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RE: FpML-CD Addition of a TRX value to the contractual supplement scheme



Yes, I agree, Henri. We actually need to add it to both the contractual supplement scheme and the broker confirmation scheme.

Just to follow our usual practice, let’s have a brief call for comments.  

 

-----------------------

The proposal under consideration is the addition of two scheme values to represent TRX transactions:

 

URI: http://www.fpml.org/coding-scheme/contractual-supplement

Value: TRX

Description: Standard Terms Supplement for TRX Transactions

 

URI: http://www.fpml.org/coding-scheme/broker-confirmation-type

Value: TRX

Description: Broker confirmation type for TRX transactions

----------------------

 

If there are no unaddressed objections to this proposal posted to this thread by close of business Wednesday, July 12th, 2009 these values will be added to their respective schemes.

 

Best regards,

 

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: Friday, July 10, 2009 5:01 PM
To: cdwg@xxxxxxxx
Subject: Re: FpML-CD Addition of a TRX value to the contractual supplement scheme

 


Marc/Ben,

Just a follow-up but assuming there hasn't been any negative feedback - it would be good to get the "TRX" value added to the applicable schemes (if it hasn't been already).  

Markit/Trading is looking to start on August 3rd so "TRX" as a confirmation type will need to be there as soon as possible.

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




Marc Gratacos <MGratacos@xxxxxxxx>
Sent by: cdwg@xxxxxxxx

07/01/2009 06:52 AM

Please respond to
cdwg@xxxxxxxx

To

"'cdwg@xxxxxxxx'" <cdwg@xxxxxxxx>

cc

 

Subject

FpML-CD Addition of a TRX value to the contractual supplement scheme

 

 

 





Hi all,

 

We've got a request from Markit and DTCC to include a new value to the contractual supplement scheme:

 

Value: TRX
Description: Standard Terms Supplement for TRX Transactions.

 

This follows the same pattern that we currently have at http://www.fpml.org/spec/coding-scheme/index.html (section 4.16
contractualSupplementScheme)

I am attaching documentation describing the new TRX index.

 

Thanks,

Marc

 

From: Edward Lipes [mailto:ned.lipes@xxxxxxxxxx]
Sent: Tuesday, June 30, 2009 8:29 PM
To: Edward Lipes; Ben Logan; Julie Holzer; Will Weinstein
Subject: TRX.NA Documentation

 

Dear all,

 

Attached are the finalized versions of the Markit TRX.NA Standard Terms Supplement and the TRX.NA confirmation.  These documents will be available and effective as of the annex date when they are published, but the content has gone through several rounds of editing and been approved by the dealer community.  If you have any questions or comments on these, please follow up with me directly and I’d be happy to discuss.

 

I’ve also attached an updated TRX.NA presentation that contains the new terminology from the Standard Terms Supplement.  Also attached is an excel spreadsheet that clarifies the sample trade on slides 8 &9 of the presentation.  Let me know if you have any questions or if you would like anyone from your firm to be added to this distribution list.  A set of TRX.NA index rules will be available by early next week, followed by templates for the TRX.NA RCD Settlement file and the daily downloads.

 

Regards,

 

Ned Lipes

Vice President

Structured Finance

 

Markit

 

620 8th Avenue, 35th Floor

NY, NY 10018

+1 212 863 9490 Office

+1 212 221 9860 Fax

+1 201 697 3613 Mobile

ned.lipes@xxxxxxxxxx

www.markit.com

 


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Attachment: TRX Standard Terms Supplement.pdf
Description: TRX Standard Terms Supplement.pdf

Attachment: TRX Confirmation.pdf
Description: TRX Confirmation.pdf

Attachment: TRX Presentation.ppt
Description: TRX Presentation.ppt

Attachment: SampleTRX Settlement.xls
Description: SampleTRX Settlement.xls