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FpML-EQD FpML EQD WG Minutes 14:00 LDN Wed 09 Sep 2009



* Present

 

DTCC:                    RM

ISDA:                     CA, MG, IY

JPM:                      AP ( Chair )

MarkIt:                 TA

Omgeo:                TB

 

 

* Apologies

 

DTCC:                    CY

MarkIt:                 JC

 

 

* Minutes

 

Legal counsel have been on holiday. CA has a progress call with them tomorrow

 

Legal drafting commitments to the NY Fed reserve have already been breached. Further delay will put the automation goals for the end of year at grave risk. This group will continue to track drafts where they exist, in order to minimise implementation delays for service providers and market participants

 

Deutsche Bank will be hosting an Equity Derivatives Market Forum on Fri 18 Sep 2009 in London and New York. This will be focussed on Legal and Operations staff from Dealers. ISDA and Service Providers will not be attending

 

Content of experimental FpML-5-x series is out of synchronisation with production FpML-4-x series, for example Variance Option

 

6 responses have been received to the Equity Trade Repository RFP. Evaluations is proceeding according to timeline

 

8th Sept               Vendor long list presentations to EAG & Sub set of ESC - ISDA to host

9th Sept              Wash up session of long list - ISDA to host

15th Sept             Full ESC & sub set of EAG discussion to narrow down short list - ISDA to host

21st Sept             Vendor final short list presentations to ESC & sub set of EAG - ISDA to host

 

 

* Decisions

 

Next meeting 14:00 LDN Fri 18 Sep 2009

 

 

* Actions

 

AP create EQD FpML-4-7 branch from current trunk

AP use EQD FpML-4-7 to implement solution to

i) dividend settlement currency

ii) forward starting strike

iii) dividend payout on underlyer vs. derivative contract

 

CA report on meeting with legal counsel, share update legal drafting timelines

 

IY show group published version of FpML with FpML-4-6 and FpML-4-7 with EQD updated

IY synchronise production FpML-4-X series with experimental FpML-5-X

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