result-json-files.cme-cleared-confirm-1-17.IRS-ex01-Fixed-Float.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"before" : {
"value" : {
"trade" : {
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "2894761",
"meta" : {
"scheme" : "cme_trade_id"
}
}
}, {
"identifier" : {
"value" : "QAC_11111",
"meta" : {
"scheme" : "client_trade_id"
}
}
}, {
"identifier" : {
"value" : "22222",
"meta" : {
"scheme" : "platform_trade_id"
}
}
}, {
"identifier" : {
"value" : "22222",
"meta" : {
"scheme" : "platform_side_id"
}
}
}, {
"identifier" : {
"value" : "22222",
"meta" : {
"scheme" : "block_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "ec7a6521"
}
}, {
"issuer" : {
"value" : "1010000023",
"meta" : {
"scheme" : "cftc_Namespace"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "CCCIRS2894761",
"meta" : {
"scheme" : "reg_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "e12c31ab"
}
} ],
"tradeDate" : {
"value" : "2016-09-27",
"meta" : {
"globalKey" : "3f025b"
}
},
"tradableProduct" : {
"product" : {
"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"
}
},
"settlementTerms" : {
"settlementCurrency" : {
"value" : "USD"
},
"meta" : {
"globalKey" : "2f19a22e"
},
"cashSettlementTerms" : [ {
"valuationMethod" : {
"valuationSource" : {
"settlementRateOption" : {
"settlementRateOption" : {
"value" : "KRW.KFTC18/KRW02"
}
}
}
},
"valuationDate" : {
"fxFixingDate" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "51499835"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
}, {
"value" : "KRSE"
} ],
"meta" : {
"globalKey" : "4f80e30"
}
},
"dateRelativeToPaymentDates" : {
"paymentDatesReference" : [ {
"globalReference" : "e1ccbd11",
"externalReference" : "floatingLegPaymentDates"
} ]
}
}
},
"meta" : {
"globalKey" : "96a507c8"
}
} ]
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/365.FIXED"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2016-09-28",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ecac8294"
}
},
"meta" : {
"globalKey" : "ecac8294"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2017-09-28",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "46f4e10",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "245965f8"
}
},
"meta" : {
"globalKey" : "5a9469c9"
}
},
"meta" : {
"globalKey" : "572978ed"
}
},
"meta" : {
"globalKey" : "572978ed"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "46f4e10",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "245965f8"
}
},
"meta" : {
"globalKey" : "5a9469c9"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f7b"
},
"rollConvention" : "28"
},
"meta" : {
"globalKey" : "39439663",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "KRSE"
}, {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "46f4e10",
"externalKey" : "floatPrimaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "97f8a1a1"
}
},
"meta" : {
"globalKey" : "e1ccbd11",
"externalKey" : "floatingLegPaymentDates"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "39439663",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -1,
"period" : "D",
"meta" : {
"globalKey" : "b674cc3a"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "KRSE"
} ],
"meta" : {
"globalKey" : "2355f9"
}
},
"dateRelativeTo" : {
"globalReference" : "923b7355",
"externalReference" : "floatingLegResetDates"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "46f4e10",
"externalReference" : "floatPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "245965f8"
}
},
"meta" : {
"globalKey" : "5a9469c9"
}
},
"meta" : {
"globalKey" : "923b7355",
"externalKey" : "floatingLegResetDates"
}
},
"cashflowRepresentation" : {
"cashflowsMatchParameters" : true,
"paymentCalculationPeriod" : [ {
"adjustedPaymentDate" : "2016-12-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2016-09-28",
"adjustedEndDate" : "2016-12-28",
"meta" : {
"globalKey" : "4f0ed0f3"
},
"notionalAmount" : 1000000.00,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2016-09-27",
"observedRate" : 1.34528,
"meta" : {
"globalKey" : "7918ac42"
}
} ]
}
} ],
"meta" : {
"globalKey" : "a516f80f"
}
}, {
"adjustedPaymentDate" : "2017-03-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2016-12-28",
"adjustedEndDate" : "2017-03-28",
"meta" : {
"globalKey" : "5a218826"
},
"notionalAmount" : 1000000.00,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2016-12-27",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a16075"
}
} ]
}
} ],
"meta" : {
"globalKey" : "39a7f502"
}
}, {
"adjustedPaymentDate" : "2017-06-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2017-03-28",
"adjustedEndDate" : "2017-06-28",
"meta" : {
"globalKey" : "cd996766"
},
"notionalAmount" : 1000000.00,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2017-03-27",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a212b5"
}
} ]
}
} ],
"meta" : {
"globalKey" : "e0731502"
}
}, {
"adjustedPaymentDate" : "2017-09-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2017-06-28",
"adjustedEndDate" : "2017-09-28",
"meta" : {
"globalKey" : "c1e87de6"
},
"notionalAmount" : 1000000.00,
"floatingRateDefinition" : {
"rateObservation" : [ {
"adjustedFixingDate" : "2017-09-27",
"observedRate" : 0,
"meta" : {
"globalKey" : "7a24135"
}
} ]
}
} ],
"meta" : {
"globalKey" : "8156c42"
}
} ]
},
"meta" : {
"globalKey" : "c3f337a2"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"settlementTerms" : {
"settlementCurrency" : {
"value" : "USD"
},
"meta" : {
"globalKey" : "224e3900"
},
"cashSettlementTerms" : [ {
"valuationMethod" : {
"valuationSource" : {
"settlementRateOption" : {
"settlementRateOption" : {
"value" : "KRW.KFTC18/KRW02"
}
}
}
},
"valuationDate" : {
"fxFixingDate" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "447e2f07"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
}, {
"value" : "KRSE"
} ],
"meta" : {
"globalKey" : "4f80e30"
}
},
"dateRelativeToPaymentDates" : {
"paymentDatesReference" : [ {
"globalReference" : "e1ccbd11",
"externalReference" : "fixedLegPaymentDates"
} ]
}
}
},
"meta" : {
"globalKey" : "89d99e9a"
}
} ]
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/365.FIXED"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2016-09-28",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ecac8294"
}
},
"meta" : {
"globalKey" : "ecac8294"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2017-09-28",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "46f4e10",
"externalReference" : "fixedPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "116cc910"
}
},
"meta" : {
"globalKey" : "47a7cce1"
}
},
"meta" : {
"globalKey" : "443cdc05"
}
},
"meta" : {
"globalKey" : "443cdc05"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "46f4e10",
"externalReference" : "fixedPrimaryBusinessCenters"
},
"meta" : {
"globalKey" : "116cc910"
}
},
"meta" : {
"globalKey" : "47a7cce1"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f7b"
},
"rollConvention" : "28"
},
"meta" : {
"globalKey" : "3f2e4563",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "KRSE"
}, {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "46f4e10",
"externalKey" : "fixedPrimaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "97f8a1a1"
}
},
"meta" : {
"globalKey" : "e1ccbd11",
"externalKey" : "fixedLegPaymentDates"
}
},
"cashflowRepresentation" : {
"cashflowsMatchParameters" : true,
"paymentCalculationPeriod" : [ {
"adjustedPaymentDate" : "2016-12-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2016-09-28",
"adjustedEndDate" : "2016-12-28",
"meta" : {
"globalKey" : "b5a08ce1"
},
"notionalAmount" : 1000000.00,
"fixedRate" : 0.044
} ],
"meta" : {
"globalKey" : "53131b45"
}
}, {
"adjustedPaymentDate" : "2017-03-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2016-12-28",
"adjustedEndDate" : "2017-03-28",
"meta" : {
"globalKey" : "b60d69e1"
},
"notionalAmount" : 1000000.00,
"fixedRate" : 0.044
} ],
"meta" : {
"globalKey" : "235d8a85"
}
}, {
"adjustedPaymentDate" : "2017-06-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2017-03-28",
"adjustedEndDate" : "2017-06-28",
"meta" : {
"globalKey" : "b8ad5ce1"
},
"notionalAmount" : 1000000.00,
"fixedRate" : 0.044
} ],
"meta" : {
"globalKey" : "6d9ff4c5"
}
}, {
"adjustedPaymentDate" : "2017-09-28",
"calculationPeriod" : [ {
"adjustedStartDate" : "2017-06-28",
"adjustedEndDate" : "2017-09-28",
"meta" : {
"globalKey" : "b90774e1"
},
"notionalAmount" : 1000000.00,
"fixedRate" : 0.044
} ],
"meta" : {
"globalKey" : "b59c8405"
}
} ]
},
"meta" : {
"globalKey" : "a2f1befc"
}
} ],
"meta" : {
"globalKey" : "b6a7939a"
}
}
},
"meta" : {
"globalKey" : "b6a7939a"
}
},
"meta" : {
"globalKey" : "b6a7939a"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 1000000.00,
"unit" : {
"currency" : {
"value" : "KRW"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "KRW-CD-KSDA-Bloomberg"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "533cd7c6"
}
},
"meta" : {
"globalKey" : "a3732dc5"
}
}, {
"price" : [ {
"value" : {
"value" : 0.044,
"unit" : {
"currency" : {
"value" : "KRW"
}
},
"perUnitOf" : {
"currency" : {
"value" : "KRW"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 1000000.00,
"unit" : {
"currency" : {
"value" : "KRW"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "4497f89a"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "999",
"meta" : {
"scheme" : "clearing_member_firms"
}
},
"meta" : {
"globalKey" : "dd19"
}
} ],
"meta" : {
"globalKey" : "dd19",
"externalKey" : "clearing_firm"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CME"
},
"meta" : {
"globalKey" : "1051b"
}
} ],
"meta" : {
"globalKey" : "1051b",
"externalKey" : "clearing_service"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "PLATFORM"
},
"meta" : {
"globalKey" : "9e635873"
}
} ],
"meta" : {
"globalKey" : "9e635873",
"externalKey" : "trade_source"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "9e635873",
"externalReference" : "trade_source"
},
"role" : "DataSubmitter",
"ownershipPartyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
}
} ],
"clearedDate" : "2016-09-27",
"account" : [ {
"partyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"accountNumber" : {
"value" : "999-123",
"meta" : {
"scheme" : "clearing_firm_accounts"
}
},
"servicingParty" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"meta" : {
"globalKey" : "c26b8e",
"externalKey" : "account1"
}
} ],
"meta" : {
"globalKey" : "4fc1bfe7"
}
},
"meta" : {
"globalKey" : "4fc1bfe7"
}
}
}
} ]
},
"messageInformation" : {
"messageId" : {
"value" : "3706576530",
"meta" : {
"scheme" : "cme_message_id"
}
},
"sentBy" : {
"value" : "CME",
"meta" : {
"scheme" : "cme_clearingorg_id"
}
},
"sentTo" : [ {
"value" : "999",
"meta" : {
"scheme" : "cme_firm_id"
}
}, {
"value" : "CME",
"meta" : {
"scheme" : "cme_exchange_id"
}
} ]
},
"timestamp" : [ {
"dateTime" : "2016-09-27T07:56:03-05:00",
"qualification" : "eventCreationDateTime"
} ],
"creditLimitInformation" : {
"limitApplicable" : [ {
"limitType" : {
"value" : "PV01",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/credit-limit-type"
}
},
"amountUtilized" : 5191,
"amountRemaining" : 10000000000000000000000000000,
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217-2001-08-15"
}
},
"limitLevel" : {
"value" : "House",
"meta" : {
"scheme" : "creditLimitLevelScheme"
}
},
"limitAmount" : 10000000000000000000000000000,
"limitImpactDueToTrade" : -2596
} ]
},
"workflowState" : {
"workflowStatus" : "Cleared"
},
"meta" : {
"globalKey" : "6318523a"
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy