Fw: Questions on FPML mapping

[steven.x.golikov@xxxxxxxxxxxx]

Bhavik,

Jeff will not be available this month to help us work on the FPML mapping.
I need some assistance to understand how to represent some of the data
into FPML. Is there a time we can arrange to discuss these issues offline?

Thanks,
Steve

Steven Golikov
JP Morgan Chase - IB Technology – 4 New York Plaza, 16th floor, NY, NY 10004: (212) 623-2101
CMT Credit Origination | Loan Trading  steven.x.golikov@xxxxxxxxxxxx
----- Forwarded by Steven X Golikov/JPMCHASE on 01/07/2008 02:52 PM -----

Steven X Golikov/JPMCHASE

01/07/2008 02:19 PM

To	Jeffrey Studer/IL/ONE@JPMCHASE, John X Loizzo/JPMCHASE@JPMCHASE
cc	John M Weber/IL/ONE@JPMCHASE, Stuart Rhum/IL/ONE@JPMCHASE, bhavik.katira@xxxxxxxxx, Dawn Ternes/IL/ONE@JPMCHASE
Subject	Questions on FPML mapping

Hi John/Jeff,

I have created sample files for the
new FPML format for 4-4, however, the data provided in the Example Summary
v1 is not descriptive enough for me to populate the XML without explanation.
Could you assist mapping this data into
the XML correctly? Also, there are several notices that I am unsure about
how they are represented in FPML. Those need clarification from the working
group.

<- sample data

LENDER NOTICES    
               
               
               
   RELATIVE        EXAMPLE
       
               
               
               
        DATE        
          DATE
1.        ABR
Drawdown notice (same day cashflow)        
               1-Mon
               10/15/2007
       
2.        Conversion
to LIBOR Intent notice            
               
   1-Mon            
    10/15/2007        Not
sure what type of notice - needs clarification (sent email to Bhavik)
3.        LIBOR
rate set notice              
               
               
 2-Tues            
   10/16/2007        Not
sure what type of notice - needs clarification
4.        ABR
matrix rate change notice (no cashflow)        
               3-Weds
       10/17/2007        Not
sure what type of notice - needs clarification
        Conversion
from ABR to LIBOR (no notice or cashflow)        4-Thurs
       10/18/2007        Not
sure what type of notice - needs clarification
5.        Rollover
(Libor-to-Libor) Intent notice          
               
       8-Mon        
       10/22/2007        Not
sure what type of notice - needs clarification
6.        Rollover
(Libor-to-Libor) rate set & Interest pmt notice      
         9-Tue      
         10/23/2007    
   Not sure what type of notice - needs clarification
        Rollover
(Libor-to-Libor) interest cashflow (no notice sent)      
 11-Thurs        10/25/2007  
     Not sure what type of notice - needs clarification
7.        Breakfunding
fee request to lender            
               
   11-Thurs        10/25/2007
        
8. *        Lender
breakfunding fee response notice to agent        
       12-Fri        
       10/26/2007        
Not Applicable (response not handled)
9.        Breakfunding
fee payment notice (same day cashflow)        
       15-Mon        10/29/2007
       
10.        ABR
EOM Interest payment notice (same day cashflow)        18-Thurs
       11/1/2007        
11.        Payment
Notice (Interest & Principal)          
               
     36-Mon        11/19/2007
       
        Payment
interest and principal cashflow (no notice sent)        
       40-Fri        
       11/23/2007

Thank You,

Steven Golikov
JP Morgan Chase - IB Technology – 4 New York Plaza, 16th floor, NY, NY 10004: (212) 623-2101
CMT Credit Origination | Loan Trading  steven.x.golikov@xxxxxxxxxxxx

---

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Attachment: Example Summary v1.doc
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Attachment: JPM_Example1_DrawDownNotice.xml
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Attachment: JPM_Example10_InterestPaymentNotice.xml
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