result-json-files.dtcc-11-0.DDL_NewTrade5.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
"legalAgreement" : [ {
"agreementDate" : "1995-07-28",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterAgreement",
"masterAgreementType" : {
"value" : "ISDAMaster",
"meta" : {
"scheme" : "http://dtcc.com/coding-scheme/master-agreement-type"
}
}
},
"vintage" : 2002
},
"contractualParty" : [ {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
}, {
"globalReference" : "48967e90",
"externalReference" : "DTCC00001234"
} ],
"meta" : {
"globalKey" : "2e5cdbc7"
}
}, {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "Confirmation",
"contractualDefinitionsType" : [ {
"value" : "ISDA2003CreditDerivatives",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/contractual-definitions"
}
} ],
"contractualTermsSupplement" : [ {
"publicationDate" : "2018-10-09"
} ]
}
},
"contractualParty" : [ {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
}, {
"globalReference" : "48967e90",
"externalReference" : "DTCC00001234"
} ],
"meta" : {
"globalKey" : "ca1f3c0a"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_SingleName"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-09-25",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "270f68c4"
}
},
"meta" : {
"globalKey" : "270f68c4"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2046-09-25",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "2a5848c4"
}
},
"meta" : {
"globalKey" : "2a5848c4"
}
},
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/business-center"
}
}, {
"value" : "USNY",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/business-center"
}
} ],
"meta" : {
"globalKey" : "42f910b"
}
},
"meta" : {
"globalKey" : "b7a5bb40"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"generalTerms" : {
"referenceInformation" : {
"referenceEntity" : {
"name" : {
"value" : "THEISSUEROFTHEREFERENCEOBLIGATION",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-name-RED"
}
},
"meta" : {
"globalKey" : "260265d9"
}
},
"referenceObligation" : [ {
"security" : {
"identifier" : [ {
"identifier" : {
"value" : "US02147DAK72",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2002/instrument-id-ISIN"
}
},
"identifierType" : "ISIN"
} ],
"instrumentType" : "Debt"
}
} ]
}
},
"protectionTerms" : [ {
"floatingAmountEvents" : {
"interestShortfall" : {
"interestShortfallCap" : "Fixed",
"compounding" : false,
"rateSource" : {
"value" : "USD-LIBOR-BBA",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/floating-rate-index"
}
}
}
},
"meta" : {
"globalKey" : "cddbd672"
}
} ]
},
"meta" : {
"globalKey" : "96c72f93"
}
} ],
"calculationAgent" : {
"calculationAgentParty" : "CalculationAgentIndependent",
"calculationAgentBusinessCenter" : {
"value" : "USNY",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2000/business-center"
}
}
}
},
"meta" : {
"globalKey" : "3103f0a6"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 23000000.00000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "7ef45e5b"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "48967e90",
"externalReference" : "DTCC00001234"
}
} ],
"ancillaryParty" : [ {
"role" : "CalculationAgentIndependent",
"partyReference" : [ {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
} ]
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "48967e90",
"externalReference" : "DTCC00001234"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "SJDBTEST2210OS",
"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
"globalKey" : "fe057df8"
}
}, {
"issuerReference" : {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "SJDBTEST2210",
"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
"globalKey" : "4da0dc94"
}
}, {
"issuer" : {
"value" : "9J6AQFWC2C",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "TRADESERV20181022211981783OAVSFL",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "ff3335db"
}
} ],
"tradeDate" : {
"value" : "2018-09-25",
"meta" : {
"globalKey" : "3f1259"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "DTCC00001234",
"meta" : {
"scheme" : "DTCC"
}
},
"meta" : {
"globalKey" : "5d63d132"
}
}, {
"identifier" : {
"value" : "DTCC549300FSLUWD8ETI2P24",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "65c13502"
}
} ],
"meta" : {
"globalKey" : "48967e90",
"externalKey" : "DTCC00001234"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "DTCC00005678",
"meta" : {
"scheme" : "DTCC"
}
},
"meta" : {
"globalKey" : "5d65b232"
}
}, {
"identifier" : {
"value" : "DTCC549300FSLUWD8ETI2P24",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "65c13502"
}
} ],
"meta" : {
"globalKey" : "233cfd90",
"externalKey" : "DTCC00005678"
}
} ],
"meta" : {
"globalKey" : "5a02f3d1"
}
},
"meta" : {
"globalKey" : "5a02f3d1"
}
}
}
} ]
},
"messageInformation" : {
"messageId" : {
"value" : "MSERV20181022.0006130535",
"meta" : {
"scheme" : "perFpMLReqmt"
}
},
"sentBy" : {
"value" : "MarkitSERV"
},
"sentTo" : [ {
"value" : "DTCC"
} ]
},
"timestamp" : [ {
"dateTime" : "2018-10-22T08:39:37.457-04:00",
"qualification" : "eventSubmittedDateTime"
}, {
"dateTime" : "2018-10-22T12:39:55.914Z",
"qualification" : "eventCreationDateTime"
} ],
"eventIdentifier" : [ {
"issuerReference" : {
"globalReference" : "48967e90",
"externalReference" : "DTCC00001234"
},
"meta" : {
"globalKey" : "5d63d132"
}
}, {
"issuerReference" : {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
},
"meta" : {
"globalKey" : "5d65b232"
}
} ],
"action" : "New",
"workflowState" : {
"workflowStatus" : "Submitted",
"warehouseIdentity" : "DTCC_TIW_Gold"
},
"meta" : {
"globalKey" : "ada3f699"
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy