[lyteck]

Dear Colin, first off my sincere apologies for the unacceptable delay in replying to your query.

Currently the scheme includes only a “Bespoke” code (definition: A Bespoke (custom) Master Agreement, including one-off agreements for transactions). There is no “Other” code that could be used. Was your suggestion to add “Other” so there could be a distinction between Other and Bespoke. The approach with FpML coding schemes is rather than creating an “other” bucket, new codes are added for new items for which a code doesn’t already exist (e.g. a new master agreement, a new business center…)

If I did not fully understand your question let’s reopen the dialogue if this is still an issue. Again sorry for the delay. If you have any more questions please revert back and we’ll make certain they are answered in a timely fashion.

Regards,
Lyteck / The FpML Team

[lyteck]

Hi David,

First off my sincere apologies for the unacceptable delay in replying to your query. Please find an answer.

In FpML you need to use a quote element with a measureType = “NPV”. Trade Repositories may have different codes e.g. the DTCC GTR has adopted different measure type codes (e.g. MTM or MarkToMarket) which submitters need to use.

Hope this helps and again sorry for the delay. If you have any more questions please revert back and we’ll make sure they are answered in a timely fashion going forward.

Regards,
Lyteck / The FpML Team

[lyteck]

Hi Joseph, my sincere apologies for the unacceptable delay in replying to your query. Please find some answers:

1. The trade source is the originator of the information about the trade. The SDR will not normally be cited in that block.

2. Each party typically reports the information known from their own perspective (as reporting party). If the other party’s information is known it could be included in a second partyTradeInformation.

3. Each party typically reports the information know from their own perspective (as reporting party). If the other party’s information is known it could be included in a second partyTradeInformation.

<partyTradeInformation>
<partyReference href=”party1″/>
<relatedParty>
<partyReference href=”arrangingBrokerA”/>
<role>ArrangingBroker</role>
</relatedParty>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href=”party2″/>
<relatedParty>
<partyReference href=”arrangingBrokerB”/>
<role>ArrangingBroker</role>
</relatedParty>
</partyTradeInformation>

4. It would be specified in the appropriate partyTradeInformation block for the party in question

The syntax with multiple related parties for a given party would look like:

…
<trade>
<tradeHeader>
<partyTradeIdentifier>
<!– UTI –>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href=”party1″/>
<relatedParty>
<partyReference href=”clearing-firm”/>
<role>ClearingFirm</role>
</relatedParty>
<relatedParty>
<partyReference href=”broker”/>
<role>ArrangingBroker</role>
</relatedParty>
<relatedParty>
<partyReference href=”venue”/>
<role>ExecutionFacility</role>
<relatedParty>
<relatedParty>
<partyReference href=”tr”/>
<role>TradeRepository</role>
</relatedParty>
…
</trade>
…

<party id=”party1″>
<partyId partyIdScheme=”http://www.fpml.org/coding-scheme/external/iso17442″>5493001RKR55V4X61F71</partyId>
</party>
<party id=”venue”>
<partyId partyIdScheme=”http://www.fpml.org/coding-scheme/external/iso17442″>549300IB5Q45JGNPND11</partyId&gt;
<!– unique counterparty identifier of Platform/Execution Facility –>
<partyName>SEFCo LLC</partyName>
</party>
…

Hope this helps and again sorry for the delay. If you have any more questions please revert back and we’ll make sure they are answered in a timely fashion.

Regards,
Lyteck / The FpML Team

• This reply was modified 5 years, 10 months ago by lyteck.
• This reply was modified 5 years, 10 months ago by lyteck.

[lyteck]

A recording of the webinar is available for viewing/download.

Please visit:

Webinar Recording: FpML to ANNA DSB JSON Generator

• This reply was modified 5 years, 10 months ago by lyteck.

[lyteck]

Reply 1

Testing 1 2 3

The FpML Team

[lyteck]

test message (to be deleted) June 29

adding to the thread hoping I get an email notification.

Harry, Arty, PLEASE LET ME KNOW IF YOU GET AN EMAIL: llynhiavu@isda.org

Thanks,
Lyteck

[lyteck]

test message (to be deleted) June 22

adding to the thread hoping I get an email notification.

HARRY (and others) PLEASE LET ME KNOW IF YOU GET AN EMAIL: llynhiavu@isda.org

Thanks,
Lyteck

[lyteck]

test message (to be deleted) June 13

adding to the thread hoping I get an email notification.

HARRY PLEASE REPLY IF YOU GET AN EMAIL.

Lyteck

[lyteck]

test message (to be deleted) June 8

adding to the thread hoping I get an email notification

Lyteck

[lyteck]

The BusinessDayConventionEnum enumeration indeed does not include that value. Can you please paste the email chain here?

[lyteck]

Hello Averil: Repurchase agreements (repos) are currently being discussed by the FpML Securities Working Group for publication in the next version 5.8. I suggest you you sign in to the group to participate in the discussions and get access to early draft implementations. http://www.fpml.org/lists/?p=subscribe&id=38 Regards, Lyteck

[lyteck]

Averyl: Don’t look too much into that particular wording. If your date is agreed and known simply use the adjusted date. However way it is determined using a calendar, holidays etc… For the unadjusted date, when the swap comes to maturity 30 years from now they may institute August 1 as a holiday. Who knows. So calendars can change during the life of the contract. Regards, Lyteck [Would you please post your recent posts in the technical & implementation questions forum. You might get broader audience there. We are planning to discontinue this 5.0 forum. Even though old posts will remain accessible for viewing and answering]

[lyteck]

Hi, the FpML schemas are available for download from http://www.fpml.org/spec/ For example, the current 5.7 TR schemas links are: http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/confirmation-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/recordkeeping-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/pretrade-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/recordkeeping-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/legal-5-7_xml.zip When you open the zip files, you will see the .xsd files which can be opened with XML Spy, oXygen, or any other XML editor. *** please only post the question once, in one forum. thanks *** Regards, Lyteck

[lyteck]

Hi, the FpML schemas are available for download from http://www.fpml.org/spec/ For example, the current 5.7 TR schemas links are: http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/confirmation-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/recordkeeping-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/pretrade-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/recordkeeping-5-7_xml.zip http://www.fpml.org/spec/fpml-5-7-4-tr-1/xml/legal-5-7_xml.zip When you open the zip files, you will see the .xsd files which can be opened with XML Spy, oXygen, or any other XML editor. Regards, Lyteck

[lyteck]

Hi in the requestConfirmation, whitin the tradeHeader, there is a partyTradeInformation structure which contains regulatory / surveillance fields, please take a look. Regards, Lyteck ISDA

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