FYI
-----Original Message-----
From: coord@xxxxxxxx [mailto:coord@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Monday, November 19, 2007 7:03 AM
To: coord@xxxxxxxx
Subject: RE: [fpml-coord] coordination call November 19
See attached materials for discussion point 2.
-----Original Message-----
From: coord@xxxxxxxx [mailto:coord@xxxxxxxx] On Behalf Of
andrew.p.parry@xxxxxxxxxxxx
Sent: Monday, November 19, 2007 4:08 AM
To: coord@xxxxxxxx
Subject: Re: [fpml-coord] coordination call November 19
Marc
I would like to add discussion around underlyers, further to discussion
point 1.
1.1 Loan WG work extends neither FpML:Product nor FpML:Underlyer. A
single
message type "LoanServicingNotification" is used with a choice group to
select the business process, which is the functional equivalent of not
using the messaging framework. See file "fpml-loan.xsd" in branch
"loan",
snapshot of schema directory attached
1.2 Commodity WG update.We have mixed equity / commodity baskets,
support
for commodity underlyers in public FpML would be welcome. Example asset
basket follows
i Index/Commodities Asset Weighting ("wi") Initial
Price
1 Index FTSE/Xinhua China 25 Index 1/2 www
2 Metals Copper 1/6 xxx
3 Zinc 1/6 yyy
4 Nickel 1/6 zzz
1.3 Basket nesting. We do not allow basket nesting at present, so we
cannot have a basket which contains a basket, and can only support cases
such as the above, where all baskets are "flattened"
1.4 Synthetic underlyers. These are underlyers whose payoff is
determined
by a formula, mutualFund is the closest present FpML type. How do other
group members handle synthetic underlyers and other private funds ?
Regards
Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan
"Marc Gratacos" <MGratacos@xxxxxxxx>
Sent by: coord@xxxxxxxx
16/11/2007 09:44
Please respond to
coord@xxxxxxxx
To
<coord@xxxxxxxx>
cc
Subject
[fpml-coord] coordination call November 19
All,
I propose to have a call on November 19 at 9:00 New York Time.
Agenda:
------------
1. Multiple exchange traded instrument proposal (See Proposal
Multiple exchangeId.zip and original e-mail below)
2. Cancellation of Contract events (I'll send materials in a
separate
e-mail)
3. AOB
Let me know if there are any items you would like to discuss.
INTERNATIONAL DIAL-IN: 617 801 9600
US DIAL-IN: 1 888 481 3032
UK: 0 800 904 7961
Participant Code: 751365
Best Regards,
-Marc
All,
In order to support Multiple Exchange Traded Instruments on an Equity
Index transaction, DTCC is proposing a change to the UnderlyingAsset
complexType that will allow the inclusion of more than 1 exchangeId.
The
following attachment contains a modified fpml-assest-4-3.xsd to allow
multiple exchanges, a modified EquityIndex file which contains multiple
exchangeId elements and supporting business proposal document
Best Regards,
Henri Pegeron
------------------------------------------------------------
The Depository Trust & Clearing Corporation
DTCC Deriv/SERV : Business Analysis & Design
55 Water Street - New York, NY 10041
Phone: + 1 (212) 855 1682
Fax: + 1 (212) 855 1020
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**************************************************[attachment
"Proposal_Multiple_exchangeId.zip" deleted by Andrew P Parry/JPMCHASE]
-----------------------------------------
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<?xml version="1.0" encoding="UTF-8"?>
<!--
== Copyright (c) 2002-2007. All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<FpML xmlns="http://www.fpml.org/2007/FpML-4-4"; xmlns:fpml="http://www.fpml.org/2007/FpML-4-4"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; version="4-4" xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-4 fpml-main.xsd http://www.w3.org/2000/09/xmldsig# xmldsig-core-schema.xsd" xsi:type="ContractMessageCancelled">
<header>
<messageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089235</messageId>
<sentBy partyIdScheme="http://www.jpmorgan.com/coding-scheme/party-id";>2902</sentBy>
<creationTimestamp>2006-11-03T09:01:00Z</creationTimestamp>
</header>
<cancelledMessageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089234</cancelledMessageId>
<contractReference>
<identifier>
<partyReference href="party1"/>
<versionedContractId>
<contractId contractIdScheme="http://www.jpmorgan.com/coding-scheme/contract-id";>CDI290204</contractId>
<version>2</version>
</versionedContractId>
</identifier>
<identifier>
<partyReference href="party2"/>
<versionedContractId>
<contractId contractIdScheme="http://www.partyA.com/coding-scheme/contract-id";>1234B6</contractId>
<version>2</version>
</versionedContractId>
</identifier>
</contractReference>
<party id="party1">
<partyId>PARTYJPMBICXXX</partyId>
<partyName>JP Morgan</partyName>
</party>
<party id="party2">
<partyId>PARTYABICXXX</partyId>
<partyName>Party A</partyName>
</party>
</FpML>
Attachment:
fpml-contract-notification.xsd
Description: fpml-contract-notification.xsd
Attachment:
Contract Message Cancelled.doc
Description: Contract Message Cancelled.doc
<?xml version="1.0" encoding="UTF-8"?>
<!--
== Copyright (c) 2002-2007. All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<FpML xmlns="http://www.fpml.org/2007/FpML-4-4"; xmlns:fpml="http://www.fpml.org/2007/FpML-4-4"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; version="4-4" xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-4 fpml-main.xsd http://www.w3.org/2000/09/xmldsig# xmldsig-core-schema.xsd" xsi:type="ContractMessageCancelled">
<header>
<messageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089235</messageId>
<sentBy partyIdScheme="http://www.jpmorgan.com/coding-scheme/party-id";>2902</sentBy>
<creationTimestamp>2006-11-03T09:01:00Z</creationTimestamp>
</header>
<cancelledMessageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089234</cancelledMessageId>
<contractReference>
<identifier>
<partyReference href="party1"/>
<versionedContractId>
<contractId contractIdScheme="http://www.jpmorgan.com/coding-scheme/contract-id";>CDI290204</contractId>
<version>2</version>
</versionedContractId>
</identifier>
<identifier>
<partyReference href="party2"/>
<versionedContractId>
<contractId contractIdScheme="http://www.partyA.com/coding-scheme/contract-id";>1234B6</contractId>
<version>2</version>
</versionedContractId>
</identifier>
</contractReference>
<messageType messageTypeScheme="http://www.fpml.org/tobedeveloped";>ContractPartialTerminaton</messageType>
<additionalData>
<![CDATA[ <FpML xmlns="http://www.fpml.org/2007/FpML-4-4"; xmlns:fpml="http://www.fpml.org/2007/FpML-4-4"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; version="4-4" xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-4 ../../fpml-main-4-4.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd" xsi:type="ContractPartialTermination">
<header>
<messageId messageIdScheme="http://www.jpmorgan.com/coding-scheme/message-id";>AGT234089234</messageId>
<sentBy partyIdScheme="http://www.jpmorgan.com/coding-scheme/party-id";>2902</sentBy>
<creationTimestamp>2006-11-03T09:01:00-05:00</creationTimestamp>
</header>
<termination>
<contractReference>
<identifier>
<partyReference href="party1"/>
<versionedContractId>
<contractId contractIdScheme="http://www.jpmorgan.com/coding-scheme/contract-id";>CDI290204</contractId>
<version>2</version>
</versionedContractId>
</identifier>
<identifier>
<partyReference href="party2"/>
<versionedContractId>
<contractId contractIdScheme="http://www.partyA.com/coding-scheme/contract-id";>1234B6</contractId>
<version>2</version>
</versionedContractId>
</identifier>
</contractReference>
<date>2006-11-03-05:00</date>
<effectiveDate>2006-12-03-05:00</effectiveDate>
<payment>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency>USD</currency>
<amount>8450</amount>
</paymentAmount>
</payment>
<changeInNotionalAmount>
<currency>USD</currency>
<amount>1000000</amount>
</changeInNotionalAmount>
<outstandingNotionalAmount>
<currency>USD</currency>
<amount>900000</amount>
</outstandingNotionalAmount>
</termination>
<party id="party1">
<partyId>PARTYJPMBICXXX</partyId>
<partyName>JP Morgan</partyName>
</party>
<party id="party2">
<partyId>PARTYABICXXX</partyId>
<partyName>Party A</partyName>
</party>
</FpML>]]>
</additionalData>
<party id="party1">
<partyId>PARTYJPMBICXXX</partyId>
<partyName>JP Morgan</partyName>
</party>
<party id="party2">
<partyId>PARTYABICXXX</partyId>
<partyName>Party A</partyName>
</party>
</FpML>