cdm-sample-files.fpml-5-13.processes.execution-advice.msg-ex64-execution-advice-trade-initiation-correction.xml Maven / Gradle / Ivy
<?xml version="1.0" encoding="utf-8"?>
<!--View is confirmation-->
<!--Version is 5-13-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
== Copyright (c) 2022-2023 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/documents/license
-->
<!--View is reporting-->
<!--Version is 5-0-->
<!--NS is http://www.fpml.org/FpML-5/reporting-->
<!--Omit some adjustments, details of procedures, and other information not required for a report-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <contractCreated> -><executionAdvice>-->
<executionAdvice xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.fpml.org/FpML-5/confirmation" fpmlVersion="5-13" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation /schemas/fpml-5-13/confirmation/fpml-main-5-13.xsd">
<header>
<!--5.0: conversationId added-->
<!--5.0 Messaging: <correlationId> is used instead of <conversationId>-->
<!--conversationId conversationIdScheme="http://www.swift.com/coding-scheme/conversation-id">CORR002</conversationId-->
<messageId messageIdScheme="http://www.amag.com/coding-scheme/message-id">0483608</messageId>
<sentBy>AMAGGB22XXX</sentBy>
<sendTo>CCSTUS6S</sendTo>
<creationTimestamp>2007-07-27T11:02:00-00:00</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>true</isCorrection>
<correlationId correlationIdScheme="http://www.imgr.com/schemes/correlation-id">CORR002</correlationId>
<sequenceNumber>2</sequenceNumber>
<!--5.0 Messaging: <contract> substituted by a choice
<trade>
<amendment>
<increase>
<novation>
<termination>
-->
<trade>
<!--5.0 Messaging: change <header> -> <tradeHeader>-->
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="SKY"/>
<!--5.0 Messaging: change <versionedContractId> -> <versionedTradeId>-->
<versionedTradeId>
<!--5.0 Messaging: change <contractId contractIdScheme=""> -> <tradeId tradeIdScheme="">-->
<tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id">IRS2</tradeId>
<version>2</version>
</versionedTradeId>
</partyTradeIdentifier>
<!--5.0: changed <contractDate> -<tradeDate>-->
<tradeDate>2007-07-27</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="SKY"/>
<receiverPartyReference href="FIRST"/>
<calculationPeriodDates id="CALC1">
<effectiveDate>
<unadjustedDate>2007-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2037-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="BCT1">
<businessCenter>USNY</businessCenter>
<businessCenter>GBLO</businessCenter>
<businessCenter>JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CALC1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>12300000000</initialValue>
<currency>JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0987</initialValue>
</fixedRateSchedule>
<dayCountFraction>ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="FIRST"/>
<receiverPartyReference href="SKY"/>
<calculationPeriodDates id="CALC2">
<effectiveDate>
<unadjustedDate>2007-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2037-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CALC2"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="RES2">
<calculationPeriodDatesReference href="CALC2"/>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="RES2"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="BCT1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>12300000000</initialValue>
<currency>JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>JPY-BBSF-Bloomberg-15:00</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/365.FIXED</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions>ISDA2000</contractualDefinitions>
</documentation>
</trade>
<party id="AMAG">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500T86SHG919ON888</partyId>
<partyName>International Bank Asset Management</partyName>
</party>
<party id="SKY">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300XQFX97CITUR430</partyId>
<partyName>Sky Limited</partyName>
</party>
<party id="CST">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300FL0LHI0TEZ8V48</partyId>
<partyName>Standards Slav. Int'l</partyName>
</party>
<party id="FIRST">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300E0S1LZYZ9QNX81</partyId>
<partyName>First International Bank, MozartStrasse, Frankfurt</partyName>
</party>
<account id="INTAC1">
<accountId>1234</accountId>
<accountName>SkyAccount</accountName>
<accountBeneficiary href="SKY"/>
</account>
<account id="GEN478">
<accountId>47896325</accountId>
<accountName>Sky General Account</accountName>
<accountBeneficiary href="SKY"/>
</account>
</executionAdvice>
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