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FpML-REPO JPM FpML Repo Proposal - Helix Comments



The JPM proposal seems to cover most requirements of how to describe the trade…. But the assumption is that the trade message is sent to a second party, who needs to respond… thus….

 

[1] how does one create / cancel a trade?

[2] can one amend the trade or is this done by cancel/correct?

[3] is there a tie between a cancel and the new trade message?

[4] midlife events: how does one close an open repo – does this require a cancel/correct – or sending the original open with a ‘Forward Repo Transaction Leg’ added?

[5] what are the expected responses to the trade messages?

[6] how are errors in the trade message handled?

 

Thanks,

 

Regards,

 

John Singler

Jeff Stephens

Danny Moeller

Helix Financial Systems L.P.

Cantor Fitzgerald