cdm-sample-files.functions.fpml-5-10.processes.msg-ex58-execution-advice-trade-initiation-F01-00-func-output.json Maven / Gradle / Ivy
{
"businessEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
"legalAgreement" : [ {
"agreementDate" : "2009-05-22",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterConfirmation",
"masterConfirmationType" : {
"value" : "DJ.CDX.NA"
}
}
},
"contractualParty" : [ {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
}, {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
} ],
"meta" : {
"globalKey" : "82f4130d"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "Other",
"value" : {
"name" : {
"value" : "Credit:Index:CDX:CDXIG"
}
}
}, {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_Index"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-09-01",
"meta" : {
"globalKey" : "3eca41"
}
},
"meta" : {
"globalKey" : "3eca41"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2012-06-20",
"meta" : {
"globalKey" : "3ee194"
}
},
"meta" : {
"globalKey" : "3ee194"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"generalTerms" : {
"indexReferenceInformation" : {
"identifier" : [ {
"identifier" : {
"value" : "CDX-NAIGHVOLS10.5Y"
},
"identifierType" : "Other"
}, {
"identifier" : {
"value" : "2I65B3BA0",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-1-0"
}
},
"identifierType" : "Other"
} ],
"name" : {
"value" : "CDX-NAIGHVOLS10.5Y"
},
"assetClass" : "Credit",
"indexSeries" : 10,
"indexAnnexVersion" : 2,
"indexAnnexDate" : "2007-03-06",
"excludedReferenceEntity" : [ {
"referenceEntity" : {
"entityId" : [ {
"value" : "ABC1234567",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-1-0"
}
} ],
"meta" : {
"globalKey" : "e883dbb2"
}
}
} ],
"meta" : {
"globalKey" : "51a315e1"
}
}
},
"meta" : {
"globalKey" : "353f9180"
}
},
"meta" : {
"globalKey" : "353f9180"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"calculationPeriodDates" : {
"firstPeriodStartDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-06-20",
"meta" : {
"globalKey" : "3ec994"
}
},
"meta" : {
"globalKey" : "3ec994"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "c9d95f07"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2009-09-20",
"meta" : {
"globalKey" : "3edeea"
}
},
"meta" : {
"globalKey" : "9ca46f04"
}
},
"meta" : {
"globalKey" : "9ca46f04"
}
} ]
},
"meta" : {
"globalKey" : "a4fce777"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.023,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "4fca0be"
}
}, {
"quantity" : [ {
"value" : {
"value" : 70000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "e6be80f3"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "CONTR3456",
"meta" : {
"scheme" : "http://www.swift.com/coding-scheme/contract-id"
}
},
"version" : 1
} ],
"meta" : {
"globalKey" : "5102d0a6"
}
} ],
"tradeDate" : {
"value" : "2009-09-01",
"meta" : {
"globalKey" : "3eca41"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "959800NKRMZ8NEKQ0A23",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "3d4a07f0"
}
} ],
"name" : {
"value" : "INVEST MGR"
},
"meta" : {
"globalKey" : "a2b7933d",
"externalKey" : "_fund"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300E4CDNNLJRBKF36",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "d680f17b"
}
} ],
"name" : {
"value" : "BROKER 33"
},
"meta" : {
"globalKey" : "90c956c2",
"externalKey" : "_broker"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300FNRNXH6KYKUK07",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "aaed06df"
}
} ],
"name" : {
"value" : "Custodian"
},
"meta" : {
"globalKey" : "7b435ced",
"externalKey" : "_cust"
}
} ],
"account" : [ {
"accountNumber" : {
"value" : "FUND100",
"meta" : {
"scheme" : "http://www.imgr.com/schemes/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"meta" : {
"globalKey" : "9b6b2c7b",
"externalKey" : "_FUNDACCT"
}
}, {
"accountNumber" : {
"value" : "98765",
"meta" : {
"scheme" : "http://www.custodian.com/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "7b435ced",
"externalReference" : "_cust"
},
"meta" : {
"globalKey" : "c39b80e",
"externalKey" : "_CUSTACCT"
}
} ],
"meta" : {
"globalKey" : "dd9c93af"
}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 387300,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"receiverPartyReference" : {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
}
},
"transferExpression" : {
"priceTransfer" : "Upfront"
}
},
"meta" : {
"globalKey" : "ce154a23"
}
} ],
"meta" : {
"globalKey" : "8f83212"
}
}
}
} ],
"eventQualifier" : "ContractFormation",
"after" : [ {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "Other",
"value" : {
"name" : {
"value" : "Credit:Index:CDX:CDXIG"
}
}
}, {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_Index"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-09-01",
"meta" : {
"globalKey" : "3eca41"
}
},
"meta" : {
"globalKey" : "3eca41"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2012-06-20",
"meta" : {
"globalKey" : "3ee194"
}
},
"meta" : {
"globalKey" : "3ee194"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"generalTerms" : {
"indexReferenceInformation" : {
"identifier" : [ {
"identifier" : {
"value" : "CDX-NAIGHVOLS10.5Y"
},
"identifierType" : "Other"
}, {
"identifier" : {
"value" : "2I65B3BA0",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-1-0"
}
},
"identifierType" : "Other"
} ],
"name" : {
"value" : "CDX-NAIGHVOLS10.5Y"
},
"assetClass" : "Credit",
"indexSeries" : 10,
"indexAnnexVersion" : 2,
"indexAnnexDate" : "2007-03-06",
"excludedReferenceEntity" : [ {
"referenceEntity" : {
"entityId" : [ {
"value" : "ABC1234567",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-1-0"
}
} ],
"meta" : {
"globalKey" : "e883dbb2"
}
}
} ],
"meta" : {
"globalKey" : "51a315e1"
}
}
},
"meta" : {
"globalKey" : "353f9180"
}
},
"meta" : {
"globalKey" : "353f9180"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"calculationPeriodDates" : {
"firstPeriodStartDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-06-20",
"meta" : {
"globalKey" : "3ec994"
}
},
"meta" : {
"globalKey" : "3ec994"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "c9d95f07"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2009-09-20",
"meta" : {
"globalKey" : "3edeea"
}
},
"meta" : {
"globalKey" : "9ca46f04"
}
},
"meta" : {
"globalKey" : "9ca46f04"
}
} ]
},
"meta" : {
"globalKey" : "a4fce777"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.023,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "4fca0be"
}
}, {
"quantity" : [ {
"value" : {
"value" : 70000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "e6be80f3"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "CONTR3456",
"meta" : {
"scheme" : "http://www.swift.com/coding-scheme/contract-id"
}
},
"version" : 1
} ],
"meta" : {
"globalKey" : "5102d0a6"
}
} ],
"tradeDate" : {
"value" : "2009-09-01",
"meta" : {
"globalKey" : "3eca41"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "959800NKRMZ8NEKQ0A23",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "3d4a07f0"
}
} ],
"name" : {
"value" : "INVEST MGR"
},
"meta" : {
"globalKey" : "a2b7933d",
"externalKey" : "_fund"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300E4CDNNLJRBKF36",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "d680f17b"
}
} ],
"name" : {
"value" : "BROKER 33"
},
"meta" : {
"globalKey" : "90c956c2",
"externalKey" : "_broker"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300FNRNXH6KYKUK07",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "aaed06df"
}
} ],
"name" : {
"value" : "Custodian"
},
"meta" : {
"globalKey" : "7b435ced",
"externalKey" : "_cust"
}
} ],
"contractDetails" : {
"documentation" : [ {
"agreementDate" : "2009-05-22",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterConfirmation",
"masterConfirmationType" : {
"value" : "DJ.CDX.NA"
}
}
},
"contractualParty" : [ {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
}, {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
} ],
"meta" : {
"globalKey" : "82f4130d"
}
} ],
"meta" : {
"globalKey" : "82f4130d"
}
},
"account" : [ {
"accountNumber" : {
"value" : "FUND100",
"meta" : {
"scheme" : "http://www.imgr.com/schemes/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"meta" : {
"globalKey" : "9b6b2c7b",
"externalKey" : "_FUNDACCT"
}
}, {
"accountNumber" : {
"value" : "98765",
"meta" : {
"scheme" : "http://www.custodian.com/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "7b435ced",
"externalReference" : "_cust"
},
"meta" : {
"globalKey" : "c39b80e",
"externalKey" : "_CUSTACCT"
}
} ],
"meta" : {
"globalKey" : "ccf58cbc"
}
},
"state" : {
"positionState" : "Formed"
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 387300,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"receiverPartyReference" : {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
}
},
"transferExpression" : {
"priceTransfer" : "Upfront"
}
},
"meta" : {
"globalKey" : "ce154a23"
}
} ],
"meta" : {
"globalKey" : "d17e3c82"
}
} ],
"meta" : {
"globalKey" : "4f7c1283"
}
},
"previousWorkflowStep" : {
"globalReference" : "b9eafd90"
},
"messageInformation" : {
"messageId" : {
"value" : "IM/60",
"meta" : {
"scheme" : "http://www.imgr.com/schemes/message-id"
}
},
"sentBy" : {
"value" : "IMGRUS6S"
},
"sentTo" : [ {
"value" : "CUSTUS3T"
} ]
},
"timestamp" : [ {
"dateTime" : "2009-09-01T10:03:09-08:00",
"qualification" : "eventCreationDateTime"
} ],
"eventIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "IM/60"
}
} ],
"meta" : {
"globalKey" : "4286b85"
}
} ],
"action" : "New",
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "959800NKRMZ8NEKQ0A23",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "3d4a07f0"
}
} ],
"name" : {
"value" : "INVEST MGR"
},
"meta" : {
"globalKey" : "a2b7933d",
"externalKey" : "_fund"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300E4CDNNLJRBKF36",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "d680f17b"
}
} ],
"name" : {
"value" : "BROKER 33"
},
"meta" : {
"globalKey" : "90c956c2",
"externalKey" : "_broker"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300FNRNXH6KYKUK07",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "aaed06df"
}
} ],
"name" : {
"value" : "Custodian"
},
"meta" : {
"globalKey" : "7b435ced",
"externalKey" : "_cust"
}
} ],
"account" : [ {
"accountNumber" : {
"value" : "FUND100",
"meta" : {
"scheme" : "http://www.imgr.com/schemes/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"meta" : {
"globalKey" : "9b6b2c7b",
"externalKey" : "_FUNDACCT"
}
}, {
"accountNumber" : {
"value" : "98765",
"meta" : {
"scheme" : "http://www.custodian.com/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "7b435ced",
"externalReference" : "_cust"
},
"meta" : {
"globalKey" : "c39b80e",
"externalKey" : "_CUSTACCT"
}
} ],
"meta" : {
"globalKey" : "b701b436"
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy