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Hi all, Just wanted to give a heads up for those who may be unaware,
that ISDA are currently working on the publication of a second Multiple
Exchange Index Annex. I was hopeful that this would simply replace the
pre-existing MEIA but it appears at this time that there will be elections available
at a T-Supp level as to which will apply (taken from latest EU Index Swap GTC). Exchange(s): [●]
[Multiple Exchange] [Multiple Exchange II] This will cause FpML issues if it goes ahead as MEIA is
currently handled by the <multipleExchangeIndexAnnexFallback> element
within equityOptionTransactionSupplement. This element is currently a Boolean and has no ability to represent
different instances of the annex. We could introduce a secondary MEIA annex element, but this
has the potential to be slightly confusing. Clive, how certain is it
that the two MEIA annexes will exist in parallel? Regards, Vice President Business Analysis MarkitSERV Cottons Centre Level 3 +44 (0) 20 3367 0315 Office +44 (0) 20 3367 0301 Fax |