FPML-CWG Collateral WG Meeting: Wed September 22, 2010 @ 10am New York / 3pm London

We’ll have a meeting Wednesday as usual.

Next Meeting – Wednesday September 22, 2010 @ 10am New York / 3pm London

Agenda:

1. IN1 – Interest Notification (special scenario): Richard started discussing a special scenario that we may want to support in the messages: In the case that a specific cash collateral is both held and posted during a period the parties need to decide whether to roll in the respective interest or physically settle the interest. (see word doc “col-ex26-IN1”)

2. Discuss the need for an Interest Statement message (see word doc ”InterestStatement”). Should this be a Separate Message, part of the Interest Notification or support both? The word document is an example of the types of fields that would be included.

3. Discuss further Calculation Frequency which had been added previously to the IN1 interest notification message as: (see col-ex22-IN1…xml and IN1-calculationFrequency.jpg)

Dial in details:

- Please join the web conference:

https://www2.gotomeeting.com/join/151660907

Meeting ID: 151-660-907

- Join the conference call:

US Dial-in: 888-481-3032

UK Toll Free: 0800 904 7961

International Dial-in: 617-801-9600

Passcode: 8682747

(Ref http://www.isda.org/c_and_a/pdf/Electronic-Messaging.pdf p.9)

Thanks

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