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FpML-Com Reminder: FpML Commodity Working Group call at 3pm LDN / 10 am NY today



All,

Please note that there is a call today to discuss the attached.

Dial in details:

US: 1 888 481 3032
UK: 0 800 904 7961
Intl: 1 617 801 9600
Participant Code: 751365

I have put the minutes to the last call below as well.

Regards,

Piers Evans

*****************

Dial in details for next call:
US: 1 888 481 3032
UK: 0 800 904 7961
Intl: 1 617 801 9600
Participant Code: 751365


* Present

Anthony Burrows, Deutsche Bank
Esther Canosa, Goldman Sachs
Hans Ellis, Swift (Co-Chair)
Piers Evans, SwapsWire (Co-Chair)
Luis Fierro, Deutsche Bank
Marc Gratacos, ISDA
Raphael Iageh, Goldman Sachs
Chito Jovellanos, Forward Look
Lyteck Lynhiavu, ISDA
Brian Lynn, GEM
Bulent Ozkan, Triple Point
Jason Robinson, Deutsche Bank
John Solder, UBS


* Apologies

Huw Brunswick, EFET


* Minutes

MG The standards committee had agreed that Hans Ellis of SWIFT and Piers
Evans of SwapsWire should be co-chairs based on their prior knowledge of
FpML working groups.

MG Presented spreadsheet of user priorities submitted. 

BL Indicated the settlement matching parts of the FpML schema may not be
as readily portable to the commodity products as first thought. 

BL consequently suggested that cash flow matching be put off until the
underlyer and product schemas were more complete since this will clarify
naming issues etc.

PE Lead discussion of some of the detail of the GS proposal. Note that
this discussion is summarised in the attached discussion paper.

AOB - LF requested details of group membership, details of which will be
posted on the fpml.org website.

BO Asked if the call be earlier in the day.


* Decisions

The group agreed on the following priorities:
1. Commodity Underlyer
2. Vanilla Swaps
3. Basis Swaps
4. Options
5. Cash Flow Matching
6. Physical Trades
7. Cross Commodity Swaps

The group agreed that cash flow matching work should wait until the
schema is closer to being finalised.

Meetings will be weekly at first since the aim is to get something into
the first FpML 4.4 working draft which is scheduled for Summer 2008.

Next meeting 1500 LDN Fri 25 April 2008


* Actions

PE/HE/MG - Ensure the website for the group is updated to reflect
membership / aims

BL - Review of cash flow matching model vis-a-vis commodities at a high
level to flag up potential issues

Group - decide if future calls could be at the earlier time of 8 am NY /
1 pm LDN as opposed to 10 NY / 3 LDN. Please could you all reply to the
list stating whether you are for / against / ambivalent about this
change in advance of the next call.

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Attachment: eCM-3[1].3-schemas(1).zip
Description: eCM-3[1].3-schemas(1).zip

Attachment: Commodity UnderlyerDiscussion Paper.doc
Description: Commodity UnderlyerDiscussion Paper.doc

Attachment: 2007-07-18.zip
Description: 2007-07-18.zip

Attachment: Comparison Underlyer EFET.doc
Description: Comparison Underlyer EFET.doc