Date

01 Mar 2022

Attendees

Agenda

1) Use Case reminder

2) Where we are on our road map.

3) Open Action Items

4) JIRA Issues Review - https://jira.edmcouncil.org/projects/DER/issues/DER-10?filter=allopenissues

5) Todays content discussion.

6) For next week.

Proceedings:

Today we made some adjustments to the changes for SEC-162, including slight revisions to the definition of promissory note.

We then looked at DER-124. We need to be able to support commodity indexes, including those that reflect a basket of commodities as well as single commodities. The underlier for a commodity swap is typically an index rather than the commodity, and our model doesn't reflect that. In the case of something like gold, you might be able to trade bullion or an index that includes gold commodities and futures. Determined that we need to think through commodity swaps independently of this issue.

We also decided to include a high level equity swap class as well as equity volatility swap under DER-124. Between now and next week, Elisa will fill in the gaps for the remaining missing elements other than commodity swaps, and will raise a separate issue to address those, or, if that turns out to be unnecessary, will address them but review with everyone next week.

Note that Pete will be unavailable next week due to client commitments.

Decisions:

Action items

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