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RE: FpML-MWG40 minutes meeting 06/09



Marc,

 

For this alternative, I was thinking about something similar to what DSWG
does. For example, use the value 1900-01-01 to indicate that the date is
not available.

 

Best Regards,

-Marc

  _____  

From: Marc Teichman [mailto:mteichman@xxxxxxxx] 
Sent: Thursday, June 09, 2005 1:26 PM
To: mwg@xxxxxxxxxxxxxxxxxxxxxx
Subject: Re: FpML-MWG40 minutes meeting 06/09

 


Marc, 

The alternative that you mention, "To use the existing masterConfirmation
element and have a default value for masterConfirmationDate" actually
sounds quite attractive because it allows the block trade to be processed
the same as any other trade to the extent possible. 

However, what would be the nature of the default? 

Regards, 
Marc 




"Marc Gratacos" <MGratacos@xxxxxxxx> 

06/09/2005 12:50 PM 


Please respond to
mwg@xxxxxxxxxxxxxxxxxxxxxx


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<mwg@xxxxxxxxxxxxxxxxxxxxxx> 


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Subject

FpML-MWG40 minutes meeting 06/09

 


 

 




Due to low attendance, we only discussed the first item of the agenda. 
  
Next meeting: June 23, 2005 
  
June 9, 2005 
  
Attendees 
--------------- 
George Boukis (Lehman) 
Paresh Vyas (Lehman) 
Marc Teichman (DTCC) 
Lisa Kennedy (EBF) 
Henri Pegeron (ISDA) 
Marc Gratacos (ISDA) 
  
Regrets 
----------- 
Ira Fuchs (XML Associates) 
Kedar Kodlapur (Lehman) 
Brock Arnason (Morgan Stanley) 
Amod Dixit (NESS) 
Andrew Parry (JPMorgan) 
  
  
Addition of Master Confirmation information for Allocations 
--------------------------------------------------------------------------
---------- 
We discussed the inclusion of two key pieces of information regarding
Master Confirmation for allocations. 

*	The addition of masterConfirmationDate in the Allocation level
since its value changes in that level. 
*	How to specify masterConfirmationType in the block trade level. 

*	In the Coordination Committee meeting, Ben Lis suggested looking
at the existing brokerConfirmation element. 

*	The element name and the values for borkerConfirmationType are
very specific to a broker confirm. It doesn’t seem appropriate to use
this structure for allocations.

*	Marc Teichman suggested including the element
masterConfirmationType directly within the choice between
masterConfirmation and broker confirmation. 
*	Other options not discussed during the meeting are: 

*	To use the existing masterConfirmation element and have a default
value for masterConfirmationDate. 
*	Instead of using masterConfirmationType directly within the choice
between master/brokerConfirmation, create a third element specific for
allocations. allocationMasterConfirmation (?) which would only contain the
master confirmation type information.

In any case, we need to get an agreement in this group and then send the
proposal to the Coordination Committee. 
  
Option Exercise proposal 
------------------------------------ 
Due to low attendance we didn’t discuss this item. Hopefully we will do
it in the next meeting. 
  
Actions 
----------- 
- Marc G will put a note/proposal for supporting master confirmation type
in the block level. 

 

  _____  


From: Marc Gratacos [mailto:MGratacos@xxxxxxxx] 
Sent: Wednesday, June 08, 2005 3:00 PM
To: mwg@xxxxxxxxxxxxxxxxxxxxxx
Subject: FpML-MWG40 next meeting - tomorrow Thursday 10 AM NY Time 
  
All, 
  
The next MWG meeting will be tomorrow Thursday 06/09 at 10 AM NY Time. 
  
Agenda 
----------- 
- Addition of master confirmation date element in Allocation type. (see
Allocation-masterConfirmationDate.jpg) 
- Discuss Option Exercise proposal (see OptionExerciseRequest.jpg,
OptionExerciseResponse.jpg, OptionExpiryNotification.jpg) 
- AOB 
  
Call details: 
US: 1 888 481 3032 
Intl: 1 617 801 9600 
Code: 8682747 
  
Best Regards, 
-Marc 

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