RE: FpML-CD Next Meeting: August 27th - CDX.LATAM / LATAMX

[Henri Pegeron <hpegeron@xxxxxxxx>]

Ben,
Current draft docs for CDX LATAM attached.



Regards, Henri
------------------------------------------------------------
The Depository Trust & Clearing Corporation 
DTCC Deriv/SERV : Business Analysis & Design
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Phone: + 1 (212) 855 1682
Fax: + 1 (212) 855 1020

"Ben Lis" <Ben.Lis@xxxxxxxxx>
Sent by: cdwg@xxxxxxxx

08/25/2008 03:57 PM

Please respond to
cdwg@xxxxxxxx

To	<cdwg@xxxxxxxx>
cc
Subject	RE: FpML-CD Next Meeting: August 27th - CDX.LATAM / LATAMX

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
------------------------------------------------------------
The Depository Trust & Clearing Corporation 
DTCC Deriv/SERV : Business Analysis & Design
55 Water Street - New York, NY 10041
Phone: + 1 (212) 855 1682
Fax: + 1 (212) 855 1020

"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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Attachment: CDX LATAMX Untranched Standard Terms- Draft.DOC
Description: Binary data

Attachment: CDX LATAMX Untranched Standard Terms Confirm - Draft.DOC
Description: Binary data