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Additional Files and Notes for Today

To: loanwg@xxxxxxxx
Subject: Additional Files and Notes for Today
From: bhavik.katira@xxxxxxxxx
Date: Tue, 4 Dec 2007 09:44:55 -0500
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I have attached the following documents for todays meeting:

1. GS examples of notices (extracted from ZIP file).

2. Andrew Parry's document which outlined some pointers for the Loan schema.

3. DTCC feedback on the point of a single notice base type:

"On the last Loans WG call, DTCC had a take away to clarify our position on the topic of notice types and message content. Here is our analysts' (Henri Pegeron) write up on the topic.

DTCC supports the limited usage of xsi:type in which a small number of xsi message types are defined to support a large number of distinct Notice types. For example, xsi:type="LoanServicingNotification" as the defined Message type with distinct underlying elements for each type of notice such as <drawdownNotice>, <interestPaymentNotice>, etc. In this way, a generic messaging type can be used to carry a large number of individual messaging components (or even multiple components). If we begin to define very explicit xsi:types, the uses become less flexible and potentially limiting for implementation."

FYI:

Approximate Dates

Third Working Draft: 14 December 2007

Final Working Draft: 28 December 2007

Release: 25 January 2008

<?xml version="1.0" encoding="UTF-8"?>

<FpML xmlns="http://www.fpml.org/2007/FpML-4-4"; version="4-4" xsi:type="LoanServicingNotification" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-4 file:///Z:/FpML/fpml-main-4-4.xsd">
  <header>
    <messageId messageIdScheme="GSPrivate">2558848187</messageId>
    <sentBy partyIdScheme="http://www.fpml.org/ext/iso9362";>GSANDCOUS33XX</sentBy>
    <sendTo partyIdScheme="http://www.fpml.org/ext/iso9362";>NOT_FOUND_RECIPIENT</sendTo>
    <creationTimestamp>2007-11-26T22:53:53.0Z</creationTimestamp>
  </header>
  <interestPaymentNotice>
    <eventId eventIdScheme="GSPrivate">GS8424725</eventId>
    <noticeDate>2007-11-01</noticeDate>
    <agentBankPartyReference href="agentBankParty"/>
    <borrowerPartyReference href="borrowerParty"/>
    <lenderPartyReference href="lenderParty"/>
    <dealIdentifier>
      <dealId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0";>9876543</dealId>
      <dealName>XYZ Corp</dealName>
      <creditAgreementDate>2006-10-04</creditAgreementDate>
    </dealIdentifier>
    <facilityIdentifier>
      <facilityId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0";>1234567</facilityId>
      <facilityName>XYZ Corp Revolver</facilityName>
      <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
      <originalCommitmentAmount>60000000.00</originalCommitmentAmount>
    </facilityIdentifier>
    <loanContractIdentifier>
      <partyContractIdentifier>
        <partyReference href="agentBankParty"/>
        <contractId contractIdScheme="GSPrivate">170806</contractId>
      </partyContractIdentifier>
      <originalAmount>
        <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
        <amount>0.00</amount>
      </originalAmount>
      <maturityDate>2007-01-05</maturityDate>
    </loanContractIdentifier>
    <interestPayment>
      <calculationMethod>FacilityPosition</calculationMethod>
      <paymentDate>2007-01-05</paymentDate>
      <amount>
        <globalAmount>
          <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
          <amount>6759.72</amount>
        </globalAmount>
        <shareAmount>
          <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
          <amount>112.66</amount>
        </shareAmount>
      </amount>
    </interestPayment>
    <interestAccrualSchedule>
      <interestRatePeriod>
        <rateFixingDate>2006-12-01</rateFixingDate>
        <startDate>2006-12-05</startDate>
        <endDate>2007-01-05</endDate>
        <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index-2-0";>LIBOR</floatingRateIndex>
        <interestRate>2.5</interestRate>
        <margin>5.35</margin>
        <allInRate>7.85</allInRate>
        <interestDayBasis dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction-2-1";>ACT/360</interestDayBasis>
        <tenor>
          <periodMultiplier>1</periodMultiplier>
          <period>M</period>
        </tenor>
      </interestRatePeriod>
      <lenderLoanContractPeriod>
        <startDate>2006-12-05</startDate>
        <endDate>2007-01-05</endDate>
        <shareLoanContractAmount>
          <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
          <amount>16666.67</amount>
        </shareLoanContractAmount>
      </lenderLoanContractPeriod>
      <interestAccrualPeriod>
        <startDate>2006-12-05</startDate>
        <endDate>2007-01-05</endDate>
        <shareLoanContractAmount>
          
          <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
          <amount>16666.67</amount>
        </shareLoanContractAmount>
        <shareInterestAccrualAmount>
          <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
          <amount>112.66</amount>
        </shareInterestAccrualAmount>
      </interestAccrualPeriod>
    </interestAccrualSchedule>
  </interestPaymentNotice>
  <party id="agentBankParty">
    <partyId partyIdScheme="http://www.fpml.org/ext/iso9362";>GSANDCOUS33XX</partyId>
    <partyName>Goldman Sachs Group, Inc</partyName>
  </party>
  <party id="borrowerParty">
    <partyId partyIdScheme="http://www.fpml.org/ext/iso9362";>13579 </partyId>
    <partyName>XYZ Corp</partyName>
  </party>
  <party id="lenderParty">
    <partyId partyIdScheme="http://www.fpml.org/ext/iso9362";>NOT_FOUND_RECIPIENT</partyId>
    <partyName>Lender Foo</partyName>
  </party>
</FpML>

<?xml version="1.0" encoding="UTF-8"?>

<FpML xmlns="http://www.fpml.org/2007/FpML-4-4"; version="4-4" xsi:type="LoanServicingNotification" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"; xsi:schemaLocation="http://www.fpml.org/2007/FpML-4-4 file:///Z:/FpML/fpml-main-4-4.xsd">
  <header>
    <messageId messageIdScheme="GSPrivate">3493790364</messageId>
    <sentBy partyIdScheme="http://www.fpml.org/ext/iso9362";>GSANDCOUS33XX</sentBy>
    <sendTo partyIdScheme="http://www.fpml.org/ext/iso9362";>NOT_FOUND_RECIPIENT</sendTo>
    <creationTimestamp>2007-11-30T20:21:28.9Z</creationTimestamp>
  </header>
  <repaymentNotice>
    <eventId eventIdScheme="GSPrivate">GS8424726</eventId>
    <noticeDate>2007-11-01</noticeDate>
    <agentBankPartyReference href="agentBankParty"/>
    <borrowerPartyReference href="borrowerParty"/>
    <lenderPartyReference href="lenderParty"/>
    <dealIdentifier>
      <dealId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0";>9876543</dealId>
      <dealName>XYZ Corp</dealName>
      <creditAgreementDate>2006-10-04</creditAgreementDate>
    </dealIdentifier>
    <facilityIdentifier>
      <facilityId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0";>1234567</facilityId>
      <facilityName>XYZ Corp Revolver</facilityName>
      <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
      <originalCommitmentAmount>60000000.00</originalCommitmentAmount>
    </facilityIdentifier>
    <repayment>
      <facilityRepayment>
        <refusalAllowed>false</refusalAllowed>
        <adjustsCommitment>false</adjustsCommitment>
        <repaymentDate>2007-01-05</repaymentDate>
        <amount>
          <globalAmount>
            <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
            <amount>1000000.00</amount>
          </globalAmount>
          <shareAmount>
            <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
            <amount>166666.67</amount>
          </shareAmount>
        </amount>
      </facilityRepayment>
      <loanContractRepayment>
        <loanContractIdentifier>
          <partyContractIdentifier>
            <partyReference href="agentBankParty"/>
            <contractId contractIdScheme="GSPrivate">170806</contractId>
          </partyContractIdentifier>
          <originalAmount>
            <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
            <amount>0.00</amount>
          </originalAmount>
          <maturityDate>2007-01-05</maturityDate>
        </loanContractIdentifier>
        <amount>
          
          <globalAmount>
            
            <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
            <amount>1000000.00</amount>
          </globalAmount>
          <shareAmount>
            
            <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
            <amount>166666.67</amount>
          </shareAmount>
        </amount>
        <interestPaidWithRepayment>PayedOnShareAmount</interestPaidWithRepayment>
      </loanContractRepayment>
    </repayment>
    <facilityPosition>
      <commitmentAmount>
        <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
        <amount>60000000.00</amount>
      </commitmentAmount>
      <loanContractPosition>
        <loanContractIdentifier>
          
          <partyContractIdentifier>
            
            <partyReference href="agentBankParty"></partyReference>
            <contractId contractIdScheme="GSPrivate">170806</contractId>
          </partyContractIdentifier>
          <originalAmount>
            
            <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
            <amount>0.00</amount>
          </originalAmount>
          <maturityDate>2007-01-05</maturityDate>
        </loanContractIdentifier>
        <loanContractAmount>
          <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15";>USD</currency>
          <amount>0.00</amount>
        </loanContractAmount>
      </loanContractPosition>
    </facilityPosition>
  </repaymentNotice>
  <party id="agentBankParty">
    <partyId partyIdScheme="http://www.fpml.org/ext/iso9362";>GSANDCOUS33XX</partyId>
    <partyName>Goldman Sachs Group, Inc</partyName>
  </party>
  <party id="borrowerParty">
    <partyId partyIdScheme="http://www.fpml.org/ext/iso9362";>13579 </partyId>
    <partyName>XYZ Corp</partyName>
  </party>
  <party id="lenderParty">
    <partyId partyIdScheme="http://www.fpml.org/ext/iso9362";>NOT_FOUND_RECIPIENT</partyId>
    <partyName>Lender Foo</partyName>
  </party>
</FpML>

Attachment: LoanCommentV10.doc
Description: MS-Word document

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