available-samples.dtcc-samples.Swaption_Exercise_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>
<creationTimestamp>2018-04-19T15:34:16Z</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>
<optionExercise>
<eventIdentifier>
<partyReference href="Party1"/>
<eventId>2</eventId>
</eventIdentifier>
<eventIdentifier>
<partyReference href="Party2"/>
<eventId>EVENTPTY2</eventId>
</eventIdentifier>
<optionSeller href="Party1"/>
<optionBuyer href="Party2"/>
<originalTrade>
<tradeHeader>
<partyTradeIdentifier>
<issuer
issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
>USIPREFIX</issuer>
<tradeId
tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
>TESTUSI</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.dtcc.com/internal_Referenceid"
>TESTINT1</tradeId>
<tradeId tradeIdScheme="http://www.dtcc.com/tri">20171012.0029021817</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.dtcc.com/internal_Referenceid"
>TESTasdaINT1</tradeId>
<tradeId tradeIdScheme="http://www.dtcc.com/tri">20171012.0029021817</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>ReportingParty</role>
</relatedParty>
<relatedParty>
<partyReference href="Party2"/>
<role>Counterparty</role>
</relatedParty>
<relatedParty>
<partyReference href="Submitter"/>
<role>TradeSource</role>
</relatedParty>
<relatedParty>
<partyReference href="CCPUnderSwap"/>
<role>CCPforUnderlyingSwap</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>
<category
categoryScheme="http://www.dtcc.com/coding-schemes/external/product-details/index-factor"
>1.00000</category>
<executionDateTime>2017-10-11T16:27:38Z</executionDateTime>
<timestamps>
<confirmed>2018-04-19T15:34:13Z</confirmed>
</timestamps>
<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>
<reportingRegime>
<name>DoddFrank</name>
<supervisorRegistration>
<supervisoryBody>CFTC</supervisoryBody>
</supervisorRegistration>
<reportingRole>ReportingParty</reportingRole>
<reportingPurpose>Confirm</reportingPurpose>
<mandatorilyClearable>false</mandatorilyClearable>
</reportingRegime>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="Party2"/>
<relatedParty>
<partyReference href="BeneficiaryId2"/>
<role>Beneficiary</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/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>
<collateralizationType>Uncollateralized</collateralizationType>
<reportingRegime>
<name>DoddFrank</name>
<supervisorRegistration>
<supervisoryBody>CFTC</supervisoryBody>
</supervisorRegistration>
<reportingPurpose>Confirm</reportingPurpose>
<entityClassification
entityClassificationScheme="http://www.fpml.org/coding-scheme/entity-classification"
>Financial</entityClassification>
</reportingRegime>
<reportingRegime>
<supervisorRegistration>
<supervisoryBody>GTR</supervisoryBody>
</supervisorRegistration>
<reportingRole>ReportingParty</reportingRole>
<reportingPurpose>Confirm</reportingPurpose>
</reportingRegime>
</partyTradeInformation>
<tradeDate>2017-10-11</tradeDate>
</tradeHeader>
<creditDefaultSwapOption>
<primaryAssetClass>Credit</primaryAssetClass>
<productType
productTypeScheme="http://www.dtcc.com/coding-scheme/external/product-classification/emir-seniority"
>OTHR</productType>
<productType
productTypeScheme="http://www.dtcc.com/coding-scheme/external/product-classification/emir-contract-type"
>ST</productType>
<productType
productTypeScheme="http://www.fpml.org/coding-scheme/external/product-classification/iso10962"
>HCIAVP</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:Swaptions:iTraxx:iTraxxEuropeSwaption</productId>
<productId
productIdScheme="http://www.dtcc.com/coding-scheme/external/underlying-id/index-name"
>ITRAXX EUROPE SERIES 28 VERSION 1</productId>
<productId
productIdScheme="http://www.dtcc.com/coding-scheme/external/underlying-id/maturity-date"
>2027-12-20</productId>
<buyerPartyReference href="Party2"/>
<sellerPartyReference href="Party1"/>
<optionType>Call</optionType>
<premium>
<paymentAmount>
<currency>EUR</currency>
<amount>565750.0000</amount>
</paymentAmount>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2018-03-21</unadjustedDate>
</adjustableDate>
</expirationDate>
</europeanExercise>
<settlementType>Physical</settlementType>
<strike>
<price>.00500</price>
</strike>
<creditDefaultSwap>
<primaryAssetClass>Credit</primaryAssetClass>
<generalTerms>
<effectiveDate>
<unadjustedDate>2017-09-20</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2022-12-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
<indexReferenceInformation>
<indexName
indexNameScheme="http://www.fpml.org/spec/2003/entity-name-RED"
>ITRAXX EUROPE SERIES 28 VERSION 1</indexName>
<indexId
indexIdScheme="http://www.fpml.org/spec/2003/instrument-id-RED-pair"
>2I666VCA1</indexId>
<indexSeries>28</indexSeries>
<indexAnnexVersion>1</indexAnnexVersion>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<fixedAmountCalculation>
<fixedRate>.0100000000</fixedRate>
<dayCountFraction>Actual/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="calculationAmount">
<currency>EUR</currency>
<amount>730000000.0000</amount>
</calculationAmount>
<creditEvents>
<restructuring>
<applicable>false</applicable>
</restructuring>
</creditEvents>
</protectionTerms>
</creditDefaultSwap>
</creditDefaultSwapOption>
<calculationAgent>
<calculationAgentParty>AsSpecifiedInMasterAgreement</calculationAgentParty>
</calculationAgent>
<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>2005-04-18</masterAgreementDate>
</masterAgreement>
<contractualTermsSupplement>
<type
contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement"
>iTraxxEurope</type>
<publicationDate>2014-09-20</publicationDate>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/ext/swaption-supplement"
>iTraxxEuropeSwaption</type>
<publicationDate>2017-03-20</publicationDate>
</contractualTermsSupplement>
</documentation>
</originalTrade>
<exerciseDate>2018-03-21</exerciseDate>
<exerciseInNotionalAmount>
<currency>EUR</currency>
<amount>365000000.0000</amount>
</exerciseInNotionalAmount>
<outstandingNotionalAmount>
<currency>EUR</currency>
<amount>365000000.0000</amount>
</outstandingNotionalAmount>
<settlementType>Physical</settlementType>
</optionExercise>
<quote>
<value>0.01000000</value>
<measureType>PriceNotation</measureType>
<quoteUnits>PercentageInDecimals</quoteUnits>
</quote>
<quote>
<value>1</value>
<measureType>PriceMultiplier</measureType>
</quote>
<quote>
<value>365000000.00000</value>
<measureType>QuantityEMIR</measureType>
<quoteUnits>KW</quoteUnits>
</quote>
<quote>
<value>.00500</value>
<measureType>StrikePrice</measureType>
<quoteUnits>PercentageInDecimals</quoteUnits>
</quote>
<party id="Party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>BENE0123</partyId>
<country>USA</country>
<organizationType>SD</organizationType>
<contactInfo>
<address><country>US</country></address>
</contactInfo>
<businessUnit id="Branch1">
<name>Branch</name>
<country>USA</country>
</businessUnit>
</party>
<party id="Party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>DEMO0456</partyId>
<country>USA</country>
<organizationType>non-SD/MSP</organizationType>
<contactInfo>
<address><country>KY</country></address>
</contactInfo>
</party>
<party id="Submitter">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>DEMOSUB1</partyId>
</party>
<party id="BeneficiaryId1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>BENE0123</partyId>
</party>
<party id="BeneficiaryId2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"
>DEMO0456</partyId>
</party>
<party id="CCPUnderSwap">
<partyId partyIdScheme="http://www.dtcc.com/free-format-text">ICE123</partyId>
</party>
<party id="BranchId1">
<partyId partyIdScheme="http://www.fpml.org/ext/iso9362">BRAN123</partyId>
</party>
</nonpublicExecutionReport> © 2015 - 2025 Weber Informatics LLC | Privacy Policy