cdm-sample-files.native-cdm-events.Example-12-Submission-2.xml Maven / Gradle / Ivy

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<?xml version="1.0" encoding="utf-8"?>
<executionNotification 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.sef.com/msg_id">SEF123</messageId>
        <sentBy>SEFCORP</sentBy>
        <sendTo>SDR01</sendTo>
        <creationTimestamp>2018-04-01T15:01:30Z</creationTimestamp>
        <!-- Date stamp -->
    </header>
    <isCorrection>false</isCorrection>
    <!-- Correction indicator -->
    <correlationId correlationIdScheme="http://fpml.org/submitter_trade_id">TW9235</correlationId>
    <sequenceNumber>1</sequenceNumber>
    <onBehalfOf>
        <partyReference href="party1"/>
        <!-- explicit reference to which party is the primary reporting party -->
    </onBehalfOf>
    <trade>
        <tradeHeader>
            <partyTradeIdentifier>
                <!-- UTI -->
                <issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">LEI1RPT0001</issuer>
                <tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">LEI1RPT0001MMM</tradeId>
            </partyTradeIdentifier>
            <partyTradeInformation>
                <partyReference href="party1"/>
                <relatedParty>
                    <partyReference href="clearing-svc"/>
                    <role>ClearingOrganization</role>
                </relatedParty>
                <relatedParty>
                    <partyReference href="broker1"/>
                    <role>ArrangingBroker</role>
                </relatedParty>
                <relatedParty>
                    <partyReference href="party2"/>
                    <role>AllocationAgent</role>
                </relatedParty>
                <reportingRole>Principal</reportingRole>
                <relatedBusinessUnit>
                    <businessUnitReference href="desk1"/>
                    <role>TradingDesk</role>
                </relatedBusinessUnit>
                <relatedPerson>
                    <personReference href="trader"/>
                    <role>Trader</role>
                </relatedPerson>
                <isAccountingHedge>true</isAccountingHedge>
                <executionDateTime>2018-04-01T15:01:30Z</executionDateTime>
                <intentToAllocate>false</intentToAllocate>
                <intentToClear>true</intentToClear>
                <collateralizationType>Fully</collateralizationType>
                <collateralPortfolio portfolioNameScheme="http://www.bankx.com/collateral-portfolio-id">COLL123</collateralPortfolio>
                <reportingRegime>
                    <name>EMIR</name>
                    <supervisorRegistration>
                        <supervisoryBody>ESMA</supervisoryBody>
                    </supervisorRegistration>
                    <reportingRole>Principal</reportingRole>
                    <reportingPurpose>PrimaryEconomicTerms</reportingPurpose>
                    <mandatorilyClearable reportingBooleanScheme="http://www.fpml.org/coding-scheme/esma-reporting-boolean">X</mandatorilyClearable>
                    <exceedsClearingThreshold>true</exceedsClearingThreshold>
                    <partyEntityClassification>
                        <partyReference href="party1"/>
                        <entityClassification entityClassificationScheme="http://www.fpml.org/coding-scheme/esma-entity-classification">Financial
                        </entityClassification>
                    </partyEntityClassification>
                    <tradePartyRelationshipType>Intragroup</tradePartyRelationshipType>
                    <actionType>N</actionType>
                </reportingRegime>
                <nonStandardTerms>false</nonStandardTerms>
                <offMarketPrice>false</offMarketPrice>
                <largeSizeTrade>false</largeSizeTrade>
                <executionType>Electronic</executionType>
                <executionVenueType>SEF</executionVenueType>
                <confirmationMethod>Electronic</confirmationMethod>
            </partyTradeInformation>
            <tradeSummary>
                <reportingLevel>Trade</reportingLevel>
            </tradeSummary>
            <tradeDate>2018-04-01</tradeDate>
        </tradeHeader>
        <creditDefaultSwap>
            <generalTerms>
                <effectiveDate>
                    <unadjustedDate>2018-04-03</unadjustedDate>
                </effectiveDate>
                <scheduledTerminationDate>
                    <unadjustedDate>2029-03-20</unadjustedDate>
                </scheduledTerminationDate>
                <buyerPartyReference href="party2"/>
                <sellerPartyReference href="party1"/>
                <indexReferenceInformation>
                    <indexName>Dow Jones CDX NA IG.2</indexName>
                    <indexSeries>2</indexSeries>
                    <indexAnnexDate>2004-07-06</indexAnnexDate>
                    <indexAnnexSource>Publisher</indexAnnexSource>
                    <indexFactor>1.0</indexFactor>
                    <seniority>SeniorSec</seniority>
                </indexReferenceInformation>
            </generalTerms>
            <feeLeg>
                <initialPayment>
                    <payerPartyReference href="party1"/>
                    <receiverPartyReference href="party2"/>
                    <paymentAmount>
                        <currency>USD</currency>
                        <amount>16000</amount>
                    </paymentAmount>
                </initialPayment>
                <periodicPayment>
                    <fixedAmountCalculation>
                        <fixedRate>0.0060</fixedRate>
                    </fixedAmountCalculation>
                </periodicPayment>
            </feeLeg>
            <protectionTerms>
                <calculationAmount>
                    <currency>USD</currency>
                    <amount>18000</amount>
                </calculationAmount>
            </protectionTerms>
        </creditDefaultSwap>
        <documentation>
            <masterConfirmation>
                <masterConfirmationType>DJ.CDX.NA</masterConfirmationType>
                <masterConfirmationDate>2004-10-18</masterConfirmationDate>
            </masterConfirmation>
        </documentation>
    </trade>
    <party id="party1">
        <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">LEI1RPT0001</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">LEI2CP0002</partyId>
        <!-- unique counterparty identifier of other party -->
        <partyName>Bank Y</partyName>
        <organizationType>SD</organizationType>
    </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>
</executionNotification>