RE: FpML-Com Reminder: FpML Commodity Working Group call today (Friday 02 October) at 15:00 LON / 10:00 NYC

[<Farzad.Moshfeghi@xxxxxxxxxxxxxxxxxxx>]

Dear Owen
I have an internal meeting from 3:00 - 3:30 ....
If it finishes early I will join you. Otherwise please accept my
apologies. 


Faz Moshfeghi
Emerging Markets

0203 134 3051


-----Original Message-----
From: commwg@xxxxxxxx [mailto:commwg@xxxxxxxx] On Behalf Of Owen King
Sent: 02 October 2009 09:52
To: commwg@xxxxxxxx
Subject: FpML-Com Reminder: FpML Commodity Working Group call today
(Friday 02 October) at 15:00 LON / 10:00 NYC


All,

Please note that there is a call today at 15:00 London / 10:00 New York.


AGENDA:

1. Minutes / Actions from last call (attached)

2. Physical Options

  - Review of physical options proposal (attached)

    + How appropriate is the use of PeriodicDates for multiple
expiration dates? (References to calculation)?
    + Expiration Date(s) could be relative to the "nomination deadline".
How could this best be modelled?
    + strikePricePerUnit and fixedPrice are the same - is there value in
maintaining these separately?

3. Change of leg selection in Commodity Swap from choice group to
substitution group.

4. AOB


Dial in details:

US: 1 888 481 3032

UK: 0 800 904 7961

Intl: 1 617 801 9600

Participant Code: 52016709


Regards,

Owen King
+44 20 3367 0347
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