FpML-EQD FpML EQD WG Minutes 1400 LDN Fri 25 Jan 2008

[andrew.p.parry@xxxxxxxxxxxx]

* Present

James Clark, SwapsWire
Marc Gratacos, ISDA
Shabbir Irfani, Goldman Sachs
Andrew Parry, JP Morgan ( Chair )
Henri Pegeron, DTCC


* Apologies

Piers Evans, SwapsWire
Conor Mongey, Citadel Group


* Minutes

Swaps Wire have update the example within their Dividend Swap on Japanese 
underlyer proposal to ensure correctness
with respect to ISDA documentation and market practice. No schema changes 
were required. Valuation date is required
on an ISDA Dividend swap Transaction supplement, which is valuation of the 
net amount in response to special 
dividend and settlement

Conor Mongey has left the Citadel group, and has provided a private email 
address so that he can keep in touch with the group

We are in favour of the revised Index Disruption, noting that elements 
instrumentId and exchangeId have no annotation at all,
and that indices are published, and are not themselves traded instruments, 
whereas exchanged traded funds are traded


* Decisions

1. Consensus in favour of revised Dividend Swap on Japanese underlyer 
sample from SwapsWire
2. Consensus in favour of revised Index Disruption Proposal from DTCC
3. Group will keep on a bi weekly meeting schedule
3. Next meeting 1400 LDN Fri 08 Feb 2008


* Actions

MG: timetable to schedule separation of publishing coding schemes and XML 
Schema
MG: merge Basket on Basket proposal for FpML-4-4

AP: contact Citadel group to request a new representative
AP: revise Index Disruption proposal to include comment on instrumentId, 
exchangeId, and index publication
AP: present revised Index Disruption proposal to FpML Co Ord

IY: add new Citadel group representative to mailing list, switch Conor 
Mongey to his private email address

Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan

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