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Marc,
I think Guy Gurden will be coming in person from SwapsWire,
but I would like to dial in for a bit if I can... will there be a
number?
Thanks,
Piers Evans
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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