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FpML-RPTWG FW: Resending Reporting: aggregate notional by tenor and by counterparty type



Resending the files. Please rename them to .xml instead of .fpml

 

Let me know if this doesn't work.

 

From: owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Monday, November 16, 2009 11:04 AM
To: 'rptwg@xxxxxxxx'
Subject: FpML-RPTWG Reporting: aggregate notional by tenor and by counterparty type

 

Please see attached a couple of examples: one for aggregate notional reporting by tenor and another one by counterparty type. This is based on the requirements from the ISDA Rates Repository group (I don't have permission to distribute them yet). I am not sure we have enough information about it but this is a first try to model them.

  

Thanks and Regards,

Marc

 


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The information contained in either this email and, if applicable, the attachment, are confidential and are intended only for the recipient. The contents of either the email or the attachment may not be disclosed or used by anyone other than the addressee. If you are not the intended recipient(s), any use, disclosure, copying, or distribution is prohibited and may be unlawful. If you have received this communication in error, please notify us by e-mail at isda@xxxxxxxx <mailto:isda@xxxxxxxx> then delete the e-mail and all attachments and any copies thereof. This communication is part of an ISDA process and is not intended for unauthorized use or distribution.

Attachment: reporting_aggregate_notional_by_counterparty_type.fpml
Description: reporting_aggregate_notional_by_counterparty_type.fpml

Attachment: reporting_aggregate_notional_by_tenor.fpml
Description: reporting_aggregate_notional_by_tenor.fpml