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RE: FpML-Com Issues for the commodity off-site



Hi all, EFET extended the XML standard used for confirmation matching to cover financials last year and addressed many of the issues below in a pragmatic way and I have added comments in Brian’s text.

 

FYI we included the following instruments:

1)     Swaps – fixed/float and float/float

2)     Physically settled indexed deals (for electricity, gas and emissions but not oil or coal etc – as they are not really standardized on the physical side)

3)     Swaptions

4)     Options on physically settled index deals

5)     Options on financial indexes

 

We included baskets of indexes and covered Electricity, Gas, Emissions, Oil & refined products, Coal, Freight (Wet & Dry) and Time Charter.

 

We did include FX and Unit of Measure conversion as well as look back averaging and FX pricing periods with FX averaging methods.

 

We also tried to address caps/floors/collars and capped and floored indexes especially for the physically settled.

 

We did not cover cross commodity.

 

More comments below…

 

A Question: regarding the treatment of Float/Float swaps and the fact that they are often booked as Fixed/Float with a differential on the floating leg and the spread as the fixed leg. Does the group have any views on the most appropriate method for confirmation and the practicality of converting from one approach to the other if the trading system books one way and the confirmation process works in the other way?

 

Rgds Hugh

 

Hugh Brunswick

Managing Director

 

EFETnet B.V.

Keizersgracht 62-64

1015 CS Amsterdam

Tel: +31 (0) 20 - 301 13 98

Mob: +44 (0) 7767 27 27 26

Fax: +31 (0) 20 - 520 75 10

www.efetnet.org

h.brunswick@xxxxxxxxxxx

 


From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Brian Lynn
Sent: 20 March 2008 15:18
To: commwg@xxxxxxxx
Subject: FpML-Com Issues for the commodity off-site

 

 

Here is a list of the issues we’re currently planning to cover in the FpML commodities offsite next week.  Could you please send comments to the commodities list by Tuesday morning if there are any issues that we’ve missed that you would like to cover, or if you have any comments on the priority of the issues we’ve identified?

 

The issues include, in priority order:

 

1) definition of the commodity underlyer, to be used in products such as commodity swaps and total return swaps.  (review existing draft FpML  model, recent JP Morgan proposal, and Goldman Sachs proposal).

HB: INTERESTED TO SEE THE JPMC/GS PROPOSAL

 

2)  amount of detail needed to define a commodity index in a commodity swap

                - is ISDA reference price enough, or do we need additional information defining the pricing dates (e.g. first nearby except 5, last 3 business dates of the month, etc.), the averaging rules, etc.?

HB: EFET REPEATED INFORMATION ABOUT THE INDEX I.E. THE “COMMODITY”, “UNIT OFD MEASURE” ETC, JUST TO BE SURE THAT THESE ITEMS WERE EXPLICITLY STATED – IN FACT A GENERAL RULE WAS TO EXPLICITLY STATE INFORMATION LIKE DATES RATHER THAN IMPLICITLY STATE THEM (E.G. DD/MM/YYYY RATHER THAN 5TH DAY OF MONTH). THE EXCEPTION TO THIS RULE WAS IN THE DEFINITION OF PRICING DATES! WHERE WE IMPLICIT DATES LIKE “EACH COMMODITY BUSINESS DAY” ETC. ON AVERAGING RULES WE USED SPECIFIED PRICE AS DEFINED BY ISDA

 

3) Do we need to consider support for multi-asset swaps, e.g. crack spreads?  How important are these?

HB: AS STATED ABOVE WE DID NOT AS THEY ARE NOT SO HEAVILY TRADED IN ELECTRICITY, GAS, EMISSIONS – BUT WOULD BE IMPORTANT FOR OIL & REFINED PRODUCT MARKETS I THINK.

 

4) Do we need to consider FX translation?  How important is this?  Is the existing definition in the draft  commodities model (based on equity definitions) sufficient, or do we need to be able to specify FX rate observation dates, averaging rules, and conversion methods  (e.g. FX convert then average vs. average then convert)?

HB: THE EFET APPROACH DID EXPLICITLY ALLOW FOR FX PRICING PERIODS AND METHODS FOR AVERAGING ETC

 

5) Units and notional questions.  What volumes/notional quantities do we need to capture?  For example, for swaps whose notional is expressed in volume per day, do we need to list total volume per month (or other calculation period)?   Do we need to record total volume for the whole transaction?  Do we need to consider conversions between weight and volume measures (e.g. specific gravity)?

HB: WE ACTUALLY SPLIT OUT THE CALCULATION PERIOD FROM THE DELVIERY PERIOD TO ALLOW FOR THE CALCULATION PERIOD TO SPECIFY AN INDEPENDENT DATE RANGE TO THE DELIVRY (OR SETTLEMENT) PERIOD. WE HAD TOTAL NOTIONAL QUANTITY BUT ALSO INCLUDED NOTIONAL QUANTITY IN EACH DELLIVERY PERIOD – ALONG WITH FIXED PRICE – SINCE BOTH VALUES COULD CHANGE FROM ONE DELIVERY PERIOD TO THE NEXT. HOWEVER WE WORKED IN VOLUMES AND NOT RATES OF DELVIERY SO IN A DELVIERY PERIOD YOU WOULD INCLUDE THE VOLUME DELIVERED IN THAT PERIOD NOT THE DAILY VOLUME FOR INSTANCE.

 

6)      Overall priorities.  What are the top priorities in terms of products (i.e. commodities), trade types (swaps, options, etc.), etc.?

HB: EFET COVERED A LOT OF GROUND BUT THE MAIN REQUIREMENT IS REALLY FOR THE HIGH VOLUME INSTRUMENTS INSOFAR AS THE XML IS USED TO, SAY CONFIRM DEALS. MORE GENERALLY A STRUCTURE IS NEEDED TO MODEL ALL INSTRUMENTS SO THAT THE MORE EXOTIC CAN BE BOOKED MORE EASILY.

 

 

Some of the areas that we DON’T currently have on the list of topics to be covered (except as above) include:

a)      topics related to physical delivery. – INCLUDE THE COMMODITIES WHERE PHYSICAL DELIVERY IS STANDARDISED BUT LEAVE THE OTHERS

b)      non-energy products – EFET INCLUDED FREIGHT AND TIME CHARTER, BUT THERE IS INTEREST IN METALS AND PERHAPS GRAIN TOO

c)       options – THESE ARE COMPARATIVELY EASY TO INCLUDE UNTIL THEY BECOME MORE EXOTIC, THEN YOU HAVE THE TROUBLE TO FIND SOMEONE WHO REALLY KNOWS WHAT IS NEEDED IN A STANDARD FPML STRUCTURE.