--- Dial-in details--------
US: 888 481 3032
Intl: 617 801 9600
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Participant Code: 28413758
-----------------------------
----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 30/07/2008 13:34
-----
Harry
MCALLISTER
To
Information irdwg@xxxxxxxx
Architect cc
Fixed Income mgratacos@xxxxxxxx, iyermakova@xxxxxxxx,
Architecture pierre.lamy@xxxxxx,
10 Harewood daniel.ruperto@xxxxxx,
Avenue, London Asokumar.Thangaraj@xxxxxx
NW1 6AA Subject
Phone: +44 *** RESCHEDULE ***: FpML-IRD NDS clause
(0)20 7595 extension - Schedule of fixing dates
3416
25/07/2008
15:45
Guy Gurden has pointed out that the proposed time for this call clashes
with an OTCDerivNet meeting on Tuesday, so I propose to re-schedule to:
*Wednesday 30* July at 0900 New York/1400 London.
(In fact, this is the time slot we should be using for IRD-WG meetings in
general).
Agenda as before.
Apologies for any inconvenience.
Best regards,
Harry McAllister
Chair, IRD-WG
----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 25/07/2008 15:29
-----
Harry
MCALLISTER
To
Information irdwg@xxxxxxxx
Architect cc
Fixed Income mgratacoas@xxxxxxxx,
Architecture iyermakova@xxxxxxxx, pierre.lamy@xxxxxx,
10 Harewood daniel.ruperto@xxxxxx,
Avenue, London Asokumar.Thangaraj@xxxxxx
NW1 6AA Subject
Phone: +44 Fw: FpML-IRD NDS clause extension -
(0)20 7595 Schedule of fixing dates
3416
24/07/2008
17:32
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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Attachment:
NDS Extension - Valuation Date.doc
Description: MS-Word document