cdm-sample-files.functions.fpml-5-10.processes.msg-new-trade-CFTC-clearing-func-output.json Maven / Gradle / Ivy
{
"businessEvent" : {
"intent" : "ContractFormation",
"eventDate" : "2011-02-04",
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
"legalAgreement" : [ {
"agreementDate" : "2002-01-05",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterAgreement",
"masterAgreementType" : {
"value" : "ISDAMaster"
}
},
"vintage" : 1992
},
"contractualParty" : [ {
"globalReference" : "620de0a",
"externalReference" : "party2"
}, {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
} ],
"meta" : {
"globalKey" : "d84b39c1"
}
}, {
"agreementDate" : "2002-01-07",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterConfirmation",
"masterConfirmationType" : {
"value" : "ISDA2003CreditNorthAmerican"
}
}
},
"contractualParty" : [ {
"globalReference" : "620de0a",
"externalReference" : "party2"
}, {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
} ],
"meta" : {
"globalKey" : "bf3c17c0"
}
}, {
"agreementDate" : "2015-01-04",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "CreditSupportAgreement"
}
},
"contractualParty" : [ {
"globalReference" : "620de0a",
"externalReference" : "party2"
}, {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
} ],
"meta" : {
"globalKey" : "fabdd16b"
}
}, {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "Confirmation",
"contractualMatrix" : [ {
"matrixType" : {
"value" : "CreditDerivativesPhysicalSettlementMatrix"
},
"matrixTerm" : {
"value" : "StandardNorthAmericanCorporate"
}
} ]
}
},
"contractualParty" : [ {
"globalReference" : "620de0a",
"externalReference" : "party2"
}, {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
} ],
"meta" : {
"globalKey" : "726c4330"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"primaryAssetClass" : {
"value" : "Credit"
}
}, {
"source" : "Other",
"value" : {
"name" : {
"value" : "Credit:SingleName:Corporate:StandardNorthAmericanCorporate"
}
}
}, {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_SingleName"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-03-26",
"meta" : {
"globalKey" : "3ec8da"
}
},
"meta" : {
"globalKey" : "3ec8da"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2014-06-20",
"meta" : {
"globalKey" : "3ef194"
}
},
"meta" : {
"globalKey" : "3ef194"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"generalTerms" : {
"referenceInformation" : {
"referenceEntity" : {
"entityId" : [ {
"value" : "8G836J",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-id-RED-1-0"
}
} ],
"name" : {
"value" : "TENET HEALTHCARE CORPORATION"
},
"meta" : {
"globalKey" : "54140007",
"externalKey" : "referenceEntity"
}
},
"referenceObligation" : [ {
"security" : {
"identifier" : [ {
"identifier" : {
"value" : "8G836JAF2",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-pair-1-0"
}
},
"identifierType" : "Other"
} ],
"instrumentType" : "Debt"
}
} ]
}
},
"transactedPrice" : {
"marketFixedRate" : 0.02
}
},
"meta" : {
"globalKey" : "c847dc2a"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"calculationPeriodDates" : {
"firstPeriodStartDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-03-20",
"meta" : {
"globalKey" : "3ec8d4"
}
},
"meta" : {
"globalKey" : "3ec8d4"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "bf47be47"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2009-06-20",
"meta" : {
"globalKey" : "3ede2a"
}
}
},
"meta" : {
"globalKey" : "658f9704"
}
} ],
"nonStandardisedTerms" : true
},
"meta" : {
"globalKey" : "620037cc"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.01,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "20e98d8a"
}
}, {
"quantity" : [ {
"value" : {
"value" : 5000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "280b774f"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "620de0a",
"externalReference" : "party2"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
} ],
"tradeIdentifier" : [ {
"issuer" : {
"value" : "FCHUXIINML",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "12345678901234567890123456789012",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "ce80645"
},
"identifierType" : "UniqueTransactionIdentifier"
}, {
"issuer" : {
"value" : "1031234567",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "12345678901234567890123456789012",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "671d1c86"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2011-02-12",
"meta" : {
"globalKey" : "3ed88c"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc64e9"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "a3344cf2",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "5493001RKR55V4X61F71",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "c87765a4"
}
} ],
"name" : {
"value" : "Bank X"
},
"businessUnit" : [ {
"name" : "New York Office",
"contactInformation" : {
"address" : [ {
"street" : [ "123 Park Avenue" ],
"city" : "New York",
"state" : "NY",
"country" : {
"value" : "US"
},
"postalCode" : "10017"
} ]
},
"meta" : {
"globalKey" : "6f7071f4",
"externalKey" : "branch1"
}
}, {
"name" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "person123"
},
"meta" : {
"globalKey" : "32d9e6bd"
}
}
} ],
"firstName" : "person",
"meta" : {
"globalKey" : "ed468c38",
"externalKey" : "broker"
}
}, {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "person456"
},
"meta" : {
"globalKey" : "32d9f260"
}
}
} ],
"firstName" : "person",
"meta" : {
"globalKey" : "ed47f4f5",
"externalKey" : "trader"
}
} ],
"contactInformation" : {
"address" : [ {
"country" : {
"value" : "GB"
}
} ]
},
"meta" : {
"globalKey" : "620de0a",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300OL8KL0WCQ34V31",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e9c05cf5"
}
} ],
"name" : {
"value" : "Up&Atem"
},
"meta" : {
"globalKey" : "cce42f3b",
"externalKey" : "broker1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND22",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc58ec"
}
} ],
"name" : {
"value" : "XYZ Bank"
},
"meta" : {
"globalKey" : "e02668f",
"externalKey" : "executing_agent"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND11",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc550c"
}
} ],
"name" : {
"value" : "SEFCo LLC"
},
"meta" : {
"globalKey" : "5a61206f",
"externalKey" : "venue"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc64e9"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "a3344cf2",
"externalKey" : "clearing-svc"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc64e9"
}
} ],
"name" : {
"value" : "WorldWide Trade Repository"
},
"meta" : {
"globalKey" : "f8327bca",
"externalKey" : "original_sdr"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
}, {
"partyReference" : {
"globalReference" : "620de0a",
"externalReference" : "party2"
},
"role" : "ClearingFirm",
"ownershipPartyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
}, {
"partyReference" : {
"globalReference" : "e02668f",
"externalReference" : "executing_agent"
},
"role" : "ExecutingBroker",
"ownershipPartyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
}, {
"partyReference" : {
"globalReference" : "5a61206f",
"externalReference" : "venue"
},
"role" : "ExecutionFacility",
"ownershipPartyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
}, {
"partyReference" : {
"globalReference" : "f8327bca",
"externalReference" : "original_sdr"
},
"role" : "PriorTradeRepository",
"ownershipPartyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
}, {
"partyReference" : {
"globalReference" : "620de0a",
"externalReference" : "party2"
},
"role" : "AllocationAgent",
"ownershipPartyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
} ],
"account" : [ {
"accountNumber" : {
"value" : "123",
"meta" : {
"scheme" : "http://bankx.com/accountId"
}
},
"servicingParty" : {
"globalReference" : "620de0a",
"externalReference" : "party2"
},
"meta" : {
"globalKey" : "d506be50",
"externalKey" : "client-account"
}
} ],
"meta" : {
"globalKey" : "348a0411"
}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 1000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
},
"receiverPartyReference" : {
"globalReference" : "620de0a",
"externalReference" : "party2"
}
},
"settlementDate" : {
"unadjustedDate" : "2009-03-28",
"adjustedDate" : {
"value" : "2009-03-30",
"meta" : {
"globalKey" : "3ec8de"
}
}
},
"transferExpression" : {
"priceTransfer" : "Upfront"
}
},
"meta" : {
"globalKey" : "2947bd97"
}
} ],
"meta" : {
"globalKey" : "3568b9a8"
}
}
}
} ],
"eventQualifier" : "ContractFormation",
"after" : [ {
"trade" : {
"product" : {
"taxonomy" : [ {
"primaryAssetClass" : {
"value" : "Credit"
}
}, {
"source" : "Other",
"value" : {
"name" : {
"value" : "Credit:SingleName:Corporate:StandardNorthAmericanCorporate"
}
}
}, {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_SingleName"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-03-26",
"meta" : {
"globalKey" : "3ec8da"
}
},
"meta" : {
"globalKey" : "3ec8da"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2014-06-20",
"meta" : {
"globalKey" : "3ef194"
}
},
"meta" : {
"globalKey" : "3ef194"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"generalTerms" : {
"referenceInformation" : {
"referenceEntity" : {
"entityId" : [ {
"value" : "8G836J",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-id-RED-1-0"
}
} ],
"name" : {
"value" : "TENET HEALTHCARE CORPORATION"
},
"meta" : {
"globalKey" : "54140007",
"externalKey" : "referenceEntity"
}
},
"referenceObligation" : [ {
"security" : {
"identifier" : [ {
"identifier" : {
"value" : "8G836JAF2",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-pair-1-0"
}
},
"identifierType" : "Other"
} ],
"instrumentType" : "Debt"
}
} ]
}
},
"transactedPrice" : {
"marketFixedRate" : 0.02
}
},
"meta" : {
"globalKey" : "c847dc2a"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"calculationPeriodDates" : {
"firstPeriodStartDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-03-20",
"meta" : {
"globalKey" : "3ec8d4"
}
},
"meta" : {
"globalKey" : "3ec8d4"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "bf47be47"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2009-06-20",
"meta" : {
"globalKey" : "3ede2a"
}
}
},
"meta" : {
"globalKey" : "658f9704"
}
} ],
"nonStandardisedTerms" : true
},
"meta" : {
"globalKey" : "620037cc"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.01,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "20e98d8a"
}
}, {
"quantity" : [ {
"value" : {
"value" : 5000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "280b774f"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "620de0a",
"externalReference" : "party2"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "party1"
}
} ],
"tradeIdentifier" : [ {
"issuer" : {
"value" : "FCHUXIINML",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "12345678901234567890123456789012",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "ce80645"
},
"identifierType" : "UniqueTransactionIdentifier"
}, {
"issuer" : {
"value" : "1031234567",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "12345678901234567890123456789012",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "671d1c86"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2011-02-12",
"meta" : {
"globalKey" : "3ed88c"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc64e9"
}
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