FpML-EQD AEJ 2009 Closed Markets FpML changes (4.7)

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Subject: FpML-EQD AEJ 2009 Closed Markets FpML changes (4.7)

From: "James Clark" <James.Clark@xxxxxxxxxxxxxx>

Date: Fri, 4 Dec 2009 13:07:08 -0000

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Thread-topic: AEJ 2009 Closed Markets FpML changes (4.7)

All,

Aplogies for the late breaker - It looks like we need a new element in FpML to fully support the 2009 AEJ Closed Markets MCA. This is to support the new ‘Settlement Price Default Election’ field.

I think this would fit best within ‘equityExercise’ within ‘equityOptionTransactionSupplement’

Scheme or Enum? (values of ‘Close’ and ‘Hedge Execution’) – To be discussed on the call.

Regards,

James Clark

Director

Business Analysis

MarkitSERV

Cottons Centre

Level 3

Cottons Lane

London, SE1 2QL

+44 (0) 20 3367 0315 Office

+44 (0) 20 3367 0301 Fax

james.clark@xxxxxxxxxxxxxx