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Hello, As per my actions, I would like to propose below values that were identified as missing values from MCA and Annex coding schemes. MCA:
3.1.
Add new (missing) value “ISDA2004EquityAmericasInterdealerRev1” – “The Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.”
Annex:
3.2.
Replace the existing “ISDA2004VarianceSwapAmericasInterdealer”- “The Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.” with new
values: 3.2.1 “ISDA2004IndexVarianceSwapAmericasInterdealer” – “The Index Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.” 3.2.2.”
ISDA2004ShareVarianceSwapAmericasInterdealer” – “The Share Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.” 3.3 Add a new (missing) values 3.3.1. “ISDA2007IndexVarianceSwapAmericasInterdealer” – “The Index Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.” 3.3.2. “ISDA2007ShareVarianceSwapAmericasInterdealer” – “The Share Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.” Q1: Would 2007 Annex be considered as revision of 2004 annex? Q2: Clive Ansell mentioned that 2004 annex can be used just like 2007 annex with “ISDA2004EquityAmericasInterdealerRev1” (see new MCA value above), should that be reflected in the description of the 2004 annex,
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