All,
See attached materials for the proposal to support physical
and listed commodity underlyers. If you have any comments, please send them to
the mailing list.
The underlyer is defined by the following elements:
- instrumentId: id of the
underlyer
- unit: The unit in which the
underlyer is denominated (see commodity-unit-1-0.xml for list of values).
- priceSource
- currency
- specifiedPrice
- deliveryDates
- exchange
- commodityType: possible values
are IndexListed, IndexOTC, Physical (see commodity-group-1-0.xml for list
of values)
- commodityGroup: possible values
are Agricultural, BaseMetal
- base
- deliveryLocation
- publication
In addition, I’d like also to mention that ISDA is
preparing a face-to-face meeting in New York on
March 7th to discuss the additional materials we have to cover
commodity swaps in order to move them forward for publication. We’ll send
out more details about the meeting.
Best Regards,
-Marc
+13472846531
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