC%26%2339%3
B09%20Variance%20SWAP%20BANK%20A%20vs%20BANK%20B%20-%20May%2016%2C%20200
8-02.doc 

Regards,

Robert
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