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. Emissions
- Review of updated emissionsLeg proposal (schemas and diagram
attached)
+ Creation of EmissionsAllowance type within fpml-asset
- Discussion of Peter Stockman's review document (attached)
3. 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
--- Begin Message ---
- To: <commwg@xxxxxxxx>
- Subject: FpML-Com 2009-11-27 Minutes
- From: "Owen King" <Owen.King@xxxxxxxxxxxxxx>
- Date: Fri, 27 Nov 2009 16:52:10 -0000
- In-reply-to: <ED9E0BDD4F25D146BC34CA09C16670B71C8C64B6@xxxxxxxxxxxxxxxxxxxxxxxxxxx>
- References: <ED9E0BDD4F25D146BC34CA09C16670B71C8C64B6@xxxxxxxxxxxxxxxxxxxxxxxxxxx>
- Reply-to: <commwg@xxxxxxxx>
- Sender: <commwg@xxxxxxxx>
- Thread-index: AcpmskahD1nGoRdCSOiAiNDtsIP2lAIx4xuw
- Thread-topic: FpML-Com 2009-11-27 Minutes
* Present Henri Van Den Boogaerde, Murex Owen King, MarkitSERV (Chair) Farzad Moshfeghi, BarCap * Apologies Marc Gratacos, ISDA Irina Yermakova, ISDA * Review outstanding actions >> RI to find out what events option Expiration Dates are commonly confirmed relative to for gas, power, bullion, coal and oil. RI received feedback that this was rare and that most dates confirmed were actual ones [Closed] >> PS to collate a list of fields to consider for inclusion in an emissions schema. PS was not on the call [Carried Forward] >> All to review and provide feedback on the return swap sample trade. [Carried Forward] >> To review and provide feedback on the daily expiring option sample trade. [Carried Forward] 1. EU Emissions The group discussed the proposal in some detail. FM said he was keen to ensure that the schema would support future emissions products with relatively little modification. OK agreed and said that he would be reviewing the in-progress ISDA International Emissions Allowances documentation and IETA standards. It was suggested that a self-contained structure should be considered to specifically represent the allowance/credit being delivered in order that this could be extended to cover other regimes and/or emission types. HB said he would send the Murex XML representation of an emissions transaction to the group. * Actions [Carried Forward] PS to collate a list of fields to consider for inclusion in an emissions schema. [Carried Forward] ALL to review and provide feedback on the return swap sample trade. [Carried Forward] ALL to review and provide feedback on the daily expiring option sample trade. [Carried Forward] HB to send the group the Murex XML representation of an emissions transaction. * Next meeting 15:00 UK / 10:00 US Fri 11th December 2009
--- End Message ---
Attachment:
Notes on Internation Emissions Allowance Schedule v0.docx
Description: Notes on Internation Emissions Allowance Schedule v0.docx
Attachment:
fpml-asset-4-7.xsd
Description: fpml-asset-4-7.xsd
Attachment:
fpml-com-4-7.xsd
Description: fpml-com-4-7.xsd
Attachment:
EmissionsPhysicalLeg.png
Description: EmissionsPhysicalLeg.png
