FpML Issues Tracker

Summary

There are a number of contractual supplements being used in the latest version of the ISDA Physical Settlement Matrix that are not covered in the contractual supplement scheme.

One of these is an election and so will definitely need to be passed in a messge supporting the confirmation of trades under the matrix. The applicabliltty of the other two is dictated by the matrix, but they probably ought to be made available for completeness and for people doing long form confirmations.

The supplements in question are:

1) Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations (December 21, 2005) --> http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=85

2) Additional Provisions for LPN Reference Entities (October 3, 2006) --> http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=232

3) Additional Provisions for a Secured Deliverable Obligation Characterictic (June 16, 2006) --> http://www.isda.org/cgi-bin/_isdadocsdownload/download.asp?DownloadID=223

Possible scheme values that are in keeping with the current scheme values:

1) "ISDA2003CreditArgentineRepublic" - "Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations dated December 21, 2005."

2) "ISDA2003LPNReferenceEntities" - "Additional Provisions for LPN Reference Entities dated October 3, 2006."

3) "ISDA2003SecuredDeliverableObligationCharacteristic" - "Additional Provisions for Secured Deliverable Obligation Characteristic dated June 16, 2006."