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result-json-files.cme-submission-irs-1-0.USD_FRA_Submission.json Maven / Gradle / Ivy

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{
  "proposedEvent" : {
    "intent" : "ContractFormation",
    "instruction" : [ {
      "before" : {
        "value" : {
          "trade" : {
            "product" : {
              "taxonomy" : [ {
                "source" : "ISDA",
                "productQualifier" : "InterestRate_Fra"
              } ],
              "economicTerms" : {
                "payout" : [ {
                  "InterestRatePayout" : {
                    "payerReceiver" : {
                      "payer" : "Party1",
                      "receiver" : "Party2"
                    },
                    "priceQuantity" : {
                      "quantitySchedule" : {
                        "address" : {
                          "scope" : "DOCUMENT",
                          "value" : "quantity-1"
                        }
                      },
                      "meta" : {
                        "globalKey" : "0"
                      }
                    },
                    "rateSpecification" : {
                      "FixedRateSpecification" : {
                        "rateSchedule" : {
                          "price" : {
                            "address" : {
                              "scope" : "DOCUMENT",
                              "value" : "price-1"
                            }
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      }
                    },
                    "dayCountFraction" : {
                      "value" : "ACT/360"
                    },
                    "calculationPeriodDates" : {
                      "effectiveDate" : {
                        "adjustableDate" : {
                          "adjustedDate" : {
                            "value" : "2019-05-13",
                            "meta" : {
                              "globalKey" : "3f194d"
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0",
                          "externalKey" : "resetDate"
                        }
                      },
                      "terminationDate" : {
                        "adjustableDate" : {
                          "adjustedDate" : {
                            "value" : "2019-11-12",
                            "meta" : {
                              "globalKey" : "3f1acc"
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      },
                      "meta" : {
                        "globalKey" : "0"
                      }
                    },
                    "paymentDates" : {
                      "paymentFrequency" : {
                        "periodMultiplier" : 6,
                        "period" : "M",
                        "meta" : {
                          "globalKey" : "107"
                        }
                      },
                      "meta" : {
                        "globalKey" : "107"
                      }
                    },
                    "paymentDate" : {
                      "unadjustedDate" : "2019-05-13",
                      "dateAdjustments" : {
                        "businessDayConvention" : "MODFOLLOWING",
                        "businessCenters" : {
                          "businessCenter" : [ {
                            "value" : "GBLO"
                          }, {
                            "value" : "USNY"
                          } ],
                          "meta" : {
                            "globalKey" : "42f910b"
                          }
                        },
                        "meta" : {
                          "globalKey" : "97b8e49c"
                        }
                      },
                      "meta" : {
                        "globalKey" : "deb62aaf"
                      }
                    },
                    "discountingMethod" : {
                      "discountingType" : "FRA"
                    }
                  },
                  "meta" : {
                    "globalKey" : "554b591e"
                  }
                }, {
                  "InterestRatePayout" : {
                    "payerReceiver" : {
                      "payer" : "Party2",
                      "receiver" : "Party1"
                    },
                    "priceQuantity" : {
                      "quantitySchedule" : {
                        "address" : {
                          "scope" : "DOCUMENT",
                          "value" : "quantity-2"
                        }
                      },
                      "meta" : {
                        "globalKey" : "0"
                      }
                    },
                    "rateSpecification" : {
                      "FloatingRateSpecification" : {
                        "rateOption" : {
                          "address" : {
                            "scope" : "DOCUMENT",
                            "value" : "FloatingRateIndex-1"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      }
                    },
                    "dayCountFraction" : {
                      "value" : "ACT/360"
                    },
                    "calculationPeriodDates" : {
                      "effectiveDate" : {
                        "adjustableDate" : {
                          "adjustedDate" : {
                            "value" : "2019-05-13",
                            "meta" : {
                              "globalKey" : "3f194d"
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0",
                          "externalKey" : "resetDate"
                        }
                      },
                      "terminationDate" : {
                        "adjustableDate" : {
                          "adjustedDate" : {
                            "value" : "2019-11-12",
                            "meta" : {
                              "globalKey" : "3f1acc"
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      },
                      "meta" : {
                        "globalKey" : "0"
                      }
                    },
                    "paymentDate" : {
                      "unadjustedDate" : "2019-05-13",
                      "dateAdjustments" : {
                        "businessDayConvention" : "MODFOLLOWING",
                        "businessCenters" : {
                          "businessCenter" : [ {
                            "value" : "GBLO"
                          }, {
                            "value" : "USNY"
                          } ],
                          "meta" : {
                            "globalKey" : "42f910b"
                          }
                        },
                        "meta" : {
                          "globalKey" : "97b8e49c"
                        }
                      },
                      "meta" : {
                        "globalKey" : "deb62aaf"
                      }
                    },
                    "resetDates" : {
                      "fixingDates" : {
                        "periodMultiplier" : -2,
                        "period" : "D",
                        "meta" : {
                          "globalKey" : "ce01227d"
                        },
                        "dayType" : "Business",
                        "businessDayConvention" : "NONE",
                        "businessCenters" : {
                          "businessCenter" : [ {
                            "value" : "GBLO"
                          } ],
                          "meta" : {
                            "globalKey" : "21479e"
                          }
                        },
                        "dateRelativeTo" : {
                          "globalReference" : "0",
                          "externalReference" : "resetDate"
                        }
                      },
                      "meta" : {
                        "globalKey" : "ce01227d"
                      }
                    },
                    "discountingMethod" : {
                      "discountingType" : "FRA"
                    }
                  },
                  "meta" : {
                    "globalKey" : "2024e022"
                  }
                } ]
              },
              "meta" : {
                "globalKey" : "92228240"
              }
            },
            "tradeLot" : [ {
              "priceQuantity" : [ {
                "price" : [ {
                  "value" : {
                    "value" : 0.02345,
                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    },
                    "perUnitOf" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    },
                    "priceType" : "InterestRate"
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "price-1"
                    } ]
                  }
                } ],
                "quantity" : [ {
                  "value" : {
                    "value" : 100000000,
                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "quantity-1"
                    } ]
                  }
                } ],
                "meta" : {
                  "globalKey" : "3a0ba7ac"
                }
              }, {
                "quantity" : [ {
                  "value" : {
                    "value" : 100000000,
                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "quantity-2"
                    } ]
                  }
                } ],
                "observable" : {
                  "value" : {
                    "Index" : {
                      "FloatingRateIndex" : {
                        "value" : {
                          "InterestRateIndex" : {
                            "identifier" : [ {
                              "identifier" : {
                                "value" : "USD-LIBOR-BBA"
                              },
                              "identifierType" : "Other"
                            } ],
                            "assetClass" : "InterestRate",
                            "floatingRateIndex" : {
                              "value" : "USD-LIBOR-BBA"
                            },
                            "indexTenor" : {
                              "periodMultiplier" : 6,
                              "period" : "M",
                              "meta" : {
                                "globalKey" : "107"
                              }
                            }
                          }
                        },
                        "meta" : {
                          "location" : [ {
                            "scope" : "DOCUMENT",
                            "value" : "FloatingRateIndex-1"
                          } ]
                        }
                      }
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "observable-1"
                    } ]
                  }
                },
                "meta" : {
                  "globalKey" : "f8e4e087"
                }
              } ]
            } ],
            "counterparty" : [ {
              "role" : "Party1",
              "partyReference" : {
                "globalReference" : "7ffa3ef",
                "externalReference" : "partyA"
              }
            }, {
              "role" : "Party2",
              "partyReference" : {
                "globalReference" : "d18c5c37",
                "externalReference" : "partyB"
              }
            } ],
            "tradeIdentifier" : [ {
              "issuerReference" : {
                "globalReference" : "7ffa3ef",
                "externalReference" : "partyA"
              },
              "assignedIdentifier" : [ {
                "identifier" : {
                  "value" : "43401180-2",
                  "meta" : {
                    "scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0"
                  }
                }
              } ],
              "meta" : {
                "globalKey" : "196139bd"
              }
            }, {
              "issuerReference" : {
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                "externalReference" : "partyB"
              },
              "assignedIdentifier" : [ {
                "identifier" : {
                  "value" : "43401180-2",
                  "meta" : {
                    "scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0"
                  }
                }
              } ],
              "meta" : {
                "globalKey" : "1961ae1c"
              }
            }, {
              "issuerReference" : {
                "globalReference" : "5b6941a5",
                "externalReference" : "partyC"
              },
              "assignedIdentifier" : [ {
                "identifier" : {
                  "value" : "43401180-2",
                  "meta" : {
                    "scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0"
                  }
                }
              } ],
              "meta" : {
                "globalKey" : "1962227b"
              }
            } ],
            "tradeDate" : {
              "value" : "2018-10-31",
              "meta" : {
                "globalKey" : "3f129f"
              }
            },
            "party" : [ {
              "partyId" : [ {
                "identifier" : {
                  "value" : "ONB2-TEST-I"
                },
                "meta" : {
                  "globalKey" : "c455d30c"
                }
              } ],
              "name" : {
                "value" : "Michigan Avenue Bank - Executing Bank"
              },
              "meta" : {
                "globalKey" : "7ffa3ef",
                "externalKey" : "partyA"
              }
            }, {
              "partyId" : [ {
                "identifier" : {
                  "value" : "EVENTTEST1"
                },
                "meta" : {
                  "globalKey" : "58b757a5"
                }
              } ],
              "name" : {
                "value" : "CMEEVENT1"
              },
              "meta" : {
                "globalKey" : "d18c5c37",
                "externalKey" : "partyB"
              }
            }, {
              "partyId" : [ {
                "identifier" : {
                  "value" : "SWAPSWIRE"
                },
                "meta" : {
                  "globalKey" : "5b6941a5"
                }
              } ],
              "meta" : {
                "globalKey" : "5b6941a5",
                "externalKey" : "partyC"
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            } ],
            "meta" : {
              "globalKey" : "39ebab96"
            }
          },
          "meta" : {
            "globalKey" : "39ebab96"
          }
        }
      }
    } ]
  },
  "messageInformation" : {
    "sentBy" : {
      "value" : "CME"
    },
    "sentTo" : [ {
      "value" : "CME"
    } ]
  },
  "timestamp" : [ {
    "dateTime" : "2018-10-31T14:13:19.9Z",
    "qualification" : "transactionCreationDateTime"
  }, {
    "dateTime" : "2018-10-31T14:13:19.9Z",
    "qualification" : "eventSentDateTime"
  }, {
    "dateTime" : "2018-10-31T14:02:14Z",
    "qualification" : "executionDateTime"
  } ],
  "action" : "New",
  "workflowState" : {
    "workflowStatus" : "Submitted",
    "partyCustomisedWorkflow" : [ {
      "partyName" : "ONB2-TEST-I",
      "customisedWorkflow" : [ {
        "itemName" : "ClientOrderId",
        "itemValue" : "43401180-2"
      }, {
        "itemName" : "TradeOriginationSystem",
        "itemValue" : "MKSA"
      }, {
        "itemName" : "OriginatingTradeId",
        "itemValue" : "43401871"
      }, {
        "itemName" : "ExecutionTime",
        "itemValue" : "2018-10-31T14:13:19.9Z"
      }, {
        "itemName" : "PartyType",
        "itemValue" : "Customer Account"
      }, {
        "itemName" : "PartyIdentifier",
        "itemValue" : "Custom"
      } ]
    }, {
      "partyName" : "EVENTTEST1",
      "customisedWorkflow" : [ {
        "itemName" : "ClientOrderId",
        "itemValue" : "43401180-2"
      }, {
        "itemName" : "TradeOriginationSystem",
        "itemValue" : "MKSA"
      }, {
        "itemName" : "OriginatingTradeId",
        "itemValue" : "43401872"
      }, {
        "itemName" : "ExecutionTime",
        "itemValue" : "2018-10-31T14:13:19.9Z"
      }, {
        "itemName" : "PartyType",
        "itemValue" : "Customer Account"
      }, {
        "itemName" : "PartyIdentifier",
        "itemValue" : "Custom"
      } ]
    } ]
  },
  "meta" : {
    "globalKey" : "21957559"
  }
}




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