-----Original Message----- From: Robert Stowsky [mailto:rstowsky@xxxxxxxxxxxxx] Sent: Thursday, November 08, 2007 6:12 AM To: fpmlwg@xxxxxxxxxxxxxxx Cc: andrew.p.parry@xxxxxxxxxxxx Subject: [fpmlwg@xxxxxxxxxxxxxxx] Fw: Proposal #3 Fw: Proposal #2 Fw: Proposal #1 ( attached ) Re: Proposed Submissions to FIX All, Attached is Andrew Parry's proposal to be reviewed on this Friday's call. Regards, Robert ---- Original Message ---- From: andrew.p.parry@xxxxxxxxxxxx To: rstowsky@xxxxxxxxxxxxx Cc: jimn@xxxxxxxxxxxxxxx, kevinh@xxxxxxxxx, msimpson@xxxxxxx, rabkin@xxxxxxxxx, scott_atwell@xxxxxxxxxxxxxxxxxxx, tai@xxxxxxxxxxxxx, sigurd@xxxxxxxxxxx Sent: November 8, 2007 05:20:21 A.M. EST Subject: Proposal #3 Fw: Proposal #2 Fw: Proposal #1 ( attached ) Re: Proposed Submissions to FIX Robert Please find attached "EMTv1.zip" which includes proposal document "EManagedTradesV10.doc" and all supporting technical materials Regards Andrew Parry +44 20 7325 1486 Exotics and Hybrids Architecture JP Morgan ----- Forwarded by Andrew P Parry/JPMCHASE on 08/11/2007 10:16 ----- Andrew P Parry/JPMCHASE 26/10/2007 13:36 To Robert Stowsky <rstowsky@xxxxxxxxxxxxx> cc jimn@xxxxxxxxxxxxxxx, kevinh@xxxxxxxxx, msimpson@xxxxxxx, "'Eugene Rabkin'" <rabkin@xxxxxxxxx>, scott_atwell@xxxxxxxxxxxxxxxxxxx, "'Lisa Taikitsadaporn'" <tai@xxxxxxxxxxxxx> Subject Proposal #2 Fw: Proposal #1 ( attached ) Re: Proposed Submissions to FIX Robert Please find attached "CENv22.zip", which includes proposal document "CENv2-2.doc" and all supporting technical materials Apologies, I have not been able to prepare Proposal #3 in advance of our meeting today Regards Andrew Parry +44 20 7325 1486 Exotics and Hybrids Architecture JP Morgan ----- Forwarded by Andrew P Parry/JPMCHASE on 26/10/2007 13:34 ----- Andrew P Parry/JPMCHASE 26/10/2007 10:13 To Robert Stowsky <rstowsky@xxxxxxxxxxxxx> cc jimn@xxxxxxxxxxxxxxx, kevinh@xxxxxxxxx, msimpson@xxxxxxx, "'Eugene Rabkin'" <rabkin@xxxxxxxxx>, scott_atwell@xxxxxxxxxxxxxxxxxxx, "'Lisa Taikitsadaporn'" <tai@xxxxxxxxxxxxx> Subject Proposal #1 ( attached ) Re: Proposed Submissions to FIX Robert Please find attached "FpMLExtensionsV21.zip", which includes proposal document "FpMLExtensionsV21.doc" and all supporting technical materials Regards Andrew Parry +44 20 7325 1486 Exotics and Hybrids Architecture JP Morgan Robert Stowsky <rstowsky@xxxxxxxxxxxxx> 25/10/2007 03:44 To andrew.p.parry@xxxxxxxxxxxx cc jimn@xxxxxxxxxxxxxxx, msimpson@xxxxxxx, scott_atwell@xxxxxxxxxxxxxxxxxxx, "'Lisa Taikitsadaporn'" <tai@xxxxxxxxxxxxx>, "'Eugene Rabkin'" <rabkin@xxxxxxxxx>, kevinh@xxxxxxxxx Subject Re: Proposed Submissions to FIX Andrew, We have a FIX/FpML call scheduled for this Friday at 10:00 New York / 15:00 London. Would you like give a presentation of your proposal? Thanks. Robert Jim Northey wrote: > Andrew, > > We have a forum for this type of proposals, which is the FpML/FIX Working Group chaired by Robert Stowsky. > > And btw - you don't need to introduce yourself to us - we know you! I still remember the good conversations we had on a > conference call way back in 2002 on OTC equity derivatives. That was when Brian Lynn was very much involved. > > We are enthusiastic about reviewing your proposals and working with you. > > Best > Jim N > > > -----Original Message----- > From: andrew.p.parry@xxxxxxxxxxxx [mailto:andrew.p.parry@xxxxxxxxxxxx] > Sent: Wednesday, October 24, 2007 8:17 AM > To: jimn@xxxxxxxxxxxxxxx; kevinh@xxxxxxxxx > Subject: Proposed Submissions to FIX > > Jim / Kevin > > I intend submit the following to FIX, and would like your view on the > following business process scopes, and advice on submission format and > methods. Business documentation, encoding as FpML extensions, and worked > scenarios are already available > > #1 Extensions to FpML > > I am the author of a series of extension to FpML > > http://www.fpml.org/documents/extensions.html > > and have recently created version 2.1 which includes a simple interest > rate swap, which supports the CME specification. Adoption of this > extension by FIX would allow your membership to extend their approach of > using FpML product economics as required > > #2 Credit Event Notice Automation > > This is a three phase business process, which applies to credit > derivatives > > 2.1 Agree that a credit event has occurred > 2.2 Agree which credit derivative contracts are affected by the credit > event > 2.3 Agree the projected cash or physical settlement. Actual settlement is > not in scope > > #3 Amendment Quotation > > Many derivative contracts now have basket underlyers which are actively > managed during the life of the derivative contract, such as dynamic CDO, > where the names and notional amounts in the credit basket may be changed > > Regards > > Andrew Parry > +44 20 7325 1486 > Exotics and Hybrids Architecture > JP Morgan > > ----------------------------------------- > This communication is for informational purposes only. It is not > intended as an offer or solicitation for the purchase or sale of > any financial instrument or as an official confirmation of any > transaction. All market prices, data and other information are not > warranted as to completeness or accuracy and are subject to change > without notice. Any comments or statements made herein do not > necessarily reflect those of JPMorgan Chase & Co., its subsidiaries > and affiliates. > > This transmission may contain information that is privileged, > confidential, legally privileged, and/or exempt from disclosure > under applicable law. If you are not the intended recipient, you > are hereby notified that any disclosure, copying, distribution, or > use of the information contained herein (including any reliance > thereon) is STRICTLY PROHIBITED. Although this transmission and any > attachments are believed to be free of any virus or other defect > that might affect any computer system into which it is received and > opened, it is the responsibility of the recipient to ensure that it > is virus free and no responsibility is accepted by JPMorgan Chase & > Co., its subsidiaries and affiliates, as applicable, for any loss > or damage arising in any way from its use. 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EMTv1.zip
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FpMLExtensionsV21.zip
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Description: CENv22.zip