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James There is a technical way we could support this change, but it
would introduce further undesirable complexity Regards === Technical Change === 1. Create new scheme controlled type MultipleExchangeAnnex with
coding scheme values ( true,false, MultipleExchangeAnnex2 ) 2. Change data type to element multipleExchangeIndexAnnexFallback
from xsd:boolean to new type MultipleExchangeAnnex From: eqdwg@xxxxxxxx [mailto:eqdwg@xxxxxxxx] On
Behalf Of James Clark 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, James
Clark Vice
President Business
Analysis MarkitSERV Cottons
Centre Level
3 Cottons
Lane London,
SE1 2QL +44
(0) 20 3367 0315 Office +44
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