cdm-sample-files.functions.fpml-5-10.processes.msg-partial-termination-xccy-func-output.json Maven / Gradle / Ivy
{
"businessEvent" : {
"eventDate" : "2011-06-01",
"effectiveDate" : "2011-06-03",
"instruction" : [ {
"primitiveInstruction" : {
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 15000000,
"unit" : {
"currency" : {
"value" : "EUR"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "a104e1c2"
}
}, {
"quantity" : [ {
"value" : {
"value" : 13500000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "3cb1ee97"
}
} ],
"direction" : "Replace"
},
"transfer" : {
"transferState" : [ {
"transfer" : {
"quantity" : {
"value" : 12345,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
},
"receiverPartyReference" : {
"globalReference" : "67e3087d",
"externalReference" : "party2"
}
},
"settlementDate" : {
"adjustedDate" : {
"value" : "2011-06-03",
"meta" : {
"globalKey" : "3ed983"
}
}
},
"transferExpression" : {
"priceTransfer" : "Termination"
}
},
"meta" : {
"globalKey" : "d5798069"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "ForeignExchange_Spot_Forward"
} ],
"economicTerms" : {
"payout" : [ {
"SettlementPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"settlementTerms" : {
"settlementDate" : {
"valueDate" : "2001-12-21",
"meta" : {
"globalKey" : "3e8b15"
}
},
"meta" : {
"globalKey" : "3e8b15"
}
},
"underlier" : {
"Observable" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "observable-1"
}
}
},
"meta" : {
"globalKey" : "c600712a"
}
},
"meta" : {
"globalKey" : "c600712a"
}
} ],
"nonStandardisedTerms" : false
},
"meta" : {
"globalKey" : "30241f4"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.9,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "EUR"
}
},
"priceType" : "ExchangeRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 20000000,
"unit" : {
"currency" : {
"value" : "EUR"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
}, {
"value" : {
"value" : 18000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"value" : {
"Asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "EUR"
},
"identifierType" : "CurrencyCode"
} ]
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "3b9fcdcf"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "67e3087d",
"externalReference" : "party2"
}
} ],
"tradeIdentifier" : [ {
"issuer" : {
"value" : "1031234567",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "712345678901234567890123456789012",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "88f03f2f"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2011-02-12",
"meta" : {
"globalKey" : "3ed88c"
}
},
"party" : [ {
"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" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "jjones"
},
"meta" : {
"globalKey" : "baeb8c0d"
}
}
} ],
"firstName" : "jjone",
"meta" : {
"globalKey" : "a88d8eb9",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "f08ad79f",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300O5MFEP1XJ40B46",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "927fcae8"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "67e3087d",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300ZFFF6TMXQVF884",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e5cfed0f"
}
} ],
"name" : {
"value" : "Bank Z"
},
"meta" : {
"globalKey" : "27b33ce5",
"externalKey" : "party3"
}
}, {
"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" : "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"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
}
}, {
"partyReference" : {
"globalReference" : "cce42f3b",
"externalReference" : "broker1"
},
"role" : "ArrangingBroker",
"ownershipPartyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "ffd5361"
}
},
"meta" : {
"globalKey" : "ffd5361"
}
}
}
} ],
"eventQualifier" : "PartialTermination",
"after" : [ {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "ForeignExchange_Spot_Forward"
} ],
"economicTerms" : {
"payout" : [ {
"SettlementPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"settlementTerms" : {
"settlementDate" : {
"valueDate" : "2001-12-21",
"meta" : {
"globalKey" : "3e8b15"
}
},
"meta" : {
"globalKey" : "3e8b15"
}
},
"underlier" : {
"Observable" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "observable-1"
}
}
},
"meta" : {
"globalKey" : "c600712a"
}
},
"meta" : {
"globalKey" : "c600712a"
}
} ],
"nonStandardisedTerms" : false
},
"meta" : {
"globalKey" : "30241f4"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.9,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "EUR"
}
},
"priceType" : "ExchangeRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 15000000,
"unit" : {
"currency" : {
"value" : "EUR"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
}, {
"value" : {
"value" : 13500000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"value" : {
"Asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "EUR"
},
"identifierType" : "CurrencyCode"
} ]
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "89b81593"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "67e3087d",
"externalReference" : "party2"
}
} ],
"tradeIdentifier" : [ {
"issuer" : {
"value" : "1031234567",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "712345678901234567890123456789012",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "88f03f2f"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2011-02-12",
"meta" : {
"globalKey" : "3ed88c"
}
},
"party" : [ {
"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" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "jjones"
},
"meta" : {
"globalKey" : "baeb8c0d"
}
}
} ],
"firstName" : "jjone",
"meta" : {
"globalKey" : "a88d8eb9",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "f08ad79f",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300O5MFEP1XJ40B46",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "927fcae8"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "67e3087d",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300ZFFF6TMXQVF884",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e5cfed0f"
}
} ],
"name" : {
"value" : "Bank Z"
},
"meta" : {
"globalKey" : "27b33ce5",
"externalKey" : "party3"
}
}, {
"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" : "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"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
}
}, {
"partyReference" : {
"globalReference" : "cce42f3b",
"externalReference" : "broker1"
},
"role" : "ArrangingBroker",
"ownershipPartyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "3c435725"
}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 12345,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "f08ad79f",
"externalReference" : "party1"
},
"receiverPartyReference" : {
"globalReference" : "67e3087d",
"externalReference" : "party2"
}
},
"settlementDate" : {
"adjustedDate" : {
"value" : "2011-06-03",
"meta" : {
"globalKey" : "3ed983"
}
}
},
"transferExpression" : {
"priceTransfer" : "Termination"
}
},
"meta" : {
"globalKey" : "d5798069"
}
} ],
"meta" : {
"globalKey" : "31510424"
}
} ],
"meta" : {
"globalKey" : "c8e1088d"
}
},
"previousWorkflowStep" : {
"globalReference" : "b3c4a479"
},
"messageInformation" : {
"messageId" : {
"value" : "SEF005",
"meta" : {
"scheme" : "http://www.bankx.com/msg_id"
}
},
"sentBy" : {
"value" : "BANKX"
},
"sentTo" : [ {
"value" : "SDR01"
} ]
},
"timestamp" : [ {
"dateTime" : "2011-06-01T10:13:07Z",
"qualification" : "eventCreationDateTime"
}, {
"dateTime" : "2011-06-01T10:12:34Z",
"qualification" : "executionDateTime"
} ],
"eventIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "SEF005"
}
} ],
"meta" : {
"globalKey" : "918f1d81"
}
} ],
"action" : "New",
"party" : [ {
"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" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "jjones"
},
"meta" : {
"globalKey" : "baeb8c0d"
}
}
} ],
"firstName" : "jjone",
"meta" : {
"globalKey" : "a88d8eb9",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "f08ad79f",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300O5MFEP1XJ40B46",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "927fcae8"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "67e3087d",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300ZFFF6TMXQVF884",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e5cfed0f"
}
} ],
"name" : {
"value" : "Bank Z"
},
"meta" : {
"globalKey" : "27b33ce5",
"externalKey" : "party3"
}
}, {
"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" : "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"
}
} ],
"meta" : {
"globalKey" : "cbdd1f11"
}
}© 2015 - 2025 Weber Informatics LLC | Privacy Policy