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• pkg-ex60-request-clearing.xml

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cdm-sample-files.fpml-5-10.incomplete-processes.pkg-ex60-request-clearing.xml Maven / Gradle / Ivy

<?xml version="1.0" encoding="utf-8"?>
<requestClearing 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>
    <sendTo>CCP</sendTo>
    <creationTimestamp>2014-01-15T09:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.mw.com/correlation-id">234231132</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <tradePackage>
    <packageHeader>
      <packageIdentifier>
        <issuer>SEF123</issuer>
        <tradeId tradeIdScheme="http://sefco.com/package_id">123</tradeId>
      </packageIdentifier>
      <packageInformation>
        <relatedParty>
          <partyReference href="sef" />
          <role>ExecutionFacility</role>
        </relatedParty>
        <intentToClear>true</intentToClear>
        <executionVenueType>SEF</executionVenueType>
      </packageInformation>
    </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="dealer" />
          <receiverPartyReference href="fcm1" />
          <receiverAccountReference href="party1acct" />
          <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="fcm1" />
          <payerAccountReference href="party1acct" />
          <receiverPartyReference href="dealer" />
          <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="fcm1" />
          <payerAccountReference href="party1acct" />
          <receiverPartyReference href="dealer" />
          <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="dealer" />
          <receiverPartyReference href="fcm1" />
          <receiverAccountReference href="party1acct" />
          <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>
  </tradePackage>
  <party id="sef">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId>
    <partyName>SEF Corp</partyName>
  </party>
  <party id="dealer">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">FB0QLOLRQ9EUQ13C5P60</partyId>
    <partyName>Dealer, N.A.</partyName>
  </party>
  <party id="dco">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">CCP123</partyId>
    <partyName>ClearCo, N.A.</partyName>
  </party>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">HWUPKR0MPOU8FGXBT394</partyId>
    <partyName>Megaclient</partyName>
  </party>
  <party id="fcm1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500A1DO2476C1ZL52</partyId>
    <partyName>FCM A</partyName>
  </party>
  <account id="party1acct">
    <accountId>1111</accountId>
    <accountBeneficiary href="party1" />
    <servicingParty href="fcm1" />
  </account>
</requestClearing>