[This message was posted by Dean Kauffman of TradeWeb LLC <[email protected]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/493f9066 - PLEASE DO NOT REPLY BY MAIL.]
1) I suggest using slightly different terminology than "percent-of-par" which collides with fixed income. How about "percent of par of underlying" and require PriceType with that value. 2) The examples needs CpnRt(223) to be FIXed to ".02" and ".0155". > The Global Technical Committee has reviewed and preliminary approved the > Cleared Credit Default Swap proposal submitted by the CME. The document > now enters a 15 day public comment period in which public review and > feedback is encouraged. Once the Public Comment period closes, the > Global Technical Governance Board will meet to review public comments > before final approval. > > Please post feedback, comments, and questions as replies to this > discussion thread. > > A link to the proposal can be found at http://www.fixprotocol.org/docum- > ents/4282/FIX%20Gap%20Analysis%20Support%20for%20CME%20Cleared%20Credit- > %20Default%20Swaps_v03.doc > > The public comment period ends on January 6, 2009. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
