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Re: FpML-Com face-to-face meeting March 27th
Marc
Apologies, I will be away over Easter
Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan
"Marc Gratacos" <MGratacos@xxxxxxxx>
Sent by: commwg@xxxxxxxx
28/02/2008 18:20
Please respond to
commwg@xxxxxxxx
To
<commwg@xxxxxxxx>
cc
Subject
FpML-Com face-to-face meeting March 27th
We’ll have to postpone the meeting until March 27th. We had some problems
in term of people attending and logistics.
I’d like to know who is interested in attending this face-to-face on March
27th and whether your preferred location is New York or London. Please
send me an email at mgratacos@xxxxxxxx
Best regards,
Marc
From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Piers Evans
Sent: Thursday, February 28, 2008 12:59 PM
To: commwg@xxxxxxxx
Subject: RE: FpML-Com Commodity underlyer proposal
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
From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: 08 February 2008 17:52
To: commwg@xxxxxxxx
Subject: FpML-Com Commodity underlyer proposal
Importance: High
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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