FpML-CD Scheme support for new MCA Matrix values for Standard terms and iTraxx Europe

[Irina Yermakova <IYermakova@xxxxxxxx>]

All,

 

1.       To support the new Standard Credit Templates that set to be traded in December, the following values have been proposing by DTCC to be add to the applicable schemes in FpML:

 

Additions to

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

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

 

·         StandardAsiaCorporate

Matrix Transaction Type of STANDARD ASIA CORPORATE.

 

·         StandardAsiaSovereign

Matrix Transaction Type of STANDARD ASIA SOVEREIGN.

 

·         StandardSingaporeCorporate

Matrix Transaction Type of STANDARD SINGAPORE CORPORATE.

 

·         StandardSingaporeSovereign

Matrix Transaction Type of STANDARD SINGAPORE SOVEREIGN.

 

·         StandardJapanCorporate

Matrix Transaction Type of STANDARD JAPAN CORPORATE.

 

·         StandardJapanSovereign

Matrix Transaction Type of STANDARD JAPAN SOVEREIGN.

 

Additions to

http://www.fpml.org/coding-scheme/matrix-type

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

 

·         ISDA2003StandardCreditAsia

Dummy MCA value mirroring the matrix term values StandardAsiaCorporate

 

·         ISDA2004StandardCreditSovereignAsia

Dummy MCA value mirroring the matrix term values StandardAsiaSovereign

 

·         ISDA2003StandardCreditSingapore

Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate/Sovereign

 

·         ISDA2003StandardCreditJapan

Dummy MCA value mirroring the matrix term values StandardJapanCorporate

 

·         ISDA2004StandardCreditSovereignJapan

Dummy MCA value mirroring the matrix term values StandardJapanSovereign

 

 

2.       To support the new trading practice, DTCC is proposing to add a new value to the contractualSupplement and brokerConfirmation schemes of "iTraxxEurope" that can be used instead of the specific Dealer/NonDealer forms.

 

Addition to

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

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

 

·         iTraxxEurope

Standard Terms Supplement for iTraxx Europe Transactions.

 

 

If there are no objections or unaddressed concerns raised on this email thread by close of business Wednesday, November 4th these additions to the FpML schemes will be published on FpML web-site.

 

 

Thank you,

Irina Yermakova

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