FpML-IRD IRD-WG Call: Wednesday 17 June

[harry.mcallister@xxxxxxxxxxxxxxxxx]

All,

It is some time since the Interest Rates
Working Group has held a call, and in the interim a number of issues and
proposals have been raised which merit the group's attention.

In particular, I'd like the group to
make a decision on the recent proposals on support for digital cap/floors,
posted by DTCC and BNP Paribas.

I therefore propose to hold a call on
Wednesday 17 June, at the usual time of 0900 New York/1400 London.

I would be grateful if you could indicate
your availability for the call, and invite you to suggest any items you
would like to see on the agenda.

Best regards,
Harry McAllister

Chair, IRD-WG

Fixed Income Architecture
BNP Paribas
+44 20 7595 3416

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