FpML Issues Tracker

Summary

Please add the following 2 codes to the master confirmation type scheme and update the description for an existing code:

New Codes:

Code: DJ.CDX.EM Desc: Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Master Confirmation.

Code: DJ.CDX.EM.DIV Desc: Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Diversified Master Confirmation.

Amend the description for the existing 'DJ.CDX.NA' code to include reference to the CDX Crossover (XO) index. So the description for 'DJ.CDX.NA' should read:

Used for CDS Index trades executed under the Dow Jones CDX Master Confirmation that covers both CDX.NA.IG, CDX.NA.HY and CDX.NA.XO.

Guy Gurden Head of Product Development SwapsWire