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RE: Fw: FpML-IRD NDS clause extension - Schedule of fixing dates



I can't make that time either. There is an OTCDerivNet meeting at the
same time which many banks are involved in.

Guy

-----Original Message-----
From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of Marty
Ross-Trevor
Sent: Thursday, July 24, 2008 3:29 PM
To: irdwg@xxxxxxxx
Cc: Asokumar.Thangaraj@xxxxxx; daniel.ruperto@xxxxxx; irdwg@xxxxxxxx;
iyermakova@xxxxxxxx; mgratacoas@xxxxxxxx; pierre.lamy@xxxxxx
Subject: Re: Fw: FpML-IRD NDS clause extension - Schedule of fixing
dates

Harry,

Sorry but I'm not available at that time.

Best Regards,
Marty Ross-Trevor
VP Manager
Bank Of Tokyo-Mitsubishi UFJ Ltd.
1251 Avenue Of The Americas, 11th Flr.
New York, NY 10020
USA

Email: mrosstrevor@xxxxxxxxxx
Phone: 212-782-6831




harry.mcallister@xxxxxxxxxxxxxxxxx 
Sent by: irdwg@xxxxxxxx
07/24/2008 12:32 PM
Please respond to
irdwg@xxxxxxxx


To
irdwg@xxxxxxxx
cc
mgratacoas@xxxxxxxx, iyermakova@xxxxxxxx, pierre.lamy@xxxxxx, 
daniel.ruperto@xxxxxx, Asokumar.Thangaraj@xxxxxx
Subject
Fw: FpML-IRD NDS clause extension - Schedule of fixing dates






I would like to call a meeting of the Interest Rates Working Group for 
next
Tuesday 29 July, at 0900 New York/1400 London.

Agenda

   Proposal on Fixing Date Schedule extension to
NonDeliverableSettlement
   provisions (Pierre Lamy, Goldman Sachs)
   AOB

Please see proposal materials, attached.

I appreciate that this is relatively short notice, however this is our 
best
opportunity to discuss the proposal from Goldman Sachs in the short term

(I
am on vacation the following week, beginning 4 August).
I would be grateful if you could indicate your availability to attend
Tuesday's call in advance.

Call in details to be notified.

Best regards,

Harry McAllister
Chair, IRD-WG

Fixed Income Architecture
BNP Paribas
+44 20 7595 3416



----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 24/07/2008 17:20
-----
 
           Internet 
           pierre.lamy@gs 
           .com
To 

                                  irdwg@xxxxxxxx 
           Sent by:
cc 

           irdwg@xxxxxxxx         daniel.ruperto@xxxxxx, 
                                  Asokumar.Thangaraj@xxxxxx 
           23/07/2008
Subject 

           16:21                  FpML-IRD NDS clause extension -
Schedule 

                                  of fixing dates 
 
           Please respond 
                 to 
           irdwg@xxxxxxxx 
 
 




Harry,


Goldman Sachs would like to propose an extension to the NDS clause to
provide the ability to support a schedule of fixing dates.


<<NDS Extension - Valuation Date.doc>>


Can you please let us know whether this could be discussed in a very
near
future, as we have an urgent implementation need to align our
confirmation
process with what is currently the most common practice.


Regards,


Pierre(See attached file: NDS Extension - Valuation Date.doc)


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BNP Paribas Fund Services UK Limited, BNP Paribas Trust Corporation UK 
Limited, BNP Paribas UK Limited, 
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are 
authorised and regulated by 
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BNP Paribas, BNP Paribas Securities Services and BNP Paribas Private
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are authorised by the CECEI 
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business.  BNP Paribas Securities Services London Branch is also a
member 
of the London Stock Exchange.

[attachment "NDS Extension - Valuation Date.doc" deleted by Marty 
Ross-Trevor/Systems_Ofc_for_Amrcs/BTMNA] 


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