cdm-sample-files.fpml-5-10.incomplete-processes.pkg-ex01-pkge-execution-notification.xml Maven / Gradle / Ivy
<?xml version="1.0" encoding="utf-8"?>
<executionNotification 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 ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd">
<header>
<messageId messageIdScheme="http://www.sefco.com/message-id">123453212</messageId>
<sentBy>SEF</sentBy>
<creationTimestamp>2014-01-15T09:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.sefco.com/correlation-id">234231132</correlationId>
<sequenceNumber>1</sequenceNumber>
<tradePackage>
<packageHeader>
<packageIdentifier>
<issuer>SEF123</issuer>
<tradeId tradeIdScheme="http://sefco.com/package_id">123</tradeId>
</packageIdentifier>
<packageType>Switch</packageType>
</packageHeader>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="sef" />
<tradeId tradeIdScheme="http://www.sefco.com/swaps/trade-id">1</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-01-15</tradeDate>
</tradeHeader>
<swap>
<!-- mega client pays 2.232 on 50MM for 10 years -->
<swapStream>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<calculationPeriodDates id="floatingCalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2014-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters1">
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters1" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>17</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates1" />
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters1" />
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates1">
<calculationPeriodDatesReference href="floatingCalcPeriodDates1" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates1" />
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters1" />
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>USD-CMS-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<calculationPeriodDates id="fixedCalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2014-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2019-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters1" />
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters1" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>17</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates1" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters1" />
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.02232</initialValue>
</fixedRateSchedule>
<dayCountFraction>30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
</trade>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="sef" />
<tradeId tradeIdScheme="http://www.sefco.com/swaps/trade-id">2</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-01-15</tradeDate>
</tradeHeader>
<swap>
<!-- mega client receives 1.002% on 94.6mm for 10 years -->
<swapStream>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<calculationPeriodDates id="floatingCalcPeriodDates2">
<effectiveDate>
<unadjustedDate>2014-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters2">
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters2" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>17</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates2" />
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters2" />
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates2">
<calculationPeriodDatesReference href="floatingCalcPeriodDates2" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates2" />
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters2" />
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>94600000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>USD-CMS-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<calculationPeriodDates id="fixedCalcPeriodDates2">
<effectiveDate>
<unadjustedDate>2014-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters2" />
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters2" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>17</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates2" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters2" />
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>94600000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01002</initialValue>
</fixedRateSchedule>
<dayCountFraction>30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
</trade>
<!-- credit approval -->
<approvals>
<approval>
<type>PreClearingCredit</type>
<status>Approved</status>
<approvingPartyReference href="clearingbroker" />
<approvedPartyReference href="party1" />
<approvalId approvalIdScheme="http://xyz.com/approvalid">123</approvalId>
</approval>
</approvals>
</tradePackage>
<party id="sef">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId>
<partyName>SEF Corp</partyName>
</party>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">HWUPKR0MPOU8FGXBT394</partyId>
<partyName>Megaclient</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300Q4B2OQW6FDBA48</partyId>
<partyName>EBY</partyName>
</party>
<party id="clearingbroker">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500A1DO2476C1ZL52</partyId>
<partyName>FCM B</partyName>
</party>
</executionNotification>
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