result-json-files.native-cdm-events.Example-12-Submission-2.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "ContractFormation",
"eventDate" : "2018-04-01",
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
"legalAgreement" : [ {
"agreementDate" : "2004-10-18",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterConfirmation",
"masterConfirmationType" : {
"value" : "DJ.CDX.NA"
}
}
},
"contractualParty" : [ {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
}, {
"globalReference" : "be64334",
"externalReference" : "party2"
} ],
"meta" : {
"globalKey" : "d281eb35"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_Index"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"meta" : {
"globalKey" : "3f1103"
}
},
"meta" : {
"globalKey" : "3f1103"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2029-03-20",
"meta" : {
"globalKey" : "3f68d4"
}
},
"meta" : {
"globalKey" : "3f68d4"
}
},
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"meta" : {
"globalKey" : "5a5ff79f"
}
} ],
"creditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"generalTerms" : {
"indexReferenceInformation" : {
"identifier" : [ {
"identifier" : {
"value" : "Dow Jones CDX NA IG.2"
},
"identifierType" : "Other"
} ],
"name" : {
"value" : "Dow Jones CDX NA IG.2"
},
"assetClass" : "Credit",
"indexSeries" : 2,
"indexAnnexDate" : "2004-07-06",
"indexAnnexSource" : {
"value" : "Publisher"
},
"indexFactor" : 1.0,
"seniority" : "SeniorSec",
"meta" : {
"globalKey" : "cb98825a"
}
}
},
"meta" : {
"globalKey" : "aa36ff5b"
}
},
"meta" : {
"globalKey" : "86f5f17a"
}
},
"nonStandardisedTerms" : false
},
"meta" : {
"globalKey" : "98eddbcc"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.0060,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "d9370b83"
}
}, {
"quantity" : [ {
"value" : {
"value" : 18000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "5a3b1583"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "be64334",
"externalReference" : "party2"
}
} ],
"tradeIdentifier" : [ {
"issuer" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI1RPT0001MMM",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "fe92f4d7"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2018-04-01",
"meta" : {
"globalKey" : "3f1101"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "d491d93a"
}
} ],
"name" : {
"value" : "Bank X"
},
"businessUnit" : [ {
"name" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "jjones"
},
"meta" : {
"globalKey" : "baeb8c0d"
}
}
} ],
"firstName" : "jjone",
"meta" : {
"globalKey" : "69244867",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "afd6aeeb",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "LEI2CP0002",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "b0475f"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "be64334",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300OL8KL0WCQ34V31",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e9c05cf5"
}
} ],
"name" : {
"value" : "Up&Atem"
},
"meta" : {
"globalKey" : "cce42f3b",
"externalKey" : "broker1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc64e9"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "a3344cf2",
"externalKey" : "clearing-svc"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "66139e4b"
}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 16000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
},
"receiverPartyReference" : {
"globalReference" : "be64334",
"externalReference" : "party2"
}
},
"transferExpression" : {
"priceTransfer" : "Upfront"
}
},
"meta" : {
"globalKey" : "ddcc29d5"
}
} ],
"meta" : {
"globalKey" : "94b4b4a0"
}
}
}
} ]
},
"nextEvent" : {
"intent" : "Clearing"
},
"messageInformation" : {
"messageId" : {
"value" : "SEF123",
"meta" : {
"scheme" : "http://www.sef.com/msg_id"
}
},
"sentBy" : {
"value" : "SEFCORP"
},
"sentTo" : [ {
"value" : "SDR01"
} ]
},
"timestamp" : [ {
"dateTime" : "2018-04-01T15:01:30Z",
"qualification" : "eventCreationDateTime"
}, {
"dateTime" : "2018-04-01T15:01:30Z",
"qualification" : "executionDateTime"
} ],
"eventIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "SEF123"
}
} ],
"meta" : {
"globalKey" : "918f217e"
}
} ],
"action" : "New",
"meta" : {
"globalKey" : "61861145"
}
}© 2015 - 2025 Weber Informatics LLC | Privacy Policy