cdm-sample-files.fpml-5-10.processes.msg-new-beta-trade-CFTC-SEC-and-canada.xml Maven / Gradle / Ivy
<?xml version="1.0" encoding="utf-8"?>
<executionAdvice 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 ../../../schemas/fpml-5-10/confirmation/fpml-main-5-10.xsd">
<header>
<messageId messageIdScheme="http://www.bankx.com/msg_id">BANKX0001</messageId>
<sentBy>BANKX</sentBy>
<sendTo>SDR01</sendTo>
<creationTimestamp>2011-02-12T16:42:16Z</creationTimestamp>
<!-- Date stamp -->
</header>
<isCorrection>false</isCorrection>
<!-- Correction indicator -->
<correlationId correlationIdScheme="http://fpml.org/submitter_trade_id">TW19235</correlationId>
<sequenceNumber>1</sequenceNumber>
<onBehalfOf>
<partyReference href="party1" />
<!-- explicit reference to which party is the primary reporting party -->
</onBehalfOf>
<originatingEvent>Clearing</originatingEvent>
<!-- trade originated from a clearing event-->
<!-- ESMA: compression indicator -->
<trade>
<tradeHeader>
<partyTradeIdentifier>
<!-- UTI -->
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">FCHUXIINML</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">12345678901234567890123456789012</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<!-- USI -->
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1031234567</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">12345678901234567890123456789012</tradeId>
<originatingTradeId>
<!-- SEC: (1.10) If SBS arises from allocation, termination, etc., the transaction ID of the original trade -->
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1031234567</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">12345678901234567890123456789011</tradeId>
</originatingTradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="party1" />
<relatedParty>
<!-- SEC: (2.6) clearing agency, if applicable - not needed in this example, but shown for illustration -->
<partyReference href="clearing-svc" />
<role>ClearingOrganization</role>
</relatedParty>
<relatedParty>
<!-- SEC: (2.2) Executing Agent -->
<partyReference href="executing_agent" />
<role>ExecutingBroker</role>
</relatedParty>
<relatedParty>
<!-- SEC: (2.2) Platform ID -->
<partyReference href="venue" />
<role>ExecutionFacility</role>
</relatedParty>
<relatedParty>
<partyReference href="party1_parent" />
<role>ReportingPartyUltimateParent</role>
</relatedParty>
<relatedParty>
<partyReference href="party1_affiliate1" />
<role>ReportingPartyAffiliate</role>
</relatedParty>
<relatedParty>
<partyReference href="party1_affiliate2" />
<role>ReportingPartyAffiliate</role>
</relatedParty>
<relatedParty>
<!-- theICE - first reported SDR -->
<partyReference href="original_sdr" />
<role>PriorTradeRepository</role>
</relatedParty>
<reportingRole>Principal</reportingRole>
<!-- ESMA: trading capacity -->
<!-- SEC: (2.2) branch, desk, broker, and trader roles -->
<relatedBusinessUnit>
<businessUnitReference href="branch1" />
<role>RegisteredBranch</role>
<!-- ** new unit role required -->
</relatedBusinessUnit>
<relatedBusinessUnit>
<businessUnitReference href="desk1" />
<role>TradingDesk</role>
<!-- ** suggest change from existing unit role of "Trader" -->
</relatedBusinessUnit>
<relatedPerson>
<personReference href="broker" />
<role>Broker</role>
<!-- existing person role -->
</relatedPerson>
<relatedPerson>
<personReference href="trader" />
<role>Trader</role>
<!-- existing person role -->
</relatedPerson>
<isAccountingHedge>true</isAccountingHedge>
<!-- ESMA: directly linked to commercial activity or treasury financing -->
<executionDateTime>2011-02-04T16:20:47Z</executionDateTime>
<!-- SEC: (1.2) The date and time, to the second, of execution, in UTC -->
<!-- ICE: Lifecycle Event Timestamp -->
<!-- Execution timestamp -->
<timestamps>
<nonpubliclyReported>2011-03-04T16:42:17Z</nonpubliclyReported>
<!-- ICE: original_submission_timestamp -->
<nonpublicReportAccepted>2011-03-04T16:42:17Z</nonpublicReportAccepted>
<!-- ICE: original_valid_submission_timestamp -->
<nonpublicReportUpdated>2011-03-04T16:42:17Z</nonpublicReportUpdated>
<!-- ICE: audit timestamp -->
</timestamps>
<intentToAllocate>false</intentToAllocate>
<intentToClear>false</intentToClear>
<!-- NEW: cleared or uncleared = "C" in CFTC doc -->
<collateralizationType>Fully</collateralizationType>
<collateralPortfolio portfolioNameScheme="http://www.bankx.com/collateral-portfolio-id">COLL123</collateralPortfolio>
<reportingRegime>
<name>DoddFrankAct</name>
<supervisorRegistration>
<supervisoryBody>CFTC</supervisoryBody>
</supervisorRegistration>
<reportingRole>ReportingParty</reportingRole>
<reportingPurpose>RealTimePublic</reportingPurpose>
<reportingPurpose>PrimaryEconomicTerms</reportingPurpose>
<mandatorilyClearable>false</mandatorilyClearable>
</reportingRegime>
<!-- SEC reporting requirements -->
<reportingRegime>
<name>DoddFrankAct</name>
<supervisorRegistration>
<supervisoryBody>SEC</supervisoryBody>
</supervisorRegistration>
<reportingRole>VoluntaryParty</reportingRole>
<!-- ICE: Non-mandatory report -->
<reportingPurpose>RealTimePublic</reportingPurpose>
<reportingPurpose>PrimaryEconomicTerms</reportingPurpose>
<mandatorilyClearable>false</mandatorilyClearable>
<!-- SEC: (1.5) If both sides of SBS including an SBSD, an indication to that effect -->
<!-- theICE - CtrPty_n_Participant_Ind -->
<partyEntityClassification>
<partyReference href="party1" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/sec-entity-classification">SBSD</entityClassification>
</partyEntityClassification>
<partyEntityClassification>
<partyReference href="clearing-svc" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/sec-entity-classification">CA</entityClassification>
</partyEntityClassification>
<partyEntityClassification>
<partyReference href="party1" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/sec-entity-classification">Participant</entityClassification>
</partyEntityClassification>
<partyEntityClassification>
<partyReference href="clearing-svc" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/sec-entity-classification">Participant</entityClassification>
</partyEntityClassification>
<!-- SEC: (1.5) If both sides of SBS including an SBSD, an indication to that effect (as a single field) -->
<preEnactmentTrade>true</preEnactmentTrade>
</reportingRegime>
<reportingRegime>
<name>EMIR</name>
<supervisorRegistration>
<supervisoryBody>UKFSA</supervisoryBody>
</supervisorRegistration>
<reportingRole>Principal</reportingRole>
<!-- ESMA: trading capacity ?? -->
<reportingPurpose>PrimaryEconomicTerms</reportingPurpose>
<mandatorilyClearable>false</mandatorilyClearable>
<exceedsClearingThreshold>true</exceedsClearingThreshold>
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/esma-entity-classification">Financial</entityClassification>
<!-- ESMA: clearing threshold -->
<tradePartyRelationshipType>Intragroup</tradePartyRelationshipType>
<!-- intragroup indicator -->
</reportingRegime>
<reportingRegime>
<name>CA.Rule.91-507</name>
<supervisorRegistration>
<supervisoryBody>CA.ON.OSC</supervisoryBody>
</supervisorRegistration>
<reportingRole>Principal</reportingRole>
<reportingPurpose>PrimaryEconomicTerms</reportingPurpose>
<mandatorilyClearable>false</mandatorilyClearable>
<partyEntityClassification>
<partyReference href="party1" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification">Dealer</entityClassification>
</partyEntityClassification>
<partyEntityClassification>
<partyReference href="clearing-svc" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification">LocalParty</entityClassification>
</partyEntityClassification>
<partyEntityClassification>
<partyReference href="party1" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification">NonDealer</entityClassification>
</partyEntityClassification>
<partyEntityClassification>
<partyReference href="clearing-svc" />
<entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification">NonLocalParty</entityClassification>
</partyEntityClassification>
<tradePartyRelationshipType>Affiliated</tradePartyRelationshipType>
<!-- inter-affiliate indicator -->
</reportingRegime>
<endUserException>true</endUserException>
<!-- SEC (2.7): if the SBS will not be cleared, whether counterparties have invoked applicable clearing exception -->
<endUserExceptionReason>Inter-Affiliate</endUserExceptionReason>
<!-- SEC Additional Requiremetns -->
<nonStandardTerms>true</nonStandardTerms>
<!-- NEW: indication of other price-affecting term -->
<offMarketPrice>false</offMarketPrice>
<pricingContext>CrossBorder</pricingContext>
<!-- theICE Cross_Border_Tick_Exempt_Flag -->
<pricingContext>HistoricTrade</pricingContext>
<!-- theICE Historical_Swap_Tick_Exempt_Flag -->
<pricingContext>ClearingForcedTrade</pricingContext>
<!-- theICE Forced_trading_session_Flag -->
<pricingContext>Allocation</pricingContext>
<!-- theICE tick_exempt_902c_flag -->
<pricingContext>PriceReportingExemptOther</pricingContext>
<!-- theICE tick_exempt_902c_flag -->
<!-- NEW -->
<largeSizeTrade>false</largeSizeTrade>
<!-- NEW: block trades and large notional swaps -->
<executionType>Electronic</executionType>
<!-- NEW -->
<executionVenueType>SEF</executionVenueType>
<!-- NEW: execution venue = "SWM" in CFTC doc; do we need a more specific refeence? -->
<confirmationMethod>Electronic</confirmationMethod>
<compressedTrade>true</compressedTrade>
<!-- DTCC CATEGORY -->
<!-- NEW -->
<isDisputed>true</isDisputed>
</partyTradeInformation>
<tradeSummary>
<isPackageTrade>true</isPackageTrade>
<!-- ICE: Package_trade -->
<isPrimeBrokerTrade>false</isPrimeBrokerTrade>
<!-- Prime_Broker_Trade_Flag -->
</tradeSummary>
<productSummary>
<finalSettlementDate>2014-06-20</finalSettlementDate>
<!-- ICE: Legal Final Maturity Date -->
<settlementType>Cash</settlementType>
<!-- ICE: Settlement Method -->
<seniority>SeniorSec</seniority>
<!-- credit seniority for MiFIR -->
</productSummary>
<tradeDate>2011-02-12</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<primaryAssetClass>Credit</primaryAssetClass>
<!-- theICE Contract_Type -->
<productType productTypeScheme="http://www.fpml.org/coding-scheme/sec-product-category">SecurityBasedSwap</productType>
<productType productTypeScheme="http://www.theice.com/coding-scheme/product-name">Credi Default Swap</productType>
<!-- ICE: SDR product name -->
<productType>Credit:SingleName:Corporate:StandardNorthAmericanCorporate</productType>
<productId productIdScheme="http://www.theice.com/coding-scheme/product-id">X123</productId>
<!-- ICE: SDR product id -->
<!-- SEC: (1.1) The product ID, if available. -->
<generalTerms>
<effectiveDate>
<unadjustedDate>2009-03-26</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2014-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1" />
<sellerPartyReference href="clearing-svc" />
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName>TENET HEALTHCARE CORPORATION</entityName>
<entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-RED-pair-1-0">8G836JAF2</instrumentId>
</bond>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<initialPayment>
<payerPartyReference href="party1" />
<receiverPartyReference href="clearing-svc" />
<adjustablePaymentDate>2009-03-28</adjustablePaymentDate>
<adjustedPaymentDate>2009-03-30</adjustedPaymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>1000</amount>
</paymentAmount>
</initialPayment>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPeriodStartDate>2009-03-20</firstPeriodStartDate>
<firstPaymentDate>2009-06-20</firstPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<fixedRate>0.01</fixedRate>
</fixedAmountCalculation>
</periodicPayment>
<marketFixedRate>0.02</marketFixedRate>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>5000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
<documentation>
<!-- SEC: (2.4) For an SBS that is not a clearing transaction, the title and date of any master agreement,
collateral agreement, margin agreement, or any other agreement incorporated by reference into SBS contract -->
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>1992</masterAgreementVersion>
<masterAgreementDate>2002-01-05</masterAgreementDate>
</masterAgreement>
<masterConfirmation>
<masterConfirmationType>ISDA2003CreditNorthAmerican</masterConfirmationType>
<masterConfirmationDate>2002-01-07</masterConfirmationDate>
</masterConfirmation>
<contractualMatrix>
<matrixType>CreditDerivativesPhysicalSettlementMatrix</matrixType>
<matrixTerm>StandardNorthAmericanCorporate</matrixTerm>
</contractualMatrix>
<creditSupportAgreement>
<type>ISDA2014StandardCreditSupportAgreement</type>
<date>2015-01-04</date>
</creditSupportAgreement>
<otherAgreement>
<type>Custom Legal Agreement</type>
<!-- ICE : other agreement type -->
<date>2015-01-04</date>
<!-- ICE : other agreement date -->
</otherAgreement>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493001RKR55V4X61F71</partyId>
<!-- SEC: (2.1) unique counterparty identifier of each counterparty -->
<partyName>Bank X</partyName>
<classification>InvestmentFirm</classification>
<!-- ESMA: corporate sector -->
<country>GB</country>
<!-- ISO 3166 country code for UK -->
<region>EEA</region>
<!-- ESMA: EEA/nonEEA -->
<organizationType>SD</organizationType>
<!-- SEC dealer type alternative - second orgType element -->
<!-- <organizationType>SecurityBasedSD</organizationType> -->
<!-- SEC: (2.2) branch, desk, broker, and trader information -->
<contactInfo>
<!-- theICE Ctrpty_1_Contact_Email -->
<email>[email protected]</email>
</contactInfo>
<businessUnit id="branch1">
<name>New York Office</name>
<contactInfo>
<address>
<streetAddress>
<streetLine>123 Park Avenue</streetLine>
</streetAddress>
<city>New York</city>
<state>NY</state>
<country>US</country>
<postalCode>10017</postalCode>
</address>
</contactInfo>
</businessUnit>
<businessUnit id="desk1">
<name>NY Swaps Desk</name>
</businessUnit>
<person id="broker">
<personId>person123</personId>
<!-- person identification scheme is to be determined outside of FpML -->
</person>
<person id="trader">
<personId>person456</personId>
</person>
</party>
<party id="party1_parent">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300O5MFEP1XJ40B47</partyId>
</party>
<party id="party1_affiliate1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300O5MFEP1XJ40B48</partyId>
</party>
<party id="party1_affiliate2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300O5MFEP1XJ40B49</partyId>
</party>
<party id="broker1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300OL8KL0WCQ34V31</partyId>
<!-- unique counterparty identifier of arranging broker -->
<partyName>Up&Atem</partyName>
</party>
<party id="executing_agent">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300IB5Q45JGNPND22</partyId>
<!-- unique counterparty identifier of clearing service -->
<partyName>XYZ Bank</partyName>
</party>
<party id="venue">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300IB5Q45JGNPND11</partyId>
<!-- unique counterparty identifier of Platform/Execution Facility -->
<partyName>SEFCo LLC</partyName>
</party>
<party id="clearing-svc">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300IB5Q45JGNPND58</partyId>
<!-- unique counterparty identifier of clearing service (not needed in this example, shown for example purposes) -->
<partyName>ClearItAll</partyName>
</party>
<party id="original_sdr">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300IB5Q45JGNPND58</partyId>
<partyName>WorldWide Trade Repository</partyName>
</party>
</executionAdvice>
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