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Hi Mike,
What would be the additional confirmation data fields needed for fully funded CFD's?
Thanks in advance,
Marc
From: im-custodian@xxxxxxxx [im-custodian@xxxxxxxx] On Behalf Of Dever, Michael J [mjdever@xxxxxxxxxxxxxxx] Sent: Wednesday, February 10, 2010 9:47 PM To: im-custodian@xxxxxxxx Cc: Sheridan, Michael Subject: RE: FpML-IM-Custodian CFD example This is good for least Margin CFD’s
Questions 1. CFD’s trade on Margin and Fully Funded. How does FpML plan to categorize the two different trading styles of CFD? a. Fully Funded acts more like an equity then a true ‘Margin’ Trading Security 2. In the valuation section do they have place holders for the total notional amount (local) and total notional amount settle? Michael Dever
The information contained in this email and any attachments have been classified as limited access and/or privileged State Street information/communication and is intended solely for the use of the named addressee(s). If you are not an intended recipient or a person responsible for delivery to an intended recipient, please notify the author and destroy this email. Any unauthorized copying, disclosure, retention or distribution of the material in this email is strictly forbidden From: im-custodian@xxxxxxxx [mailto:im-custodian@xxxxxxxx] On Behalf Of Marc Gratacos Sent: Thursday, January 28, 2010 1:08 PM To: eqdwg@xxxxxxxx Cc: im-custodian@xxxxxxxx Subject: FpML-IM-Custodian CFD example ISITC (http://www.isitc.org/) had some questions about the support of CFDs in FpML. Goldmans Sachs has
been successfully using the equity swap model to represent them internally. Shabbir Irfani kindly sent us an example. I updated it based on the current version of the schema. See attached. Let me know if there is any objection to publish this in the next release
as part of the equity swap examples.
Thanks and Regards,
Marc
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