Sounds good, Henri.
For sake of completeness, can you please also
circulate the draft docs associated with this new index?
Thanks,
Ben Lis
Head of Product Management & Integration
T-Zero
212.323.6041
www.tzero.com
From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx]
On Behalf Of Henri Pegeron
Sent: Monday, August 25, 2008 3:41
PM
To: cdwg@xxxxxxxx
Subject: Re: FpML-CD Next Meeting:
August 27th - CDX.LATAM / LATAMX
Ben/All,
An
"AOB" item for this weeks agenda.
Markit
is looking to publish another CDX index in September covered under a new set of
CDX LATAM Standard Terms (as a regular supplement to the 2003 ISDA Def). DTCC
has run some initial analysis on the new STS and it appears that FpML will only
need to support a new value to the contractualSupplementScheme to cover
CDX.LATAM indices (no additional fields or elements at this time).
I'd
like to propose that the CDWG start to consider adding a value to the
contractualSupplementScheme to support the STS.
An
initial proposal:
Code: CDXLATAM (or possibly
LATAMX)
Source:
FpML
Description:
Standard
Terms Supplement for CDX LATAM
LATAM
appears to have been baselined from the CDX EM STS, which would support going
with a CDXLATAM value in FpML, however the documentation is referenced as both
"CDX LATAM" and "LATAMX".
I'll
look to the group on which value would be a better fit in the scheme for FpML.
Regards,
Henri Pegeron
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|
"Ben Lis"
<Ben.Lis@xxxxxxxxx>
Sent
by: cdwg@xxxxxxxx
08/25/2008 09:17 AM
|
Please
respond to
cdwg@xxxxxxxx
|
|
|
To
|
<cdwg@xxxxxxxx>
|
|
cc
|
|
|
Subject
|
FpML-CD Next Meeting: August 27th, 9am NY/2pm
LDN
|
|
Here are the details for our call on Wednesday:
Time:
9:00 –
10:30AM, NY
2:00 –
3:30PM, LDN
Call-In details:
US: 1
888 - 481 – 3032
Intl:
1 617- 801- 9600
UK: 0800-
904-7961
Part.
Code: 52016709
Agenda:
1.
Add entityType for Single Name CDS
2.
Adjusted/Unadjusted Exercise Date for IRD/CD Options
3.
Optional Boolean fields for review
4.
AOB
Regards,
Ben Lis
Head of Product Management & Integration
T-Zero
212.323.6041
www.tzero.com
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