FpML Issues Tracker

1. A minority of business centers i.e. “AEAD, Settlement Day” and “AEAB, Business Day” currently have a description of “Abu Dhabi, Settlement Day (as defined in 2021 ISDA Definitions Section 2.1.9 (i))” or Abu Dhabi, Business Day (as defined in 2021 ISDA Definitions Section 2.1.9 (ii)). The section in the documentation since changed to 2.1.10. Thinking we should just have a generic description, without specifying the sub-section number of the documentation. e.g. (as defined in 2021 ISDA Definitions)
2.We would only do this for the codes which are clearly defining a business day or settlement day (like #1)
3. We wouldn’t change the description of business centers e.g. “HKHK” from “Hong Kong, Hong Kong” to “Hong Kong, Hong Kong (as defined in 2021 ISDA Definitions) (does not make sense)
4. Looks like there are 3 affected codes (in addition to the two in #1)
4.1) NYFD (New York Fed Business Day) “New York Fed Business Day (as defined in 2006 ISDA Definitions Section 1.9 and 2000 ISDA Definitions Section 1.9)” proposal to add “2021 ISDA Definitions” in the parenthesis
4.2) NYSE (New York Stock Exchange Business Day (as defined in 2006 ISDA Definitions Section 1.10 and 2000 ISDA Definitions Section 1.10) proposal to add “2021 ISDA Definitions” in the parenthesis
4.3) USGS (U.S. Government Securities Business Day (as defined in 2006 ISDA Definitions Section 1.11 and 2000 ISDA Definitions Section 1.11)

If no objections, will clarify the 5 affected codes above.