All, here is the *much awaited* proposal I put together for the Securities Lending model. I have tried to keep the model as close as possible to the repo one; hopefully the content model will be familiar enough for most of you. an example of sec vs fee (See attached file: repo_ex11_security_vs_fee_trade_created.xml) an example of sec versus security (See attached file: repo_ex15_security_vs_sec_trade_created.xml) and the modified schema (See attached file: fpml-repo.xsd) This model is, of course, completely up for discussion - I expect each and everyone of you to criticize it and tell me if it is solid or not. In the TBD list : - See what needs to be done to support collateral such as Letter of credit and other related assets - Verify that the minimum information required in the samples is really minimal ( are there things we need to remove, or make optional?) - See what refactorings we can do to share more components with the repo model ( at the moment, it is very much a cut'n'paste with local changes) regards -s J.P. Morgan Securities Ltd. Registered in England & Wales No. 2711006. Registered Office 125 London Wall, London, EC2Y 5AJ. JPMorgan Chase Bank, National Association. Organised under the laws of USA with limited liability. Main Office: 1111 Polaris Parkway, Columbus, Ohio 43240 USA. Registered as a branch in England & Wales branch No. BR000746. Registered Branch Office 125 London Wall, London EC2Y 5AJ. J.P. Morgan plc. Registered in England & Wales No. 248609. Registered Office 125 London Wall, London EC2Y 5AJ. J.P. Morgan Europe Limited. Registered in England & Wales No. 938937. Registered Office 125 London Wall, London EC2Y 5AJ. All authorised and regulated by the Financial Services Authority. This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities.
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repo_ex11_security_vs_fee_trade_created.xml
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repo_ex15_security_vs_sec_trade_created.xml
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fpml-repo.xsd
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