cdm-sample-files.cme-cleared-confirm-1-17.IRS-ex04-Fixed-Float-with-Compounding.xml Maven / Gradle / Ivy
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<cme:FpML xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://www.cmegroup.com/otc-clearing/confirmation ../../schemas/cme-cleared-confirm-1-17/cme-conf-ext-1-17.xsd"
xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:dsig="http://www.w3.org/2000/09/xmldsig#"
xmlns:cme="http://www.cmegroup.com/otc-clearing/confirmation">
<clearingConfirmed fpmlVersion="5-0">
<header>
<messageId messageIdScheme="cme_message_id">1K08850539</messageId>
<sentBy messageAddressScheme="cme_clearingorg_id">CME</sentBy>
<sendTo messageAddressScheme="cme_firm_id">999</sendTo>
<sendTo messageAddressScheme="cme_exchange_id">CME</sendTo>
<creationTimestamp>2018-04-24T15:51:59-05:00</creationTimestamp>
</header>
<trade>
<tradeHeader xsi:type="cme:CMETradeHeader"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<partyTradeIdentifier>
<partyReference href="clearing_service"/>
<tradeId tradeIdScheme="cme_trade_id">2894761</tradeId>
<tradeId tradeIdScheme="client_trade_id">QAC-11111</tradeId>
<tradeId tradeIdScheme="platform_trade_id">22222</tradeId>
<tradeId tradeIdScheme="package_trade_id">22222</tradeId>
<tradeId tradeIdScheme="position_trade_id">22222</tradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="SEF"/>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="clearing_firm"/>
<accountReference href="account1"/>
<relatedParty>
<partyReference href="trade_source"/>
<role>InputSource</role>
</relatedParty>
<category categoryScheme="cme_origin_code">HOUS</category>
</partyTradeInformation>
<tradeDate>2018-04-24</tradeDate>
<clearedDate>2018-04-24</clearedDate>
<cme:originatingEvent>NEW_TRADE</cme:originatingEvent>
<cme:status>CLEARED</cme:status>
<cme:universalSwapIdentifier>
<cme:issuer issuerIdScheme="cftc_Namespace">1010000023</cme:issuer>
<cme:usi usiScheme="reg_trade_id">CCCIRS2894761</cme:usi>
</cme:universalSwapIdentifier>
<cme:creditLimitInformation>
<cme:limitApplicable>
<cme:level creditLimitLevelScheme="creditLimitLevelScheme">HOUS</cme:level>
<cme:limitType creditLimitTypeScheme="http://www.fpml.org/coding-scheme/credit-limit-type">PV01</cme:limitType>
<cme:limitAmount>999999999999998980</cme:limitAmount>
<cme:amountUtilized>-426743</cme:amountUtilized>
<cme:amountRemaining>999999999999572220</cme:amountRemaining>
<cme:limitImpactDueToTrade>-310483</cme:limitImpactDueToTrade>
<cme:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</cme:currency>
</cme:limitApplicable>
</cme:creditLimitInformation>
<cme:size>22</cme:size>
<cme:timestamps>
<cme:submittedForClearing>2018-04-24T20:51:51</cme:submittedForClearing>
</cme:timestamps>
</tradeHeader>
<swap>
<swapStream id="fixedLeg">
<payerPartyReference href="clearing_firm"/>
<payerAccountReference href="account1"/>
<receiverPartyReference href="clearing_service"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2013-07-26</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2020-07-26</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="fixedPrimaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="fixedPrimaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>26</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="fixedPrimaryBusinessCenters">
<businessCenter>GBLO</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>17000000.00</initialValue>
<currency>USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01453</initialValue>
</fixedRateSchedule>
<dayCountFraction>30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2013-10-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2013-07-26</adjustedStartDate>
<adjustedEndDate>2013-10-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2014-01-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2013-10-28</adjustedStartDate>
<adjustedEndDate>2014-01-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2014-04-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2014-01-27</adjustedStartDate>
<adjustedEndDate>2014-04-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2014-07-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2014-04-28</adjustedStartDate>
<adjustedEndDate>2014-07-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2014-10-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2014-07-28</adjustedStartDate>
<adjustedEndDate>2014-10-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2015-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2014-10-27</adjustedStartDate>
<adjustedEndDate>2015-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2015-04-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2015-01-26</adjustedStartDate>
<adjustedEndDate>2015-04-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2015-07-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2015-04-27</adjustedStartDate>
<adjustedEndDate>2015-07-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2015-10-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2015-07-27</adjustedStartDate>
<adjustedEndDate>2015-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2016-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2015-10-26</adjustedStartDate>
<adjustedEndDate>2016-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2016-04-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2016-01-26</adjustedStartDate>
<adjustedEndDate>2016-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2016-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2016-04-26</adjustedStartDate>
<adjustedEndDate>2016-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2016-10-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2016-07-26</adjustedStartDate>
<adjustedEndDate>2016-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2017-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2016-10-26</adjustedStartDate>
<adjustedEndDate>2017-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2017-04-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2017-01-26</adjustedStartDate>
<adjustedEndDate>2017-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2017-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2017-04-26</adjustedStartDate>
<adjustedEndDate>2017-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2017-10-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2017-07-26</adjustedStartDate>
<adjustedEndDate>2017-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2018-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2017-10-26</adjustedStartDate>
<adjustedEndDate>2018-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2018-04-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2018-01-26</adjustedStartDate>
<adjustedEndDate>2018-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2018-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2018-04-26</adjustedStartDate>
<adjustedEndDate>2018-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2018-10-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2018-07-26</adjustedStartDate>
<adjustedEndDate>2018-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2019-01-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2018-10-26</adjustedStartDate>
<adjustedEndDate>2019-01-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2019-04-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2019-01-28</adjustedStartDate>
<adjustedEndDate>2019-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2019-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2019-04-26</adjustedStartDate>
<adjustedEndDate>2019-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2019-10-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2019-07-26</adjustedStartDate>
<adjustedEndDate>2019-10-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2020-01-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2019-10-28</adjustedStartDate>
<adjustedEndDate>2020-01-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2020-04-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2020-01-27</adjustedStartDate>
<adjustedEndDate>2020-04-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2020-07-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2020-04-27</adjustedStartDate>
<adjustedEndDate>2020-07-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<fixedRate>0.01453</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<swapStream id="floatLeg">
<payerPartyReference href="clearing_service"/>
<receiverPartyReference href="clearing_firm"/>
<receiverAccountReference href="account1"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2013-07-26</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2020-07-26</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="floatPrimaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="floatPrimaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>26</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="floatPrimaryBusinessCenters">
<businessCenter>GBLO</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="floatPrimaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>17000000.00</initialValue>
<currency>USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
<compoundingMethod>SpreadExclusive</compoundingMethod>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2014-01-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2013-07-26</adjustedStartDate>
<adjustedEndDate>2013-10-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2013-07-24</adjustedFixingDate>
<observedRate>0.002643</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2013-10-28</adjustedStartDate>
<adjustedEndDate>2014-01-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2013-10-24</adjustedFixingDate>
<observedRate>0.002381</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2014-07-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2014-01-27</adjustedStartDate>
<adjustedEndDate>2014-04-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2014-01-23</adjustedFixingDate>
<observedRate>0.002386</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2014-04-28</adjustedStartDate>
<adjustedEndDate>2014-07-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2014-04-24</adjustedFixingDate>
<observedRate>0.0022785</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2015-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2014-07-28</adjustedStartDate>
<adjustedEndDate>2014-10-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2014-07-24</adjustedFixingDate>
<observedRate>0.002351</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2014-10-27</adjustedStartDate>
<adjustedEndDate>2015-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2014-10-23</adjustedFixingDate>
<observedRate>0.002336</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2015-07-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2015-01-26</adjustedStartDate>
<adjustedEndDate>2015-04-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2015-01-22</adjustedFixingDate>
<observedRate>0.002561</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2015-04-27</adjustedStartDate>
<adjustedEndDate>2015-07-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2015-04-23</adjustedFixingDate>
<observedRate>0.00277</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2016-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2015-07-27</adjustedStartDate>
<adjustedEndDate>2015-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2015-07-23</adjustedFixingDate>
<observedRate>0.002951</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2015-10-26</adjustedStartDate>
<adjustedEndDate>2016-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2015-10-22</adjustedFixingDate>
<observedRate>0.003199</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2016-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2016-01-26</adjustedStartDate>
<adjustedEndDate>2016-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2016-01-22</adjustedFixingDate>
<observedRate>0.006191</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2016-04-26</adjustedStartDate>
<adjustedEndDate>2016-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2016-04-22</adjustedFixingDate>
<observedRate>0.0063585</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2017-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2016-07-26</adjustedStartDate>
<adjustedEndDate>2016-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2016-07-22</adjustedFixingDate>
<observedRate>0.00721</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2016-10-26</adjustedStartDate>
<adjustedEndDate>2017-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2016-10-24</adjustedFixingDate>
<observedRate>0.0088372</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2017-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2017-01-26</adjustedStartDate>
<adjustedEndDate>2017-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2017-01-24</adjustedFixingDate>
<observedRate>0.0103178</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2017-04-26</adjustedStartDate>
<adjustedEndDate>2017-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2017-04-24</adjustedFixingDate>
<observedRate>0.011665</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2018-01-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2017-07-26</adjustedStartDate>
<adjustedEndDate>2017-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2017-07-24</adjustedFixingDate>
<observedRate>0.0131389</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2017-10-26</adjustedStartDate>
<adjustedEndDate>2018-01-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2017-10-24</adjustedFixingDate>
<observedRate>0.0137064</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2018-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2018-01-26</adjustedStartDate>
<adjustedEndDate>2018-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2018-01-24</adjustedFixingDate>
<observedRate>0.0175246</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2018-04-26</adjustedStartDate>
<adjustedEndDate>2018-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2018-04-24</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2019-01-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2018-07-26</adjustedStartDate>
<adjustedEndDate>2018-10-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2018-07-24</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2018-10-26</adjustedStartDate>
<adjustedEndDate>2019-01-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2018-10-24</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2019-07-26</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2019-01-28</adjustedStartDate>
<adjustedEndDate>2019-04-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2019-01-24</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2019-04-26</adjustedStartDate>
<adjustedEndDate>2019-07-26</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2019-04-24</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2020-01-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2019-07-26</adjustedStartDate>
<adjustedEndDate>2019-10-28</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2019-07-24</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2019-10-28</adjustedStartDate>
<adjustedEndDate>2020-01-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2019-10-24</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2020-07-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2020-01-27</adjustedStartDate>
<adjustedEndDate>2020-04-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2020-01-23</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2020-04-27</adjustedStartDate>
<adjustedEndDate>2020-07-27</adjustedEndDate>
<notionalAmount>17000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2020-04-23</adjustedFixingDate>
<observedRate>0</observedRate>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
</swap>
</trade>
<party id="clearing_firm">
<partyId partyIdScheme="clearing_member_firms">999</partyId>
</party>
<party id="clearing_service">
<partyId>CME</partyId>
</party>
<party id="trade_source">
<partyId>PLATFORM</partyId>
</party>
<party id="SEF">
<partyId>PARTY123</partyId>
</party>
<account id="account1">
<accountId accountIdScheme="clearing_firm_accounts">999-123</accountId>
<servicingParty href="clearing_firm"/>
</account>
</clearingConfirmed>
</cme:FpML>
© 2015 - 2025 Weber Informatics LLC | Privacy Policy