All Downloads are FREE. Search and download functionalities are using the official Maven repository.
  • Log In
  • Register

    • cdm-sample-files.fpml-5-10.processes.msg-partial-termination-xccy.xml Maven / Gradle / Ivy

    There is a newer version: 6.0.0-dev.89
    Show newest version
    <?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">SEF005</messageId>
    <sentBy>BANKX</sentBy>
    <sendTo>SDR01</sendTo>
    <creationTimestamp>2011-06-01T10:13:07Z</creationTimestamp>
<!-- Date stamp -->
  </header>
  <isCorrection>false</isCorrection>
<!-- Correction indicator -->
  <correlationId correlationIdScheme="http://fpml.org/submitter_event_id">TW19235-002</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <onBehalfOf>
    <partyReference href="party1" />
<!-- explicit reference to which party is the primary reporting party -->
  </onBehalfOf>
  <termination>
    <originalTrade>
      <tradeHeader>
        <partyTradeIdentifier>
          <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">712345678901234567890123456789012</tradeId>
        </partyTradeIdentifier>
        <partyTradeInformation>
          <partyReference href="party1" />
          <relatedParty>
            <partyReference href="clearing-svc" />
            <role>ClearingOrganization</role>
          </relatedParty>
          <relatedParty>
            <partyReference href="broker1" />
            <role>ArrangingBroker</role>
<!-- arranging broker -->
          </relatedParty>
          <relatedBusinessUnit>
            <businessUnitReference href="desk1" />
            <role>TradingDesk</role>
          </relatedBusinessUnit>
          <relatedPerson>
            <personReference href="trader" />
            <role>Trader</role>
          </relatedPerson>
          <executionDateTime>2011-02-04T16:20:47Z</executionDateTime>
<!-- Execution timestamp -->
          <intentToClear>true</intentToClear>
<!-- NEW: cleared or uncleared = "C" in CFTC doc -->
          <nonStandardTerms>false</nonStandardTerms>
<!-- NEW: indication of other price-affecting term -->
          <offMarketPrice>false</offMarketPrice>
<!-- 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>
<!-- NEW -->
        </partyTradeInformation>
        <tradeDate>2011-02-12</tradeDate>
      </tradeHeader>
      <fxSingleLeg>
        <exchangedCurrency1>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party1" />
          <paymentAmount>
            <currency>EUR</currency>
            <amount>20000000</amount>
          </paymentAmount>
        </exchangedCurrency1>
        <exchangedCurrency2>
          <payerPartyReference href="party1" />
          <receiverPartyReference href="party2" />
          <paymentAmount>
            <currency>USD</currency>
            <amount>18000000</amount>
          </paymentAmount>
        </exchangedCurrency2>
        <valueDate>2001-12-21</valueDate>
        <exchangeRate>
          <quotedCurrencyPair>
            <currency1>EUR</currency1>
            <currency2>USD</currency2>
            <quoteBasis>Currency2PerCurrency1</quoteBasis>
          </quotedCurrencyPair>
          <rate>0.9</rate>
        </exchangeRate>
      </fxSingleLeg>
    </originalTrade>
    <resultingTrade>
      <tradeHeader>
        <partyTradeIdentifier>
          <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">712345678901234567890123456789012</tradeId>
        </partyTradeIdentifier>
        <partyTradeInformation>
          <partyReference href="party1" />
          <relatedParty>
            <partyReference href="clearing-svc" />
            <role>ClearingOrganization</role>
          </relatedParty>
          <relatedParty>
            <partyReference href="broker1" />
            <role>ArrangingBroker</role>
<!-- arranging broker -->
          </relatedParty>
          <relatedBusinessUnit>
            <businessUnitReference href="desk1" />
            <role>TradingDesk</role>
          </relatedBusinessUnit>
          <relatedPerson>
            <personReference href="trader" />
            <role>Trader</role>
          </relatedPerson>
          <executionDateTime>2011-02-04T16:20:47Z</executionDateTime>
<!-- Execution timestamp -->
          <intentToClear>true</intentToClear>
<!-- NEW: cleared or uncleared = "C" in CFTC doc -->
          <nonStandardTerms>false</nonStandardTerms>
<!-- NEW: indication of other price-affecting term -->
          <offMarketPrice>false</offMarketPrice>
<!-- 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>
<!-- NEW -->
        </partyTradeInformation>
        <tradeDate>2011-02-12</tradeDate>
      </tradeHeader>
      <fxSingleLeg>
        <exchangedCurrency1>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party1" />
          <paymentAmount>
            <currency>EUR</currency>
            <amount>15000000</amount>
          </paymentAmount>
        </exchangedCurrency1>
        <exchangedCurrency2>
          <payerPartyReference href="party1" />
          <receiverPartyReference href="party2" />
          <paymentAmount>
            <currency>USD</currency>
            <amount>13500000</amount>
          </paymentAmount>
        </exchangedCurrency2>
        <valueDate>2001-12-21</valueDate>
        <exchangeRate>
          <quotedCurrencyPair>
            <currency1>EUR</currency1>
            <currency2>USD</currency2>
            <quoteBasis>Currency2PerCurrency1</quoteBasis>
          </quotedCurrencyPair>
          <rate>0.9</rate>
        </exchangeRate>
      </fxSingleLeg>
    </resultingTrade>
    <agreementDate>2011-06-01Z</agreementDate>
    <executionDateTime>2011-06-01T10:12:34Z</executionDateTime>
    <effectiveDate>2011-06-03Z</effectiveDate>
    <payment>
      <payerPartyReference href="party1" />
      <receiverPartyReference href="party2" />
      <paymentAmount>
        <currency>USD</currency>
        <amount>12345.00</amount>
      </paymentAmount>
      <paymentDate>
        <adjustedDate>2011-06-03Z</adjustedDate>
      </paymentDate>
    </payment>
    <changeInNotionalAmount>
      <currency>EUR</currency>
      <amount>5000000</amount>
    </changeInNotionalAmount>
    <changeInNotionalAmount>
      <currency>USD</currency>
      <amount>4500000</amount>
    </changeInNotionalAmount>
    <outstandingNotionalAmount>
      <currency>EUR</currency>
      <amount>15000000</amount>
    </outstandingNotionalAmount>
    <outstandingNotionalAmount>
      <currency>USD</currency>
      <amount>13500000</amount>
    </outstandingNotionalAmount>
  </termination>
  <quote>
    <value>1235</value>
    <measureType>NPV</measureType>
    <currency>USD</currency>
  </quote>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493001RKR55V4X61F71</partyId>
<!-- unique counterparty identifier of reporting party -->
    <partyName>Bank X</partyName>
    <organizationType>SD</organizationType>
    <businessUnit id="desk1">
      <name>NY Swaps Desk</name>
    </businessUnit>
    <person id="trader">
      <personId>jjones</personId>
    </person>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300O5MFEP1XJ40B46</partyId>
<!-- unique counterparty identifier of other party -->
    <partyName>Bank Y</partyName>
    <organizationType>SD</organizationType>
  </party>
  <party id="party3">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ZFFF6TMXQVF884</partyId>
<!-- unique counterparty identifier of arranging broker -->
    <partyName>Bank Z</partyName>
  </party>
  <party id="broker1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300OL8KL0WCQ34V31</partyId>
<!-- unique counterparty identifier of arranging broker -->
    <partyName>Up&amp;Atem</partyName>
  </party>
  <party id="clearing-svc">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300IB5Q45JGNPND58</partyId>
<!-- unique counterparty identifier of clearing service -->
    <partyName>ClearItAll</partyName>
  </party>
</executionAdvice>




    © 2015 - 2025 Weber Informatics LLC | Privacy Policy