cdm-sample-files.fpml-5-10.processes.msg-ex53-execution-advice-trade-partial-novation-correction-C02-10.xml Maven / Gradle / Ivy

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<?xml version="1.0" encoding="utf-8"?>
<executionAdvice xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10"
                 xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../../schemas/fpml-5-10/confirmation/fpml-main-5-10.xsd">
  <header>
    <messageId messageIdScheme="http://www.imgr.com/schemes/message-id">IM/7</messageId>
    <sentBy>IMGRUS6S</sentBy>
    <sendTo>CUSTUS3T</sendTo>
    <creationTimestamp>2009-06-15T13:15:09.000-08:00</creationTimestamp>
  </header>
  <isCorrection>true</isCorrection>
  <correlationId correlationIdScheme="http://www.imgr.com/schemes/correlation-id">IM/C002</correlationId>
  <sequenceNumber>3</sequenceNumber>
  <novation>
    <oldTrade>
      <tradeHeader>
        <partyTradeIdentifier>
          <partyReference href="_fund" />
          <versionedTradeId>
            <tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id">CONTR2345</tradeId>
            <version>1</version>
          </versionedTradeId>
        </partyTradeIdentifier>
        <tradeDate>2009-06-08</tradeDate>
      </tradeHeader>
      <creditDefaultSwap>
        <productType>Credit:SingleName:Corporate:StandardNorthAmericanCorporate</productType>
        <generalTerms>
          <effectiveDate>
            <unadjustedDate>2009-06-09</unadjustedDate>
          </effectiveDate>
          <scheduledTerminationDate>
            <unadjustedDate>2012-06-20</unadjustedDate>
          </scheduledTerminationDate>
          <buyerPartyReference href="_broker" />
          <sellerPartyReference href="_fund" />
          <referenceInformation>
            <referenceEntity>
              <entityName>0E69A8</entityName>
              <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">0E69A8</entityId>
            </referenceEntity>
            <referenceObligation>
              <bond>
                <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN-1-0">US042735AL41</instrumentId>
              </bond>
              <primaryObligor>
                <entityName>ARW</entityName>
                <entityId entityIdScheme="http://www.imgr.com/schemes/entity-id">ARW</entityId>
              </primaryObligor>
            </referenceObligation>
          </referenceInformation>
        </generalTerms>
        <feeLeg>
          <initialPayment>
            <payerPartyReference href="_fund" />
            <receiverPartyReference href="_broker" />
            <paymentAmount>
              <currency>USD</currency>
              <amount>387300.00</amount>
            </paymentAmount>
          </initialPayment>
          <periodicPayment>
            <paymentFrequency>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </paymentFrequency>
            <firstPeriodStartDate>2009-03-20</firstPeriodStartDate>
            <firstPaymentDate>2009-06-20</firstPaymentDate>
            <rollConvention>20</rollConvention>
            <fixedAmountCalculation>
              <fixedRate>0.023</fixedRate>
            </fixedAmountCalculation>
          </periodicPayment>
        </feeLeg>
        <protectionTerms>
          <calculationAmount id="calculationAmount">
            <currency>USD</currency>
            <amount>70000000.00</amount>
          </calculationAmount>
          <creditEvents>
            <restructuring>
              <applicable>true</applicable>
            </restructuring>
          </creditEvents>
        </protectionTerms>
      </creditDefaultSwap>
      <documentation>
        <masterConfirmation>
          <masterConfirmationType>ISDA2003StandardCreditNorthAmerican</masterConfirmationType>
          <masterConfirmationDate>2009-05-22</masterConfirmationDate>
        </masterConfirmation>
      </documentation>
    </oldTrade>
    <newTradeIdentifier>
      <partyReference href="_fund" />
      <versionedTradeId>
        <tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id">CONTR2345</tradeId>
        <version>3</version>
      </versionedTradeId>
    </newTradeIdentifier>
    <transferor href="_fund" />
    <transferee href="_broker2" />
    <remainingParty href="_broker" />
    <novationDate>2009-06-16</novationDate>
    <novationTradeDate>2009-06-15</novationTradeDate>
    <novatedAmount>
      <currency>USD</currency>
      <amount>25000000.00</amount>
    </novatedAmount>
    <payment id="NOVATION_FEE">
      <payerPartyReference href="_broker2" />
      <receiverPartyReference href="_fund" />
      <paymentAmount>
        <currency>USD</currency>
        <amount>53555.00</amount>
      </paymentAmount>
      <paymentDate>
        <adjustedDate>2009-08-16</adjustedDate>
      </paymentDate>
      <paymentType>Novation Fee</paymentType>
    </payment>
  </novation>
  <paymentDetails>
    <paymentReference href="NOVATION_FEE" />
    <grossCashflow>
      <cashflowId cashflowIdScheme="http://www.imgr.com/schemes/cashflow-id">CONTR2345-1-VALUE</cashflowId>
      <payerPartyReference href="_broker2" />
      <receiverPartyReference href="_fund" />
      <cashflowAmount>
        <currency>USD</currency>
        <amount>53555.00</amount>
      </cashflowAmount>
      <cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type">Fee</cashflowType>
    </grossCashflow>
  </paymentDetails>
  <party id="_fund">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">959800NKRMZ8NEKQ0A23</partyId>
    <partyName>INVEST MGR</partyName>
  </party>
  <party id="_broker">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300E4CDNNLJRBKF36</partyId>
    <partyName>BROKER 33</partyName>
  </party>
  <party id="_broker2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300L7VWW3G1702646</partyId>
    <partyName>BROKER 53</partyName>
  </party>
  <party id="_cust">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300FNRNXH6KYKUK07</partyId>
    <partyName>Custodian</partyName>
  </party>
  <account id="_FUNDACCT">
    <accountId accountIdScheme="http://www.imgr.com/schemes/account-id">FUND100</accountId>
    <accountBeneficiary href="_fund" />
  </account>
  <account id="_CUSTACCT">
    <accountId accountIdScheme="http://www.custodian.com/account-id">98765</accountId>
    <accountBeneficiary href="_cust" />
  </account>
</executionAdvice>