[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

FpML-IM-Custodian FW: FpML-MTF Added onBehalfOf

 
IM-Custodian WG,
 
As you may recall from earlier presentations, <onBehalfOf> is being added as a required element to FpML 5.0 trade notifications.  The FpML-MTF would like your opinion on whether it should be made optional, instead of required.
 
For background, please refer to slides 14-16 of the ppt and the message sample.
 
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

From: mtf@xxxxxxxx [mailto:mtf@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Thursday, September 03, 2009 6:49 AM
To: mtf@xxxxxxxx
Subject: FpML-MTF Added onBehalfOf

As discussed, I added the onBehalfOf element. See attached.
 
thx,
Marc

The information contained in either this email and, if applicable, the attachment, are confidential and are intended only for the recipient. The contents of either the email or the attachment may not be disclosed or used by anyone other than the addressee. If you are not the intended recipient(s), any use, disclosure, copying, or distribution is prohibited and may be unlawful. If you have received this communication in error, please notify us by e-mail at isda@xxxxxxxx <mailto:isda@xxxxxxxx> then delete the e-mail and all attachments and any copies thereof. This communication is part of an ISDA process and is not intended for unauthorized use or distribution.
 
--
 

This message and any attachments are confidential, proprietary, and may be privileged.  If this message was misdirected, Barclays Global Investors (BGI) does not waive any confidentiality or privilege.  If you are not the intended recipient, please notify us immediately and destroy the message without disclosing its contents to anyone.  Any distribution, use or copying of this e-mail or the information it contains by other than an intended recipient is unauthorized.  The views and opinions expressed in this e-mail message are the author's own and may not reflect the views and opinions of BGI, unless the author is authorized by BGI to express such views or opinions on its behalf.  All email sent to or from this address is subject to electronic storage and review by BGI.  Although BGI operates anti-virus programs, it does not accept responsibility for any damage whatsoever caused by viruses being passed.

Attachment: ExecutionAdvice.png
Description: ExecutionAdvice.png

Attachment: ExecutionAdviceRetracted.png
Description: ExecutionAdviceRetracted.png

<?xml version="1.0" encoding="UTF-8"?><!--
  == Copyright (c) 2002-2009. 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/documents/license
  -->
<executionAdvice xmlns="http://www.fpml.org/FpML-5/master"; xmlns:fpml="http://www.fpml.org/FpML-5/master"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; fpmlVersion="5-0" xsi:schemaLocation="http://www.fpml.org/FpML-5/master fpml-main.xsd http://www.w3.org/2000/09/xmldsig# xmldsig-core-schema.xsd">
<!--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:type="ContractCreated" 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"-->
<!--FpML xmlns="http://www.fpml.org/2005/FpML-4-2"; xmlns:fpml="http://www.fpml.org/2005/FpML-4-2"; xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance";  version="4-2" xsi:type="ContractCreated" xsi:schemaLocation="http://www.fpml.org/2005/FpML-4-2 ../../fpml-main-4-2.xsd" -->
	<header>
	<!--	<conversationId conversationIdScheme="http://www.imgr.com/schemes/conversation-id";>001</conversationId>-->
		<messageId messageIdScheme="http://www.imgr.com/schemes/message-id";>20090608100309789</messageId>
		<sentBy>IMGRUS6S</sentBy>
		<sendTo>CUSTUS3T</sendTo>
		<creationTimestamp>2009-06-08T10:03:09.000-08:00</creationTimestamp>
	</header>
	<isCorrection>false</isCorrection>
	<correlationId correlationScheme="http://www.imgr.com/schemes/correlation-id";>001</correlationId>
	<sequenceNumber>1</sequenceNumber>
	<onBehalfOf>
		<partyReference href="_fund"/>
	</onBehalfOf>
	<trade>
		<tradeHeader>
			<partyTradeIdentifier>
				<partyReference href="_fund"/>
				<versionedTradeId>
					<tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id";>CONTR2345</tradeId>
					<version>1</version>
				</versionedTradeId>
			</partyTradeIdentifier>
			<tradeDate>2009-06-08</tradeDate>
		</tradeHeader>
		<creditDefaultSwap>
			<productType>CDS</productType>
			<generalTerms>
				<effectiveDate>
					<unadjustedDate>2009-06-09</unadjustedDate>
					<dateAdjustments>
						<businessDayConvention>FOLLOWING</businessDayConvention>
						<businessCentersReference href="BCNYLO"/>
					</dateAdjustments>
				</effectiveDate>
				<scheduledTerminationDate>
				<!--	<adjustableDate>-->
						<unadjustedDate>2012-06-20</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>FOLLOWING</businessDayConvention>
							<businessCenters id="BCNYLO">
								<businessCenter>USNY</businessCenter>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
						</dateAdjustments>
				<!--	</adjustableDate>-->
				</scheduledTerminationDate>
				<sellerPartyReference href="_fund"/>
				<buyerPartyReference href="_broker"/>
				<referenceInformation>
					<referenceEntity>
						<entityName>0E69A8</entityName>
						<entityId entityIdScheme="http://www.fpml.com/spec/2003/entity-id-RED-1-0";>0E69A8</entityId>
					</referenceEntity>
					<referenceObligation>
						<bond>
							<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0";>US042735AL41</instrumentId>
						</bond>
						<primaryObligor>
							<entityName>ARW</entityName>
							<entityId entityIdScheme="http://www.imgr.com/schemes/entity-id";>ARW</entityId>
						</primaryObligor>
					</referenceObligation>
					<allGuarantees>true</allGuarantees>
					<referencePrice>87.4</referencePrice>
				</referenceInformation>
			</generalTerms>
			<feeLeg>
				<initialPayment>
					<payerPartyReference href="_fund"/>
					<receiverPartyReference href="_broker"/>
					<paymentAmount>
						<currency>USD</currency>
						<amount>387300.00</amount>
					</paymentAmount>
				</initialPayment>
				<periodicPayment>
					<paymentFrequency>
						<periodMultiplier>3</periodMultiplier>
						<period>M</period>
					</paymentFrequency>
					<firstPeriodStartDate>2009-03-20</firstPeriodStartDate>
					<firstPaymentDate>2009-06-20</firstPaymentDate>
					<rollConvention>20</rollConvention>
					<fixedAmountCalculation>
						<calculationAmount>
							<currency>USD</currency>
							<amount>70000000.00</amount>
						</calculationAmount>
						<fixedRate>0.023</fixedRate>
						<dayCountFraction>ACT/360</dayCountFraction>
					</fixedAmountCalculation>
				</periodicPayment>
			</feeLeg>
			<protectionTerms>
				<calculationAmount id="calculationAmount">
					<currency>USD</currency>
					<amount>70000000.00</amount>
				</calculationAmount>
				<creditEvents>
					<bankruptcy>true</bankruptcy>
					<failureToPay>
						<applicable>true</applicable>
						<paymentRequirement>
							<currency>USD</currency>
							<amount>1000000.00</amount>
						</paymentRequirement>
					</failureToPay>
					<obligationAcceleration>true</obligationAcceleration>
					<repudiationMoratorium>true</repudiationMoratorium>
					<restructuring>
						<applicable>true</applicable>
						<restructuringType>ModR</restructuringType>
					</restructuring>
					<creditEventNotice>
						<notifyingParty>
							<buyerPartyReference href="_broker"/>
						</notifyingParty>
						<publiclyAvailableInformation>
							<standardPublicSources>true</standardPublicSources>
							<specifiedNumber>2</specifiedNumber>
						</publiclyAvailableInformation>
					</creditEventNotice>
				</creditEvents>
				<obligations>
					<category>Bond</category>
					<notSubordinated>true</notSubordinated>
					<notDomesticCurrency>
						<applicable>true</applicable>
					</notDomesticCurrency>
					<notDomesticLaw>true</notDomesticLaw>
					<notDomesticIssuance>true</notDomesticIssuance>
				</obligations>
			</protectionTerms>
			<physicalSettlementTerms>
				<settlementCurrency>USD</settlementCurrency>
				<physicalSettlementPeriod>
					<businessDaysNotSpecified>true</businessDaysNotSpecified>
				</physicalSettlementPeriod>
				<deliverableObligations>
					<accruedInterest>false</accruedInterest>
					<category>Bond</category>
					<notSubordinated>true</notSubordinated>
					<specifiedCurrency>
						<applicable>true</applicable>
					</specifiedCurrency>
					<notDomesticLaw>true</notDomesticLaw>
					<notContingent>true</notContingent>
					<notDomesticIssuance>true</notDomesticIssuance>
					<transferable>true</transferable>
					<notBearer>true</notBearer>
				</deliverableObligations>
				<escrow>true</escrow>
			</physicalSettlementTerms>
		</creditDefaultSwap>
		<documentation>
			<masterConfirmation>
				<masterConfirmationType>ISDA2003StandardCreditNorthAmerican</masterConfirmationType>
				<masterConfirmationDate>2009-05-22</masterConfirmationDate>
			</masterConfirmation>
		</documentation>
	</trade>
	<party id="_fund">
		<partyId>IMGRUS6S</partyId>
		<partyName>INVEST MGR</partyName>
		<account id="_FUNDACCT">
			<accountId accountIdScheme="http://www.imgr.com/schemes/account-id";>FUND100</accountId>
		</account>
	</party>
	<party id="_broker">
		<partyId>BROKUS33</partyId>
		<partyName>BROKER 33</partyName>
	</party>
	<party id="_cust">
		<partyId>CUSTUS3T</partyId>
		<partyName>Custodian</partyName>
		<account id="_CUSTACCT">
			<accountId accountIdScheme="http://www.custodian.com/account-id";>98765</accountId>
		</account>
	</party>
</executionAdvice>

Attachment: fpml-msg.xsd
Description: fpml-msg.xsd

Attachment: Messaging Patterns - 20090604.ppt
Description: Messaging Patterns - 20090604.ppt