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    • cdm-sample-files.cme-cleared-confirm-1-17.Basis-ex01-LIBOR-vs-SOFR.xml Maven / Gradle / Ivy

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    <?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">0109369931</messageId>
			<sentBy messageAddressScheme="cme_clearingorg_id">CME</sentBy>
			<sendTo messageAddressScheme="cme_firm_id">010</sendTo>
			<sendTo messageAddressScheme="cme_exchange_id">CME</sendTo>
			<creationTimestamp>2018-10-31T09:33:27-05:00</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">9369931</tradeId>
					<tradeId tradeIdScheme="client_trade_id">43401077-2</tradeId>
					<tradeId tradeIdScheme="platform_trade_id">43401077</tradeId>
					<tradeId tradeIdScheme="platform_side_id">43401965</tradeId>
					<tradeId tradeIdScheme="block_trade_id">43401077</tradeId>
				</partyTradeIdentifier>
				<partyTradeInformation>
					<partyReference href="clearing_firm"/>
					<accountReference href="account1"/>
					<relatedParty>
						<partyReference href="trade_source"/>
						<role>InputSource</role>
					</relatedParty>
					<category categoryScheme="cme_origin_code">CUST</category>
				</partyTradeInformation>
				<tradeDate>2018-10-31</tradeDate>
				<clearedDate>2018-10-31</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">CCCIRS9369931</cme:usi>
				</cme:universalSwapIdentifier>
				<cme:creditLimitInformation>
					<cme:limitApplicable>
						<cme:level creditLimitLevelScheme="creditLimitLevelScheme">CUST</cme:level>
						<cme:limitType creditLimitTypeScheme="http://www.fpml.org/coding-scheme/credit-limit-type">Notional</cme:limitType>
						<cme:limitAmount>1000000000000</cme:limitAmount>
						<cme:amountUtilized>1222268700</cme:amountUtilized>
						<cme:amountRemaining>998777731300</cme:amountRemaining>
						<cme:limitImpactDueToTrade>100000000</cme:limitImpactDueToTrade>
						<cme:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</cme:currency>
					</cme:limitApplicable>
					<cme:limitApplicable>
						<cme:level creditLimitLevelScheme="creditLimitLevelScheme">CUST</cme:level>
						<cme:limitType creditLimitTypeScheme="http://www.fpml.org/coding-scheme/credit-limit-type">NPV</cme:limitType>
						<cme:limitAmount>1000000000000</cme:limitAmount>
						<cme:amountUtilized>5600080</cme:amountUtilized>
						<cme:amountRemaining>999994399919</cme:amountRemaining>
						<cme:limitImpactDueToTrade>-1181958</cme:limitImpactDueToTrade>
						<cme:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</cme:currency>
					</cme:limitApplicable>
					<cme:limitApplicable>
						<cme:level creditLimitLevelScheme="creditLimitLevelScheme">CUST</cme:level>
						<cme:limitType creditLimitTypeScheme="http://www.fpml.org/coding-scheme/credit-limit-type">PV01</cme:limitType>
						<cme:limitAmount>1000000000000</cme:limitAmount>
						<cme:amountUtilized>99392</cme:amountUtilized>
						<cme:amountRemaining>999999900607</cme:amountRemaining>
						<cme:limitImpactDueToTrade>227</cme:limitImpactDueToTrade>
						<cme:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</cme:currency>
					</cme:limitApplicable>
					<cme:limitApplicable>
						<cme:level creditLimitLevelScheme="creditLimitLevelScheme">ACCT</cme:level>
						<cme:limitType creditLimitTypeScheme="http://www.fpml.org/coding-scheme/credit-limit-type">PV01</cme:limitType>
						<cme:limitAmount>1000000000000</cme:limitAmount>
						<cme:amountUtilized>101854</cme:amountUtilized>
						<cme:amountRemaining>999999898145</cme:amountRemaining>
						<cme:limitImpactDueToTrade>227</cme:limitImpactDueToTrade>
						<cme:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</cme:currency>
					</cme:limitApplicable>
					<cme:limitApplicable>
						<cme:level creditLimitLevelScheme="creditLimitLevelScheme">ACCT</cme:level>
						<cme:limitType creditLimitTypeScheme="http://www.fpml.org/coding-scheme/credit-limit-type">Notional</cme:limitType>
						<cme:limitAmount>1000000000000</cme:limitAmount>
						<cme:amountUtilized>1200000000</cme:amountUtilized>
						<cme:amountRemaining>998800000000</cme:amountRemaining>
						<cme:limitImpactDueToTrade>100000000</cme:limitImpactDueToTrade>
						<cme:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</cme:currency>
					</cme:limitApplicable>
					<cme:limitApplicable>
						<cme:level creditLimitLevelScheme="creditLimitLevelScheme">ACCT</cme:level>
						<cme:limitType creditLimitTypeScheme="http://www.fpml.org/coding-scheme/credit-limit-type">NPV</cme:limitType>
						<cme:limitAmount>1000000000000</cme:limitAmount>
						<cme:amountUtilized>5145303</cme:amountUtilized>
						<cme:amountRemaining>999994854696</cme:amountRemaining>
						<cme:limitImpactDueToTrade>-1181958</cme:limitImpactDueToTrade>
						<cme:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</cme:currency>
					</cme:limitApplicable>
				</cme:creditLimitInformation>
				<cme:timestamps>
					<cme:submittedForClearing>2018-10-31T14:14:45.895Z</cme:submittedForClearing>
				</cme:timestamps>
			</tradeHeader>
			<swap>
				<swapStream id="floatLeg">
					<payerPartyReference href="clearing_firm"/>
					<payerAccountReference href="account1"/>
					<receiverPartyReference href="clearing_service"/>
					<calculationPeriodDates id="floatingCalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-11-02</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2022-11-02</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>2</rollConvention>
						</calculationPeriodFrequency>
					</calculationPeriodDates>
					<paymentDates id="floatingLegPaymentDates">
						<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
						<paymentFrequency>
							<periodMultiplier>3</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>100000000.00</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
								<indexTenor>
									<periodMultiplier>3</periodMultiplier>
									<period>M</period>
								</indexTenor>
								<spreadSchedule>
									<initialValue>0.0002</initialValue>
								</spreadSchedule>
							</floatingRateCalculation>
							<dayCountFraction>ACT/360</dayCountFraction>
						</calculation>
					</calculationPeriodAmount>
					<cashflows>
						<cashflowsMatchParameters>true</cashflowsMatchParameters>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2019-02-04</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2018-11-02</adjustedStartDate>
								<adjustedEndDate>2019-02-04</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2018-10-31</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2019-05-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2019-02-04</adjustedStartDate>
								<adjustedEndDate>2019-05-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2019-01-31</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2019-08-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2019-05-02</adjustedStartDate>
								<adjustedEndDate>2019-08-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2019-04-30</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2019-11-04</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2019-08-02</adjustedStartDate>
								<adjustedEndDate>2019-11-04</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2019-07-31</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2020-02-03</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2019-11-04</adjustedStartDate>
								<adjustedEndDate>2020-02-03</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2019-10-31</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2020-05-05</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2020-02-03</adjustedStartDate>
								<adjustedEndDate>2020-05-05</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2020-01-30</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2020-08-03</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2020-05-05</adjustedStartDate>
								<adjustedEndDate>2020-08-03</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2020-04-30</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2020-11-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2020-08-03</adjustedStartDate>
								<adjustedEndDate>2020-11-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2020-07-30</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2021-02-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2020-11-02</adjustedStartDate>
								<adjustedEndDate>2021-02-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2020-10-29</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2021-05-04</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2021-02-02</adjustedStartDate>
								<adjustedEndDate>2021-05-04</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2021-01-29</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2021-08-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2021-05-04</adjustedStartDate>
								<adjustedEndDate>2021-08-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2021-04-29</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2021-11-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2021-08-02</adjustedStartDate>
								<adjustedEndDate>2021-11-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2021-07-29</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2022-02-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2021-11-02</adjustedStartDate>
								<adjustedEndDate>2022-02-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2021-10-29</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2022-05-03</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2022-02-02</adjustedStartDate>
								<adjustedEndDate>2022-05-03</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2022-01-31</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2022-08-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2022-05-03</adjustedStartDate>
								<adjustedEndDate>2022-08-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2022-04-28</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2022-11-02</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2022-08-02</adjustedStartDate>
								<adjustedEndDate>2022-11-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2022-07-29</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
					</cashflows>
				</swapStream>
				<swapStream id="floatLeg2">
					<payerPartyReference href="clearing_service"/>
					<receiverPartyReference href="clearing_firm"/>
					<receiverAccountReference href="account1"/>
					<calculationPeriodDates id="floating2CalcPeriodDates">
						<effectiveDate>
							<unadjustedDate>2018-11-02</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate>
							<unadjustedDate>2022-11-02</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCentersReference href="float2PrimaryBusinessCenters"/>
							</dateAdjustments>
						</terminationDate>
						<calculationPeriodDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCentersReference href="float2PrimaryBusinessCenters"/>
						</calculationPeriodDatesAdjustments>
						<calculationPeriodFrequency>
							<periodMultiplier>1</periodMultiplier>
							<period>Y</period>
							<rollConvention>2</rollConvention>
						</calculationPeriodFrequency>
					</calculationPeriodDates>
					<paymentDates id="floating2LegPaymentDates">
						<calculationPeriodDatesReference href="floating2CalcPeriodDates"/>
						<paymentFrequency>
							<periodMultiplier>1</periodMultiplier>
							<period>Y</period>
						</paymentFrequency>
						<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
						<paymentDaysOffset>
							<periodMultiplier>2</periodMultiplier>
							<period>D</period>
							<dayType>Business</dayType>
						</paymentDaysOffset>
						<paymentDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters id="float2PrimaryBusinessCenters">
								<businessCenter>GBLO</businessCenter>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</paymentDatesAdjustments>
					</paymentDates>
					<resetDates id="floatingLeg2ResetDates">
						<calculationPeriodDatesReference href="floating2CalcPeriodDates"/>
						<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
						<fixingDates>
							<periodMultiplier>0</periodMultiplier>
							<period>D</period>
							<businessDayConvention>PRECEDING</businessDayConvention>
							<businessCenters>
								<businessCenter>USGS</businessCenter>
							</businessCenters>
							<dateRelativeTo href="floatingLeg2ResetDates"/>
						</fixingDates>
						<resetFrequency>
							<periodMultiplier>1</periodMultiplier>
							<period>Y</period>
						</resetFrequency>
						<resetDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCentersReference href="float2PrimaryBusinessCenters"/>
						</resetDatesAdjustments>
					</resetDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>100000000.00</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>USD-SOFR-COMPOUND</floatingRateIndex>
							</floatingRateCalculation>
							<dayCountFraction>ACT/360</dayCountFraction>
						</calculation>
					</calculationPeriodAmount>
					<cashflows>
						<cashflowsMatchParameters>true</cashflowsMatchParameters>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2019-11-06</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2018-11-02</adjustedStartDate>
								<adjustedEndDate>2019-11-04</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2019-11-01</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2020-11-04</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2019-11-04</adjustedStartDate>
								<adjustedEndDate>2020-11-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2020-10-30</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2021-11-04</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2020-11-02</adjustedStartDate>
								<adjustedEndDate>2021-11-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2021-11-01</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
						<paymentCalculationPeriod>
							<adjustedPaymentDate>2022-11-04</adjustedPaymentDate>
							<calculationPeriod>
								<adjustedStartDate>2021-11-02</adjustedStartDate>
								<adjustedEndDate>2022-11-02</adjustedEndDate>
								<notionalAmount>100000000.00</notionalAmount>
								<floatingRateDefinition>
									<rateObservation>
										<adjustedFixingDate>2022-11-01</adjustedFixingDate>
										<observedRate>0</observedRate>
									</rateObservation>
								</floatingRateDefinition>
							</calculationPeriod>
						</paymentCalculationPeriod>
					</cashflows>
				</swapStream>
			</swap>
		</trade>
		<party id="clearing_firm">
			<partyId partyIdScheme="clearing_member_firms">010</partyId>
		</party>
		<party id="clearing_service">
			<partyId>CME</partyId>
		</party>
		<party id="trade_source">
			<partyId>MARKIT_WIRE</partyId>
		</party>
		<account id="account1">
			<accountId accountIdScheme="clearing_firm_accounts">010S3</accountId>
			<servicingParty href="clearing_firm"/>
		</account>
	</clearingConfirmed>
</cme:FpML>




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