11/02/2021 - Commodities Payout Terms Meeting Minutes

[astonGS]

Date

Thursday, 11/02/2021 - 11am ET / 4pm GMT

Untracked attendees

• Fullname, Affiliation, GitHub username

Meeting notices

• FINOS Project leads are responsible for observing the FINOS guidelines for running project meetings. Project maintainers can find additional resources in the FINOS Maintainers Cheatsheet.

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Agenda

• [ ] Convene & roll call (5mins)
• [ ] Display FINOS Antitrust Policy summary slide
• [ ] Review Meeting Notices (see above)
• [ ] Group Introductions
• [ ] Brief Recap of CDM Commodities Changes 2020
• [ ] Agree Working Group Target Deliverables

Discussion Points

• Brief recap of Commodities CDM developments from last year was given. The enhancements to the CDM model are expected to be release in to Rosetta imminently.
• Current ISDA CDM version in Legend Studio is slightly dated, aim to get model sync update before the next session.
• Group discussed roadmap items for the working group & agreed that 3 near term topic will be addressed:
  1. Asian Options
  2. Bullet/Vanilla European Options
  3. Option Strategies Representation

Action Items

• ISDA to give overview of the existing OptionPayout structure at the beginning of the next session which will form platform for identifying enhancements that need to be made to address the 3 topics above.

WebEx info

• Meeting link: https://finos.webex.com/finos/j.php?MTID=m67d73e1fc1592e699f3cf95d4627de8d
• Meeting number: 127 391 7484
• Password: JMrsuEmY376
• Call-in:
  • Join by video system: Dial 1273917484@finos.webex.com. You can also dial 173.243.2.68 and enter your meeting number.
  • Join by phone: +1-415-655-0003 US Toll | +44-20319-88141 UK Toll | Access code: 127 391 7484

[nigelcobb]

here

[agitana]

Hi!

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Untracked attendees

• Alessandro Versini / GS
• Jing Wu / GS

[TSanborn-ISDA]

hi

[iyermakova]

I am attending the call

[rvincentISDA]

On

[agitana]

Meeting minutes were approved at the February 18th meeting