cdm-sample-files.functions.cme-cleared-confirm-1-17.Swaption-ex02-func-output.json Maven / Gradle / Ivy
{
"businessEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"before" : {
"value" : {
"trade" : {
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "9369939",
"meta" : {
"scheme" : "cme_trade_id"
}
}
}, {
"identifier" : {
"value" : "43400915-2",
"meta" : {
"scheme" : "client_trade_id"
}
}
}, {
"identifier" : {
"value" : "43400915",
"meta" : {
"scheme" : "platform_trade_id"
}
}
}, {
"identifier" : {
"value" : "43402096",
"meta" : {
"scheme" : "platform_side_id"
}
}
}, {
"identifier" : {
"value" : "43400915",
"meta" : {
"scheme" : "block_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "3b480d8f"
}
}, {
"issuer" : {
"value" : "1010000023",
"meta" : {
"scheme" : "cftc_Namespace"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "CCCIRS9369939",
"meta" : {
"scheme" : "reg_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "4ac79bdc"
}
} ],
"tradeDate" : {
"value" : "2018-10-31",
"meta" : {
"globalKey" : "3f129f"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_Option_Swaption"
} ],
"economicTerms" : {
"payout" : {
"optionPayout" : [ {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"buyerSeller" : {
"buyer" : "Party1",
"seller" : "Party2"
},
"exerciseTerms" : {
"optionStyle" : {
"europeanExercise" : {
"expirationDate" : [ {
"adjustableDate" : {
"unadjustedDate" : "2018-11-30",
"dateAdjustments" : {
"businessDayConvention" : "PRECEDING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9"
}
},
"meta" : {
"globalKey" : "4c776966"
}
},
"meta" : {
"globalKey" : "cda77148"
}
},
"meta" : {
"globalKey" : "cda77148"
}
} ],
"earliestExerciseTime" : {
"hourMinuteTime" : "09:00:00",
"businessCenter" : {
"value" : "USNY"
}
},
"expirationTime" : {
"hourMinuteTime" : "11:00:00",
"businessCenter" : {
"value" : "USNY"
}
},
"meta" : {
"globalKey" : "da4631d5"
}
}
}
},
"underlier" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-12-04",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2021-12-04",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "fixedPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "fa5f1fb"
}
},
"meta" : {
"globalKey" : "979a8ca"
}
},
"meta" : {
"globalKey" : "c491dece"
}
},
"meta" : {
"globalKey" : "c491dece"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "fixedPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "fa5f1fb"
}
},
"meta" : {
"globalKey" : "979a8ca"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "2b8e"
},
"rollConvention" : "4"
},
"meta" : {
"globalKey" : "997e4eea",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
}, {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "42f910b",
"externalKey" : "fixedPrimaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "97b8e49c"
}
},
"meta" : {
"globalKey" : "9e5a4d0f",
"externalKey" : "fixedLegPaymentDates"
}
},
"cashflowRepresentation" : {
"cashflowsMatchParameters" : true,
"paymentCalculationPeriod" : [ {
"adjustedPaymentDate" : "2019-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2018-12-04",
"adjustedEndDate" : "2019-06-04",
"meta" : {
"globalKey" : "1e352783"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "f7bd607f"
}
}, {
"adjustedPaymentDate" : "2019-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-06-04",
"adjustedEndDate" : "2019-12-04",
"meta" : {
"globalKey" : "212f3283"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "89fc59ff"
}
}, {
"adjustedPaymentDate" : "2020-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-12-04",
"adjustedEndDate" : "2020-06-04",
"meta" : {
"globalKey" : "21f62783"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "a243587f"
}
}, {
"adjustedPaymentDate" : "2020-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-06-04",
"adjustedEndDate" : "2020-12-04",
"meta" : {
"globalKey" : "24f03283"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "348251ff"
}
}, {
"adjustedPaymentDate" : "2021-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-12-04",
"adjustedEndDate" : "2021-06-04",
"meta" : {
"globalKey" : "25b72783"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "4cc9507f"
}
}, {
"adjustedPaymentDate" : "2021-12-06",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-06-04",
"adjustedEndDate" : "2021-12-06",
"meta" : {
"globalKey" : "28b13a05"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "e27202bf"
}
} ]
},
"meta" : {
"globalKey" : "adc0aeb7"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-12-04",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2021-12-04",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "b01f2613"
}
},
"meta" : {
"globalKey" : "a9f2dce2"
}
},
"meta" : {
"globalKey" : "650b12e6"
}
},
"meta" : {
"globalKey" : "650b12e6"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "b01f2613"
}
},
"meta" : {
"globalKey" : "a9f2dce2"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "204b"
},
"rollConvention" : "4"
},
"meta" : {
"globalKey" : "a6fd5d7",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
}, {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "42f910b",
"externalKey" : "floatPrimaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "97b8e49c"
}
},
"meta" : {
"globalKey" : "e18d000c",
"externalKey" : "floatingLegPaymentDates"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "a6fd5d7",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "1a78799e"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "4e6cc133",
"externalReference" : "floatingLegResetDates"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "b01f2613"
}
},
"meta" : {
"globalKey" : "a9f2dce2"
}
},
"meta" : {
"globalKey" : "4e6cc133",
"externalKey" : "floatingLegResetDates"
}
},
"cashflowRepresentation" : {
"cashflowsMatchParameters" : true,
"paymentCalculationPeriod" : [ {
"adjustedPaymentDate" : "2019-03-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2018-12-04",
"adjustedEndDate" : "2019-03-04",
"meta" : {
"globalKey" : "70562183"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2018-11-30",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a34912"
}
} ]
}
} ],
"meta" : {
"globalKey" : "b0623647"
}
}, {
"adjustedPaymentDate" : "2019-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-03-04",
"adjustedEndDate" : "2019-06-04",
"meta" : {
"globalKey" : "e3ce0085"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-02-28",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a3fb14"
}
} ]
}
} ],
"meta" : {
"globalKey" : "572d5609"
}
}, {
"adjustedPaymentDate" : "2019-09-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-06-04",
"adjustedEndDate" : "2019-09-04",
"meta" : {
"globalKey" : "d81d0022"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-05-31",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a412b1"
}
} ]
}
} ],
"meta" : {
"globalKey" : "7ecf9666"
}
}, {
"adjustedPaymentDate" : "2019-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-09-04",
"adjustedEndDate" : "2019-12-04",
"meta" : {
"globalKey" : "cc6c039f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-09-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a42e2e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "a671daa3"
}
}, {
"adjustedPaymentDate" : "2020-03-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-12-04",
"adjustedEndDate" : "2020-03-04",
"meta" : {
"globalKey" : "48f61ddf"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-12-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a4456e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "ac7a3aa3"
}
}, {
"adjustedPaymentDate" : "2020-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-03-04",
"adjustedEndDate" : "2020-06-04",
"meta" : {
"globalKey" : "bc6dfd1f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-03-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a4f7ae"
}
} ]
}
} ],
"meta" : {
"globalKey" : "53455aa3"
}
}, {
"adjustedPaymentDate" : "2020-09-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-06-04",
"adjustedEndDate" : "2020-09-04",
"meta" : {
"globalKey" : "b0bcfc5f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-06-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a50eee"
}
} ]
}
} ],
"meta" : {
"globalKey" : "7ae79aa3"
}
}, {
"adjustedPaymentDate" : "2020-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-09-04",
"adjustedEndDate" : "2020-12-04",
"meta" : {
"globalKey" : "a50bfb9f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-09-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a5262e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "a289daa3"
}
}, {
"adjustedPaymentDate" : "2021-03-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-12-04",
"adjustedEndDate" : "2021-03-04",
"meta" : {
"globalKey" : "219615df"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-12-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a53d6e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "a8923aa3"
}
}, {
"adjustedPaymentDate" : "2021-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-03-04",
"adjustedEndDate" : "2021-06-04",
"meta" : {
"globalKey" : "950df51f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2021-03-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a5efae"
}
} ]
}
} ],
"meta" : {
"globalKey" : "4f5d5aa3"
}
}, {
"adjustedPaymentDate" : "2021-09-07",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-06-04",
"adjustedEndDate" : "2021-09-07",
"meta" : {
"globalKey" : "8e7b7e3c"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2021-06-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a606ee"
}
} ]
}
} ],
"meta" : {
"globalKey" : "38eb7183"
}
}, {
"adjustedPaymentDate" : "2021-12-06",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-09-07",
"adjustedEndDate" : "2021-12-06",
"meta" : {
"globalKey" : "1fc856bf"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2021-09-03",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a61e4d"
}
} ]
}
} ],
"meta" : {
"globalKey" : "69471bc5"
}
} ]
},
"meta" : {
"globalKey" : "f2c41085"
}
} ],
"meta" : {
"globalKey" : "20ce9d6e"
}
}
},
"meta" : {
"globalKey" : "a564c01f"
}
},
"meta" : {
"globalKey" : "a564c01f"
}
},
"meta" : {
"globalKey" : "e4cd5ef2"
}
} ],
"meta" : {
"globalKey" : "e4cd5ef2"
}
}
},
"meta" : {
"globalKey" : "af029a27"
}
},
"meta" : {
"globalKey" : "af029a27"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.02356,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 100000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "51b199ce"
}
}, {
"quantity" : [ {
"value" : {
"value" : 100000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "USD-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "828026c7"
}
},
"meta" : {
"globalKey" : "5332091c"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "010",
"meta" : {
"scheme" : "clearing_member_firms"
}
},
"meta" : {
"globalKey" : "ba4f"
}
} ],
"meta" : {
"globalKey" : "ba4f",
"externalKey" : "clearing_firm"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CME"
},
"meta" : {
"globalKey" : "1051b"
}
} ],
"meta" : {
"globalKey" : "1051b",
"externalKey" : "clearing_service"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "MARKIT_WIRE"
},
"meta" : {
"globalKey" : "66b48bac"
}
} ],
"meta" : {
"globalKey" : "66b48bac",
"externalKey" : "trade_source"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "66b48bac",
"externalReference" : "trade_source"
},
"role" : "DataSubmitter",
"ownershipPartyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
}
} ],
"clearedDate" : "2018-10-31",
"account" : [ {
"partyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"accountNumber" : {
"value" : "010S3",
"meta" : {
"scheme" : "clearing_firm_accounts"
}
},
"servicingParty" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"meta" : {
"globalKey" : "a30716bd",
"externalKey" : "account1"
}
} ],
"meta" : {
"globalKey" : "27cf4469"
}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 250,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"receiverPartyReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
}
},
"settlementDate" : {
"unadjustedDate" : "2018-11-02",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9"
}
},
"meta" : {
"globalKey" : "3662e8ba"
}
}
},
"transferExpression" : {
"priceTransfer" : "Premium"
}
},
"meta" : {
"globalKey" : "569261eb"
}
} ],
"meta" : {
"globalKey" : "798c0222"
}
}
}
} ],
"eventQualifier" : "ContractFormation",
"after" : [ {
"trade" : {
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "9369939",
"meta" : {
"scheme" : "cme_trade_id"
}
}
}, {
"identifier" : {
"value" : "43400915-2",
"meta" : {
"scheme" : "client_trade_id"
}
}
}, {
"identifier" : {
"value" : "43400915",
"meta" : {
"scheme" : "platform_trade_id"
}
}
}, {
"identifier" : {
"value" : "43402096",
"meta" : {
"scheme" : "platform_side_id"
}
}
}, {
"identifier" : {
"value" : "43400915",
"meta" : {
"scheme" : "block_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "3b480d8f"
}
}, {
"issuer" : {
"value" : "1010000023",
"meta" : {
"scheme" : "cftc_Namespace"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "CCCIRS9369939",
"meta" : {
"scheme" : "reg_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "4ac79bdc"
}
} ],
"tradeDate" : {
"value" : "2018-10-31",
"meta" : {
"globalKey" : "3f129f"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_Option_Swaption"
} ],
"economicTerms" : {
"payout" : {
"optionPayout" : [ {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"buyerSeller" : {
"buyer" : "Party1",
"seller" : "Party2"
},
"exerciseTerms" : {
"optionStyle" : {
"europeanExercise" : {
"expirationDate" : [ {
"adjustableDate" : {
"unadjustedDate" : "2018-11-30",
"dateAdjustments" : {
"businessDayConvention" : "PRECEDING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9"
}
},
"meta" : {
"globalKey" : "4c776966"
}
},
"meta" : {
"globalKey" : "cda77148"
}
},
"meta" : {
"globalKey" : "cda77148"
}
} ],
"earliestExerciseTime" : {
"hourMinuteTime" : "09:00:00",
"businessCenter" : {
"value" : "USNY"
}
},
"expirationTime" : {
"hourMinuteTime" : "11:00:00",
"businessCenter" : {
"value" : "USNY"
}
},
"meta" : {
"globalKey" : "da4631d5"
}
}
}
},
"underlier" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-12-04",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2021-12-04",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "fixedPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "fa5f1fb"
}
},
"meta" : {
"globalKey" : "979a8ca"
}
},
"meta" : {
"globalKey" : "c491dece"
}
},
"meta" : {
"globalKey" : "c491dece"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "fixedPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "fa5f1fb"
}
},
"meta" : {
"globalKey" : "979a8ca"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "2b8e"
},
"rollConvention" : "4"
},
"meta" : {
"globalKey" : "997e4eea",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
}, {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "42f910b",
"externalKey" : "fixedPrimaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "97b8e49c"
}
},
"meta" : {
"globalKey" : "9e5a4d0f",
"externalKey" : "fixedLegPaymentDates"
}
},
"cashflowRepresentation" : {
"cashflowsMatchParameters" : true,
"paymentCalculationPeriod" : [ {
"adjustedPaymentDate" : "2019-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2018-12-04",
"adjustedEndDate" : "2019-06-04",
"meta" : {
"globalKey" : "1e352783"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "f7bd607f"
}
}, {
"adjustedPaymentDate" : "2019-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-06-04",
"adjustedEndDate" : "2019-12-04",
"meta" : {
"globalKey" : "212f3283"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "89fc59ff"
}
}, {
"adjustedPaymentDate" : "2020-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-12-04",
"adjustedEndDate" : "2020-06-04",
"meta" : {
"globalKey" : "21f62783"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "a243587f"
}
}, {
"adjustedPaymentDate" : "2020-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-06-04",
"adjustedEndDate" : "2020-12-04",
"meta" : {
"globalKey" : "24f03283"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "348251ff"
}
}, {
"adjustedPaymentDate" : "2021-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-12-04",
"adjustedEndDate" : "2021-06-04",
"meta" : {
"globalKey" : "25b72783"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "4cc9507f"
}
}, {
"adjustedPaymentDate" : "2021-12-06",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-06-04",
"adjustedEndDate" : "2021-12-06",
"meta" : {
"globalKey" : "28b13a05"
},
"notionalAmount" : 100000000,
"fixedRate" : 0.02356
} ],
"meta" : {
"globalKey" : "e27202bf"
}
} ]
},
"meta" : {
"globalKey" : "adc0aeb7"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-12-04",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"meta" : {
"globalKey" : "eceb093c"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2021-12-04",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "b01f2613"
}
},
"meta" : {
"globalKey" : "a9f2dce2"
}
},
"meta" : {
"globalKey" : "650b12e6"
}
},
"meta" : {
"globalKey" : "650b12e6"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "b01f2613"
}
},
"meta" : {
"globalKey" : "a9f2dce2"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "204b"
},
"rollConvention" : "4"
},
"meta" : {
"globalKey" : "a6fd5d7",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
}, {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "42f910b",
"externalKey" : "floatPrimaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "97b8e49c"
}
},
"meta" : {
"globalKey" : "e18d000c",
"externalKey" : "floatingLegPaymentDates"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "a6fd5d7",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "1a78799e"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "4e6cc133",
"externalReference" : "floatingLegResetDates"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "42f910b",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "b01f2613"
}
},
"meta" : {
"globalKey" : "a9f2dce2"
}
},
"meta" : {
"globalKey" : "4e6cc133",
"externalKey" : "floatingLegResetDates"
}
},
"cashflowRepresentation" : {
"cashflowsMatchParameters" : true,
"paymentCalculationPeriod" : [ {
"adjustedPaymentDate" : "2019-03-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2018-12-04",
"adjustedEndDate" : "2019-03-04",
"meta" : {
"globalKey" : "70562183"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2018-11-30",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a34912"
}
} ]
}
} ],
"meta" : {
"globalKey" : "b0623647"
}
}, {
"adjustedPaymentDate" : "2019-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-03-04",
"adjustedEndDate" : "2019-06-04",
"meta" : {
"globalKey" : "e3ce0085"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-02-28",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a3fb14"
}
} ]
}
} ],
"meta" : {
"globalKey" : "572d5609"
}
}, {
"adjustedPaymentDate" : "2019-09-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-06-04",
"adjustedEndDate" : "2019-09-04",
"meta" : {
"globalKey" : "d81d0022"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-05-31",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a412b1"
}
} ]
}
} ],
"meta" : {
"globalKey" : "7ecf9666"
}
}, {
"adjustedPaymentDate" : "2019-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-09-04",
"adjustedEndDate" : "2019-12-04",
"meta" : {
"globalKey" : "cc6c039f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-09-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a42e2e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "a671daa3"
}
}, {
"adjustedPaymentDate" : "2020-03-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2019-12-04",
"adjustedEndDate" : "2020-03-04",
"meta" : {
"globalKey" : "48f61ddf"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2019-12-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a4456e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "ac7a3aa3"
}
}, {
"adjustedPaymentDate" : "2020-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-03-04",
"adjustedEndDate" : "2020-06-04",
"meta" : {
"globalKey" : "bc6dfd1f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-03-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a4f7ae"
}
} ]
}
} ],
"meta" : {
"globalKey" : "53455aa3"
}
}, {
"adjustedPaymentDate" : "2020-09-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-06-04",
"adjustedEndDate" : "2020-09-04",
"meta" : {
"globalKey" : "b0bcfc5f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-06-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a50eee"
}
} ]
}
} ],
"meta" : {
"globalKey" : "7ae79aa3"
}
}, {
"adjustedPaymentDate" : "2020-12-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-09-04",
"adjustedEndDate" : "2020-12-04",
"meta" : {
"globalKey" : "a50bfb9f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-09-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a5262e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "a289daa3"
}
}, {
"adjustedPaymentDate" : "2021-03-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2020-12-04",
"adjustedEndDate" : "2021-03-04",
"meta" : {
"globalKey" : "219615df"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2020-12-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a53d6e"
}
} ]
}
} ],
"meta" : {
"globalKey" : "a8923aa3"
}
}, {
"adjustedPaymentDate" : "2021-06-04",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-03-04",
"adjustedEndDate" : "2021-06-04",
"meta" : {
"globalKey" : "950df51f"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2021-03-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a5efae"
}
} ]
}
} ],
"meta" : {
"globalKey" : "4f5d5aa3"
}
}, {
"adjustedPaymentDate" : "2021-09-07",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-06-04",
"adjustedEndDate" : "2021-09-07",
"meta" : {
"globalKey" : "8e7b7e3c"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2021-06-02",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a606ee"
}
} ]
}
} ],
"meta" : {
"globalKey" : "38eb7183"
}
}, {
"adjustedPaymentDate" : "2021-12-06",
"calculationPeriod" : [ {
"adjustedStartDate" : "2021-09-07",
"adjustedEndDate" : "2021-12-06",
"meta" : {
"globalKey" : "1fc856bf"
},
"notionalAmount" : 100000000,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2021-09-03",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a61e4d"
}
} ]
}
} ],
"meta" : {
"globalKey" : "69471bc5"
}
} ]
},
"meta" : {
"globalKey" : "f2c41085"
}
} ],
"meta" : {
"globalKey" : "20ce9d6e"
}
}
},
"meta" : {
"globalKey" : "a564c01f"
}
},
"meta" : {
"globalKey" : "a564c01f"
}
},
"meta" : {
"globalKey" : "e4cd5ef2"
}
} ],
"meta" : {
"globalKey" : "e4cd5ef2"
}
}
},
"meta" : {
"globalKey" : "af029a27"
}
},
"meta" : {
"globalKey" : "af029a27"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.02356,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 100000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "51b199ce"
}
}, {
"quantity" : [ {
"value" : {
"value" : 100000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "USD-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "828026c7"
}
},
"meta" : {
"globalKey" : "5332091c"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "010",
"meta" : {
"scheme" : "clearing_member_firms"
}
},
"meta" : {
"globalKey" : "ba4f"
}
} ],
"meta" : {
"globalKey" : "ba4f",
"externalKey" : "clearing_firm"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CME"
},
"meta" : {
"globalKey" : "1051b"
}
} ],
"meta" : {
"globalKey" : "1051b",
"externalKey" : "clearing_service"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "MARKIT_WIRE"
},
"meta" : {
"globalKey" : "66b48bac"
}
} ],
"meta" : {
"globalKey" : "66b48bac",
"externalKey" : "trade_source"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "66b48bac",
"externalReference" : "trade_source"
},
"role" : "DataSubmitter",
"ownershipPartyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
}
} ],
"clearedDate" : "2018-10-31",
"account" : [ {
"partyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"accountNumber" : {
"value" : "010S3",
"meta" : {
"scheme" : "clearing_firm_accounts"
}
},
"servicingParty" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"meta" : {
"globalKey" : "a30716bd",
"externalKey" : "account1"
}
} ],
"meta" : {
"globalKey" : "27cf4469"
}
},
"state" : {
"positionState" : "Formed"
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 250,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"receiverPartyReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
}
},
"settlementDate" : {
"unadjustedDate" : "2018-11-02",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9"
}
},
"meta" : {
"globalKey" : "3662e8ba"
}
}
},
"transferExpression" : {
"priceTransfer" : "Premium"
}
},
"meta" : {
"globalKey" : "569261eb"
}
} ],
"meta" : {
"globalKey" : "b3efc2df"
}
} ],
"meta" : {
"globalKey" : "6f3d51a5"
}
},
"previousWorkflowStep" : {
"globalReference" : "9f551ccf"
},
"messageInformation" : {
"messageId" : {
"value" : "0109369939",
"meta" : {
"scheme" : "cme_message_id"
}
},
"sentBy" : {
"value" : "CME",
"meta" : {
"scheme" : "cme_clearingorg_id"
}
},
"sentTo" : [ {
"value" : "010",
"meta" : {
"scheme" : "cme_firm_id"
}
}, {
"value" : "CME",
"meta" : {
"scheme" : "cme_exchange_id"
}
} ]
},
"timestamp" : [ {
"dateTime" : "2018-10-31T14:37:48Z",
"qualification" : "eventCreationDateTime"
}, {
"dateTime" : "2018-10-31T14:16:26.588Z",
"qualification" : "clearingReceiptDateTime"
} ],
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "010",
"meta" : {
"scheme" : "clearing_member_firms"
}
},
"meta" : {
"globalKey" : "ba4f"
}
} ],
"meta" : {
"globalKey" : "ba4f",
"externalKey" : "clearing_firm"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CME"
},
"meta" : {
"globalKey" : "1051b"
}
} ],
"meta" : {
"globalKey" : "1051b",
"externalKey" : "clearing_service"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "MARKIT_WIRE"
},
"meta" : {
"globalKey" : "66b48bac"
}
} ],
"meta" : {
"globalKey" : "66b48bac",
"externalKey" : "trade_source"
}
} ],
"account" : [ {
"partyReference" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"accountNumber" : {
"value" : "010S3",
"meta" : {
"scheme" : "clearing_firm_accounts"
}
},
"servicingParty" : {
"globalReference" : "ba4f",
"externalReference" : "clearing_firm"
},
"meta" : {
"globalKey" : "a30716bd",
"externalKey" : "account1"
}
} ],
"meta" : {
"globalKey" : "31661e0a"
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy