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• ClearLink-requestClearingFRATRADE002.xml

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available-samples.lch-samples.ClearLink-requestClearingFRATRADE002.xml Maven / Gradle / Ivy

<?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">783600</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>2019-12-18T14:43:25.609Z</creationTimestamp>
	</header>
	<isCorrection>false</isCorrection>
	<correlationId correlationIdScheme="http://SEF1/correlation-id">26431</correlationId>
	<sequenceNumber>1</sequenceNumber>
	<trade>
		<tradeHeader xmlns:ns2="http://www.w3.org/2000/09/xmldsig#">
			<partyTradeIdentifier>
				<partyReference href="party1"/>
				<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">FRATRADE002</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="party2"/>
				<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">FRATRADE002</tradeId>
			</partyTradeIdentifier>
			<partyTradeIdentifier>
				<partyReference href="tradeSource"/>
				<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">FRATRADE002</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>
			</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>
			</partyTradeInformation>
			<tradeDate>2019-12-02</tradeDate>
		</tradeHeader>
		<fra xmlns:ns2="http://www.w3.org/2000/09/xmldsig#">
			<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:FRA</productType>
			<buyerPartyReference href="party1"/>
			<sellerPartyReference href="party2"/>
			<adjustedEffectiveDate id="resetDate">2021-04-23</adjustedEffectiveDate>
			<adjustedTerminationDate>2021-06-08</adjustedTerminationDate>
			<paymentDate>
				<unadjustedDate>2021-04-23</unadjustedDate>
				<dateAdjustments>
					<businessDayConvention>MODFOLLOWING</businessDayConvention>
					<businessCenters>
						<businessCenter>GBLO</businessCenter>
					</businessCenters>
				</dateAdjustments>
			</paymentDate>
			<fixingDateOffset>
				<periodMultiplier>0</periodMultiplier>
				<period>D</period>
				<businessDayConvention>PRECEDING</businessDayConvention>
				<businessCenters>
					<businessCenter>GBLO</businessCenter>
				</businessCenters>
				<dateRelativeTo href="resetDate"/>
			</fixingDateOffset>
			<dayCountFraction>ACT/365.FIXED</dayCountFraction>
			<calculationPeriodNumberOfDays>46</calculationPeriodNumberOfDays>
			<notional>
				<currency>GBP</currency>
				<amount>2500000</amount>
			</notional>
			<fixedRate>0.01244406</fixedRate>
			<floatingRateIndex>GBP-LIBOR-BBA</floatingRateIndex>
			<indexTenor>
				<periodMultiplier>1</periodMultiplier>
				<period>M</period>
			</indexTenor>
			<fraDiscounting>ISDA</fraDiscounting>
		</fra>
		<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="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 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>
</requestClearing>