FpML-IM-Custodian Technical Teleconference 2009-04-22

WG members,

Apologies for the late reminder. A technical call is scheduled for today Wed Apr- 22 at 12pm Eastern. Call number details:

US: 888 481 3032

Non US: 617 801 9600

Code: 28413758

The tentative agenda is below. Please forward any suggestions.

Credit Default Swap upfront payments

Rehash of current ideas for representation of upfront payments.

Bilateral amendment messages

Business need.

Contract update messages for non-trading events.

Addresses non-trading events such as defaults on constituents of a CDS Index, the resulting factor change and payment.
Idea raised in FpML Modeling Task Force.
Proposed to be generic, probably containing the FpML contract representation. It's use could then be extended for usage in other non-trading events.

Trade vs Contract in FpML 5.x

The FpML MTF will review its work to make the migration as smooth as possible, especially around conversationID, contract ids, and versions.

AOB

Thanks,

Lucio Iida
Principal
Design and Development Technologist

TEL 415 597 2288
CELL 415 717 9261
FAX 415 618 1667
lucio.iida@xxxxxxxxxxxxxxxxxx

Barclays Global Investors 400 Howard Street San Francisco, CA 94105

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