available-samples.dtcc-samples.CDS_MSG.xml Maven / Gradle / Ivy
<?xml version="1.0" encoding="UTF-8"?>
<nonpublicExecutionReport xmlns="http://www.fpml.org/FpML-5/recordkeeping" fpmlVersion="5-5"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping /../xmls/SDR/recordkeeping/fpml-main-5-5.xsd">
<header>
<messageId messageIdScheme="www.submittingparty.com/msg_id"
>MSG123</messageId>
<sentBy messageAddressScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>DEMOSUB1</sentBy>
<sendTo>DTCCUS</sendTo>
<sendTo>DTCCEU</sendTo>
<creationTimestamp>2018-04-24T12:14:58Z</creationTimestamp>
<implementationSpecification>
<version implementationSpecificationVersionScheme="http://www.dtcc.com"
>CA3.0CD3.0</version>
</implementationSpecification>
</header>
<isCorrection>false</isCorrection>
<onBehalfOf>
<partyReference href="Party1"/>
</onBehalfOf>
<onBehalfOf>
<partyReference href="Party2"/>
</onBehalfOf>
<originatingEvent>Trade</originatingEvent>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.dtcc.com/internal_Referenceid"
>TESTINT1</tradeId>
<tradeId tradeIdScheme="http://www.dtcc.com/tri">20180424.0030030051</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.dtcc.com/internal_Referenceid"
>TESTINT1-10686</tradeId>
<tradeId tradeIdScheme="http://www.dtcc.com/tri">20180424.0030030051</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<issuer
issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier"
>USIPREFIX</issuer>
<tradeId
tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
>TESTUSI</tradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="Submitter"/>
<relatedParty>
<partyReference href="Party1"/>
<role>Counterparty</role>
</relatedParty>
<relatedParty>
<partyReference href="Party2"/>
<role>ReportingParty</role>
</relatedParty>
<relatedParty>
<partyReference href="Submitter"/>
<role>TradeSource</role>
</relatedParty>
<category categoryScheme="http://www.dtcc.com/intragroup">false</category>
<category categoryScheme="http://www.dtcc.com/compressed_trade">false</category>
<category categoryScheme="http://www.dtcc.com/inter-affiliate">false</category>
<executionDateTime>2018-04-24T12:14:58Z</executionDateTime>
<timestamps>
<confirmed>2018-04-24T12:14:58Z</confirmed>
</timestamps>
<intentToClear>false</intentToClear>
<clearingStatus>false</clearingStatus>
<executionVenueType>OffFacility</executionVenueType>
<verificationMethod>Electronic</verificationMethod>
<confirmationMethod>Electronic</confirmationMethod>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="Party1"/>
<relatedParty>
<partyReference href="BeneficiaryId1"/>
<role>Beneficiary</role>
</relatedParty>
<relatedParty>
<partyReference href="BranchId1"/>
<role>Branch</role>
</relatedParty>
<category categoryScheme="http://www.dtcc.com/trading_capacity">Principal</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/party-roles/emir-buyer-seller"
>S</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/report-details/emir-level"
>T</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/trade-details/esma-delivery-type"
>Physical</category>
<category categoryScheme="http://www.dtcc.com/coding-scheme/coupon-type"
>Fixed</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/trade-details/emir-collateral-portfolio"
>N</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/product-classification/esma-mandatory-clearable-product"
>ESMA-X</category>
<collateralizationType>Uncollateralized</collateralizationType>
<reportingRegime>
<name>DoddFrank</name>
<reportingPurpose>Confirm</reportingPurpose>
</reportingRegime>
<reportingRegime>
<supervisorRegistration>
<supervisoryBody>GTR</supervisoryBody>
</supervisorRegistration>
<reportingRole>ReportingParty</reportingRole>
<reportingPurpose>Confirm</reportingPurpose>
</reportingRegime>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="Party2"/>
<relatedParty>
<partyReference href="ExecutionAgent2"/>
<role>ExecutionAgent</role>
</relatedParty>
<relatedParty>
<partyReference href="BeneficiaryId2"/>
<role>Beneficiary</role>
</relatedParty>
<relatedParty>
<partyReference href="ExecutionVenue2"/>
<role>ExecutionFacility</role>
</relatedParty>
<category categoryScheme="http://www.dtcc.com/trading_capacity">Principal</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/party-roles/emir-buyer-seller"
>B</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/report-details/emir-level"
>T</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/party-roles/emir-nature-of-reporting-counterparty"
>F</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/trade-details/esma-delivery-type"
>Physical</category>
<category categoryScheme="http://www.dtcc.com/coding-scheme/coupon-type"
>Fixed</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/trade-details/emir-collateral-portfolio"
>N</category>
<category
categoryScheme="http://www.dtcc.com/coding-scheme/external/product-classification/esma-mandatory-clearable-product"
>ESMA-X</category>
<collateralizationType>Uncollateralized</collateralizationType>
<reportingRegime>
<name>DoddFrank</name>
<reportingPurpose>Confirm</reportingPurpose>
</reportingRegime>
<reportingRegime>
<supervisorRegistration>
<supervisoryBody>GTR</supervisoryBody>
</supervisorRegistration>
<reportingRole>ReportingParty</reportingRole>
<reportingPurpose>Confirm</reportingPurpose>
</reportingRegime>
<reportingRegime>
<supervisorRegistration>
<supervisoryBody>ESMA</supervisoryBody>
</supervisorRegistration>
<reportingRole>ReportingParty</reportingRole>
<reportingPurpose>Confirm</reportingPurpose>
<entityClassification
entityClassificationScheme="http://www.fpml.org/coding-scheme/entity-classification"
>Financial</entityClassification>
<actionType actionTypeScheme="http://www.fpml.org/coding-scheme/action-type"
>N</actionType>
</reportingRegime>
</partyTradeInformation>
<tradeDate>2018-04-24</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<primaryAssetClass>Credit</primaryAssetClass>
<productType
productTypeScheme="http://www.dtcc.com/coding-scheme/external/product-classification/emir-seniority"
>SNDB</productType>
<productType
productTypeScheme="http://www.dtcc.com/coding-scheme/external/product-classification/emir-contract-type"
>SW</productType>
<productType
productTypeScheme="http://www.fpml.org/coding-scheme/external/product-classification/iso10962"
>SCUCCA</productType>
<productType
productTypeScheme="http://www.dtcc.com/coding-scheme/external/product-classification/emir-tranched-product"
>Untranched</productType>
<productId
productIdScheme="http://www.fpml.org/coding-scheme/external/unique-product-identifier"
>Credit:SingleName:Corporate:StandardEuropeanCorporate</productId>
<productId
productIdScheme="http://www.dtcc.com/coding-scheme/external/underlying-id/ISIN"
>FR0011965177</productId>
<generalTerms>
<effectiveDate>
<unadjustedDate>2018-04-25</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2023-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="Party2"/>
<sellerPartyReference href="Party1"/>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
<referenceInformation>
<referenceEntity>
<entityName entityNameScheme="http://www.fpml.org/spec/2003/entity-name-RED"
>AIR FRANCE - KLM</entityName>
<entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED"
>009A2AAA2</entityId>
<entityId
entityIdScheme="http://www.dtcc.com/coding-scheme/external/emir-reference-entity"
>969500AQW31GYO8JZD66</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId
instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-RED-pair"
>009A2AAA2</instrumentId>
<instrumentId
instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN"
>FR0011965177</instrumentId>
</bond>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<initialPayment>
<payerPartyReference href="Party1"/>
<receiverPartyReference href="Party2"/>
<adjustablePaymentDate>2018-04-27</adjustablePaymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/ext/iso4217">EUR</currency>
<amount>20662.6100</amount>
</paymentAmount>
</initialPayment>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPeriodStartDate>2018-03-20</firstPeriodStartDate>
<firstPaymentDate>2018-06-20</firstPaymentDate>
<fixedAmountCalculation>
<fixedRate>.0500000000</fixedRate>
<dayCountFraction>Actual/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="calculationAmount">
<currency>EUR</currency>
<amount>125000.0000</amount>
</calculationAmount>
<creditEvents>
<restructuring>
<applicable>true</applicable>
</restructuring>
</creditEvents>
</protectionTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentParty>AsSpecifiedInMasterAgreement</calculationAgentParty>
</calculationAgent>
<calculationAgentBusinessCenter>GBLO</calculationAgentBusinessCenter>
<documentation xmlns="http://www.fpml.org/FpML-5/recordkeeping">
<masterAgreement>
<masterAgreementType
masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"
>ISDA</masterAgreementType>
<masterAgreementVersion
masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"
>1992</masterAgreementVersion>
<masterAgreementDate>2014-10-15</masterAgreementDate>
</masterAgreement>
<contractualMatrix>
<matrixType matrixTypeScheme="http://www.fpml.org/coding-scheme/matrix-type"
>CreditDerivativesPhysicalSettlementMatrix</matrixType>
<matrixTerm
matrixTermScheme="http://www.fpml.org/coding-scheme/credit-matrix-transaction-type"
>StandardEuropeanCorporate</matrixTerm>
</contractualMatrix>
</documentation>
</trade>
<quote>
<value>0.05000000</value>
<measureType>PriceNotation</measureType>
<quoteUnits>PercentageInDecimals</quoteUnits>
</quote>
<quote>
<value>1</value>
<measureType>PriceMultiplier</measureType>
</quote>
<quote>
<value>125000.00000</value>
<measureType>QuantityEMIR</measureType>
<quoteUnits>KW</quoteUnits>
</quote>
<party id="Party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>BENE0456</partyId>
<country>USA</country>
<region>nonEEA</region>
<organizationType>SD</organizationType>
<contactInfo>
<address><country>US</country></address>
</contactInfo>
</party>
<party id="Party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>BENE0123</partyId>
<classification
industryClassificationScheme="http://www.fpml.org/coding-scheme/regulatory-corporate-sector"
>UCITS</classification>
<country>Non-USA</country>
<region>EEA</region>
<organizationType>non-SD/MSP</organizationType>
<businessUnit id="Branch2">
<name>Branch</name>
<country>LUX</country>
</businessUnit>
</party>
<party id="Submitter">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>DEMOSUB1</partyId>
</party>
<party id="ExecutionAgent2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>EXECAG1</partyId>
</party>
<party id="BeneficiaryId1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>BENE0456</partyId>
</party>
<party id="BeneficiaryId2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>BENE0123</partyId>
</party>
<party id="BranchId1">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362">CHASGB2L</partyId>
</party>
<party id="ExecutionVenue2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/mifir/extension-iso10383"
>XXXX</partyId>
</party>
</nonpublicExecutionReport> © 2015 - 2025 Weber Informatics LLC | Privacy Policy