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FPML-CWG Collateral WG Meeting: Wed November 3, 2010 @ 10am New York / 2pm London

We’ll have a call Wednesday to discuss the latest changes to the interest messages following input from the FpML Coordination Committee. Thanks, Richard


Next Meeting – Wednesday November 3, 2010 @ 10am New York / 2pm London. Note the time change in London for this week. (There is a 4-hour time difference between New York and London due to daylight saving time.)

Dial in details:

-          Please join the web conference:


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




1.       IN1: Review updated interest calculation details (interestAccrued\interestCalculationDetails\dailyInterestCalculation)

(See col-ex24-IN1-send-interest-notification-with-interest-calculations.xml)


2.       IN1: Discuss optional flag to specify tax withholding (interestAccrued\calculationTerms\withholdingTax)


<spread>-0.0030</spread><!-- 30 basis points -->
<withholdingTax>true</withholdingTax><!-- is it the right location? Need for jurisdiction? -->




- schema and examples (attached zip / download zip)

- documentation for download (word doc)

- Ref http://www.isda.org/c_and_a/pdf/Electronic-Messaging.pdf



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