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    • available-samples.lch-samples.ClearLink-requestClearingTESTTRADE072.xml Maven / Gradle / Ivy

    There is a newer version: 6.0.0-dev.89
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    <?xml version="1.0" encoding="UTF-8"?>
<requestClearing xmlns="http://www.fpml.org/FpML-5/confirmation" fpmlVersion="5-7">
	<header>
		<messageId messageIdScheme="http://xsd.swapclear.com/coding-scheme/click/message-id">783871</messageId>
		<sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">SEF1</sentBy>
		<sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo>
		<creationTimestamp>2019-12-18T16:55:35.899Z</creationTimestamp>
	</header>
	<isCorrection>false</isCorrection>
	<correlationId correlationIdScheme="http://SEF1/correlation-id">26516</correlationId>
	<sequenceNumber>1</sequenceNumber>
	<trade>
		<tradeHeader xmlns:ns2="http://www.w3.org/2000/09/xmldsig#">
			<partyTradeIdentifier>
				<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">USIPRE10001</issuer>
				<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">USI000000TRADE0025</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="party1"/>
				<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">PARTY1TRDID</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="party2"/>
				<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">PARTY2TRDID</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="tradeSource"/>
				<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">TESTTRADE072</tradeId>
			</partyTradeIdentifier>
			<partyTradeInformation>
				<partyReference href="tradeSource"/>
				<reportingRegime>
					<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name>
					<supervisorRegistration>
						<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody>
					</supervisorRegistration>
				</reportingRegime>
			</partyTradeInformation>
			<partyTradeInformation>
				<partyReference href="party1"/>
				<relatedParty>
					<partyReference href="clearingBrokerA"/>
					<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ClearingBroker</role>
				</relatedParty>
				<relatedParty>
					<partyReference href="tradeSource"/>
					<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">TradeSource</role>
				</relatedParty>
				<category categoryScheme="http://www.lchclearnet.com/clearlink/coding-scheme/category">NettingPermitted</category>
				<reportingRegime>
					<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">EMIR</name>
					<supervisorRegistration>
						<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody>
					</supervisorRegistration>
				</reportingRegime>
			</partyTradeInformation>
			<partyTradeInformation>
				<partyReference href="party2"/>
				<relatedParty>
					<partyReference href="clearingBrokerB"/>
					<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">ClearingBroker</role>
				</relatedParty>
				<relatedParty>
					<partyReference href="tradeSource"/>
					<role partyRoleScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-role">TradeSource</role>
				</relatedParty>
				<reportingRegime>
					<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">EMIR</name>
					<supervisorRegistration>
						<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody>
					</supervisorRegistration>
				</reportingRegime>
			</partyTradeInformation>
			<tradeDate>2019-12-02</tradeDate>
		</tradeHeader>
		<swap xmlns:ns2="http://www.w3.org/2000/09/xmldsig#">
			<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
			<swapStream id="fixedLeg1">
				<payerPartyReference href="party1"/>
				<receiverPartyReference href="party2"/>
				<calculationPeriodDates id="fixedCalcPeriodDates1">
					<effectiveDate>
						<unadjustedDate>2019-12-04</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>NONE</businessDayConvention>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>2029-12-04</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>CLSA</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</terminationDate>
					<calculationPeriodDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>CLSA</businessCenter>
						</businessCenters>
					</calculationPeriodDatesAdjustments>
					<calculationPeriodFrequency>
						<periodMultiplier>1</periodMultiplier>
						<period>Y</period>
						<rollConvention>4</rollConvention>
					</calculationPeriodFrequency>
				</calculationPeriodDates>
				<paymentDates id="fixedLegPaymentDates1">
					<calculationPeriodDatesReference href="fixedCalcPeriodDates1"/>
					<paymentFrequency>
						<periodMultiplier>1</periodMultiplier>
						<period>Y</period>
					</paymentFrequency>
					<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>CLSA</businessCenter>
						</businessCenters>
					</paymentDatesAdjustments>
				</paymentDates>
				<calculationPeriodAmount>
					<calculation>
						<notionalSchedule>
							<notionalStepSchedule>
								<initialValue>99000000000</initialValue>
								<currency>CLP</currency>
							</notionalStepSchedule>
						</notionalSchedule>
						<fixedRateSchedule>
							<initialValue>0.01515177</initialValue>
						</fixedRateSchedule>
						<dayCountFraction>ACT/365.FIXED</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
				<settlementProvision>
					<settlementCurrency>USD</settlementCurrency>
					<nonDeliverableSettlement>
						<referenceCurrency>CLP</referenceCurrency>
						<fxFixingDate>
							<periodMultiplier>-2</periodMultiplier>
							<period>D</period>
							<dayType>Business</dayType>
							<businessDayConvention>NONE</businessDayConvention>
							<businessCenters>
								<businessCenter>CLSA</businessCenter>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
							<dateRelativeToPaymentDates>
								<paymentDatesReference href="fixedLegPaymentDates1"/>
							</dateRelativeToPaymentDates>
						</fxFixingDate>
						<settlementRateOption>CLP.DOLAR.OBS/CLP10</settlementRateOption>
					</nonDeliverableSettlement>
				</settlementProvision>
			</swapStream>
			<swapStream id="floatingLeg2">
				<payerPartyReference href="party2"/>
				<receiverPartyReference href="party1"/>
				<calculationPeriodDates id="floatingCalcPeriodDates2">
					<effectiveDate>
						<unadjustedDate>2019-12-04</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>NONE</businessDayConvention>
						</dateAdjustments>
					</effectiveDate>
					<terminationDate>
						<unadjustedDate>2029-12-04</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
								<businessCenter>CLSA</businessCenter>
							</businessCenters>
						</dateAdjustments>
					</terminationDate>
					<calculationPeriodDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>CLSA</businessCenter>
						</businessCenters>
					</calculationPeriodDatesAdjustments>
					<calculationPeriodFrequency>
						<periodMultiplier>1</periodMultiplier>
						<period>M</period>
						<rollConvention>4</rollConvention>
					</calculationPeriodFrequency>
				</calculationPeriodDates>
				<paymentDates id="floatingLegPaymentDates1">
					<calculationPeriodDatesReference href="floatingCalcPeriodDates2"/>
					<paymentFrequency>
						<periodMultiplier>1</periodMultiplier>
						<period>M</period>
					</paymentFrequency>
					<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
					<paymentDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>CLSA</businessCenter>
						</businessCenters>
					</paymentDatesAdjustments>
				</paymentDates>
				<resetDates id="resetDates2">
					<calculationPeriodDatesReference href="floatingCalcPeriodDates2"/>
					<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
					<fixingDates>
						<periodMultiplier>0</periodMultiplier>
						<period>D</period>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>CLSA</businessCenter>
						</businessCenters>
						<dateRelativeTo href="resetDates2"/>
					</fixingDates>
					<resetFrequency>
						<periodMultiplier>1</periodMultiplier>
						<period>M</period>
					</resetFrequency>
					<resetDatesAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
							<businessCenter>CLSA</businessCenter>
						</businessCenters>
					</resetDatesAdjustments>
				</resetDates>
				<calculationPeriodAmount>
					<calculation>
						<notionalSchedule>
							<notionalStepSchedule>
								<initialValue>99000000000</initialValue>
								<currency>CLP</currency>
							</notionalStepSchedule>
						</notionalSchedule>
						<floatingRateCalculation>
							<floatingRateIndex>CLP-TNA</floatingRateIndex>
						</floatingRateCalculation>
						<dayCountFraction>ACT/365.FIXED</dayCountFraction>
					</calculation>
				</calculationPeriodAmount>
				<settlementProvision>
					<settlementCurrency>USD</settlementCurrency>
					<nonDeliverableSettlement>
						<referenceCurrency>CLP</referenceCurrency>
						<fxFixingDate>
							<periodMultiplier>-2</periodMultiplier>
							<period>D</period>
							<dayType>Business</dayType>
							<businessDayConvention>NONE</businessDayConvention>
							<businessCenters>
								<businessCenter>CLSA</businessCenter>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
							<dateRelativeToPaymentDates>
								<paymentDatesReference href="floatingLegPaymentDates1"/>
							</dateRelativeToPaymentDates>
						</fxFixingDate>
						<settlementRateOption>CLP.DOLAR.OBS/CLP10</settlementRateOption>
					</nonDeliverableSettlement>
				</settlementProvision>
			</swapStream>
		</swap>
		<documentation>
			<masterAgreement>
				<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
			</masterAgreement>
			<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2006</contractualDefinitions>
		</documentation>
	</trade>
	<party xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" id="party1">
		<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CS2SCM</partyId>
		<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">NOT FOUND</partyId>
	</party>
	<party xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" id="party2">
		<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CS1SCM</partyId>
		<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">NOT FOUND</partyId>
	</party>
	<party xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" id="tradeSource">
		<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">SEF1</partyId>
		<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">NOT FOUND</partyId>
	</party>
	<party xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" id="clearingBrokerA">
		<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CS2SCM</partyId>
		<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">NOT FOUND</partyId>
	</party>
	<party xmlns:ns2="http://www.w3.org/2000/09/xmldsig#" id="clearingBrokerB">
		<partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">CS1SCM</partyId>
		<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">NOT FOUND</partyId>
	</party>
	<party id="executionVenue">
		
		<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">SEFLEI12345</partyId>
	</party>
</requestClearing>




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