RE: FpML-EQD 2009 ISO Annex to 2009 Americas MCA

Hi Irina,

I presume you mean “ISDA2009IndexShareOptionAmericas” and “ISDA2008EquitySwapAmericas” respectively?

Thanks,

James Clark

+44 (0) 20 3367 0315

From: eqdwg@xxxxxxxx [mailto:eqdwg@xxxxxxxx] On Behalf Of Irina Yermakova
Sent: 03 February 2010 13:40
To: eqdwg@xxxxxxxx
Subject: FpML-EQD 2009 ISO Annex to 2009 Americas MCA

All,

1. To support 2009 Annex ISO that documents index and share option transactions the following coding scheme value is proposed to be added to master-confirmation-annex-type:

“ISDA2009IndexShareOptionAmricas“ - “The Index and Share Options 2009 Annex to the ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement applies.”

Note: the “ISDA2009EquityAmericas” value for the 2009 Americas Master Equity Derivatives Confirmation Agreement is already included in the in the master-confirmation-type.

2. Remove “SDA2008EquitySwapAmericas” - "The ISDA 2008 Americas Equity Swap Master Confirmation Agreement." from master-confirmation-type.

It appears the MCA value “ISDA2008EquitySwapAmericas" that was added to master-confirmation-type in Nov 2008 is the same as “ISDA2009EquityAmericas” above. It was included to FpML MCA coding scheme before it was published by ISDA, and now it became the 2009 MCA.

Please send you comments on the above to the Eqd WG. If there is no objection by Monday Feb-8-2010, master-confirmation-annex-type and master-confirmation-type will be published with the changes.

Thank you,

Irina Yermakova

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