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Irina Q1. " not all Annexes’ publication
dates are obvious in their documentation" A1. In this case we need to
revert to ISDA, to ensure we have the correct publication date Q2. " revision number (e.g. ..Rev1) at the
end of the value string needs to be also an annex’s revision number, not
its parent MCA " A2. Agreed, this is the coding
scheme for the MCA Annex, not the MCA itself Q3. " Robert Masri is proposing to add an
Annex publication date within the description of the values as well … Robert
also would like to discuss on the working group that there is no ISDA legal
name on the annexes (Date or Revision)." A3. Good subject for discussion,
I have already expressed my concern that we are pushing so many different
dimensions into the "magic string" Regards Andrew From: Irina Yermakova
[mailto:IYermakova@xxxxxxxx] Hello Andrew, I have corrected
Master Confirmation Annex Type Scheme (see below), replacing the parent MCA
publication dates with the Annex publication dates (see my changes and comments
in green) and I would like the working group to verify
the change since not all Annexes’ publication dates are obvious in their
documentation. Plus, the revision number (e.g. ..Rev1) at the end of the value
string needs to be also an annex’s revision number, not its parent MCA.
Could this be reviewed on the group as well because it is also not obvious from
the annexes’ documentation. In addition, Robert
Masri is proposing to add an Annex publication date within the description of
the values as well (see his proposal and comment about a missing annex in red).
Robert also would like to discuss on the working group that there is no ISDA
legal name on the annexes (Date or Revision). Thank you, Irina ------------------------------------------------------------------- ·
“ISDA2007EquityFinanceSwapEuropean"
- The EFS (Equity
Share Finance Swap) 2007 Annex to the ISDA 2007 European Master Equity Derivatives
Confirmation Agreement applies. ·
”ISDA2004VarianceSwapAmericasInterdealer"
- The Variance Swap 2004 Annex to the ISDA 2004 Americas
Interdealer Master Equity Derivatives Confirmation Agreement applies. o
//RM: There is a 2004 annex and a 2007 version of the annex, the 2007
also has an implementation side letter ·
"ISDA2008EquityFinanceSwapAsiaExcludingJapan"
- The Cash-settled Open Market EFS (Equity Finance
Share Swap) 2008 Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master
Equity Derivatives Confirmation Agreement applies. ·
"ISDA2008EquityOptionAsiaExcludingJapan"
- The Open Market
Equity 2008 Option Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity
Derivatives Confirmation Agreement applies. ·
"ISDA2008EquityOptionJapan - The Equity Option 2008 Annex to the ISDA 2008 Japanese Master Equity Derivatives
Confirmation Agreement applies. ·
“ISDA2009EquityOptionAsiaExcludingJapanRev1"
- The Open Market Equity Option 2009 Annex to the
Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives
Confirmation Agreement applies. o
//IY:
Renamed from ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1 ·
"ISDA2009EquityFinanceSwapAsiaExcludingJapanRev1"-
The Cash-settled Open Market EFS (Equity Finance
Share Swap) 2009 Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan)
Master Equity Derivatives Confirmation Agreement applies. o //IY: Renamed from ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1 ·
"ISDA2008DispersionVarianceSwapEuropean - The Dispersion Variance Swap 2009 Annex to the
Revised 2007 ISDA European Variance Swap Master Confirmation Agreement applies. o //IY: Renamed from
ISDA2007DispersionVarianceSwapEuropean ·
"ISDA2009VarianceOptionEuropean"
- The Variance Option Standard Terms 2009 Appendix to the
Revised ISDA 2007 European Variance Swap Master Confirmation Agreement applies. o
//IY:
Renamed from ISDA2007VarianceOptionEuropean ·
"ISDA2009EquityEuropeanInterdealerSS"
- The Interdealer Share Swap 2009 Annex to the ISDA
2009 European Interdealer Master Equity Derivatives Confirmation Agreement
applies. o
//IY
Replaced ISDA2009EquityEuropean value with
ISDA2009EquityEuropeanInterdealerAnnexSS ·
"ISDA2009EquityEuropeanIS"
- The Index Swap 2007 Annex to the ISDA
2007 European Master Equity Derivatives Confirmation Agreement applies. ·
"ISDA2009ShareSwapPanAsia"
- The Share Swap 2009 Annex to the ISDA
2009 Pan-Asia Master Equity Derivatives Confirmation Agreement applies. ----------------------------------------------------------------- The information contained in either this email and, if applicable,
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