result-json-files.dtcc-11-0.DDL_NewTrade6.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
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"legalAgreementIdentification" : {
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"masterAgreementType" : {
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"meta" : {
"scheme" : "http://dtcc.com/coding-scheme/master-agreement-type"
}
}
},
"vintage" : 2002
},
"contractualParty" : [ {
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"externalReference" : "DTCC00005678"
}, {
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"externalReference" : "DTCC00001234"
} ],
"meta" : {
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}
}, {
"legalAgreementIdentification" : {
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"agreementType" : "Confirmation",
"contractualDefinitionsType" : [ {
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"meta" : {
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}
} ],
"contractualMatrix" : [ {
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}
},
"matrixTerm" : {
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"meta" : {
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}
}
} ]
}
},
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"externalReference" : "DTCC00005678"
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"externalReference" : "DTCC00001234"
} ],
"meta" : {
"globalKey" : "aaa35069"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
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"productQualifier" : "CreditDefaultSwap_SingleName"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2017-11-16",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
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}
},
"meta" : {
"globalKey" : "26f31f7b"
}
},
"meta" : {
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}
},
"terminationDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "2745c47f"
}
},
"meta" : {
"globalKey" : "2745c47f"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"generalTerms" : {
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"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-id-RED"
}
} ],
"name" : {
"value" : "LEXMARK INTERNATIONAL, INC.",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-name-RED"
}
},
"meta" : {
"globalKey" : "36296790"
}
},
"referenceObligation" : [ {
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"identifier" : {
"value" : "US529772AF23",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2002/instrument-id-ISIN"
}
},
"identifierType" : "ISIN"
} ],
"instrumentType" : "Debt"
}
} ]
}
}
},
"meta" : {
"globalKey" : "209b2f4d"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"calculationPeriodDates" : {
"firstPeriodStartDate" : {
"adjustableDate" : {
"unadjustedDate" : "2017-09-20",
"meta" : {
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}
},
"meta" : {
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},
"calculationPeriodFrequency" : {
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"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "5a4b3fc7"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2017-12-20",
"meta" : {
"globalKey" : "3f1faa"
}
}
},
"meta" : {
"globalKey" : "30014704"
}
} ],
"calculationAgent" : {
"calculationAgentPartyEnum" : "AsSpecifiedInMasterAgreement",
"calculationAgentBusinessCenter" : {
"value" : "USNY",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2000/business-center"
}
}
}
},
"meta" : {
"globalKey" : "88d3bf0f"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
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"value" : {
"value" : 0.0100000000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "20e98d8a"
}
}, {
"quantity" : [ {
"value" : {
"value" : 1000000.00000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
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}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "d478ac4b"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "780f3919",
"externalReference" : "DTCC00001234"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "233cfd90",
"externalReference" : "DTCC00005678"
},
"assignedIdentifier" : [ {
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"value" : "105424OCT1KP_CP",
"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
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}
}, {
"issuerReference" : {
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"externalReference" : "DTCC00001234"
},
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"identifier" : {
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"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
"globalKey" : "f628ff64"
}
}, {
"issuer" : {
"value" : "9J6AQFWC2C",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "TRADESERV20181026560757688K9W667",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
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}
} ],
"tradeDate" : {
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"meta" : {
"globalKey" : "3f0acf"
}
},
"party" : [ {
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"identifier" : {
"value" : "DTCC00005678",
"meta" : {
"scheme" : "DTCC"
}
},
"meta" : {
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}
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"identifier" : {
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},
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"scheme" : "DTCC"
}
},
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}
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"externalKey" : "DTCC00001234"
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} ],
"meta" : {
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}
},
"transferHistory" : [ {
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"unit" : {
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"meta" : {
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}
}
}
},
"settlementDate" : {
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}
},
"meta" : {
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}
} ],
"meta" : {
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}
}
} ]
},
"messageInformation" : {
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"value" : "MSERV20181026.0007196855",
"meta" : {
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}
},
"sentBy" : {
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},
"sentTo" : [ {
"value" : "DTCC"
} ]
},
"timestamp" : [ {
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}, {
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"qualification" : "eventCreationDateTime"
} ],
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},
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}
}, {
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"externalReference" : "DTCC00001234"
},
"meta" : {
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}
} ],
"action" : "New",
"workflowState" : {
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"partyCustomisedWorkflow" : [ {
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}, {
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"itemValue" : "IDB Broker"
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}, {
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}, {
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} ]
}, {
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}, {
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}, {
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"itemValue" : "ABC Clearing"
}, {
"itemName" : "brokerName",
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}, {
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}, {
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"itemValue" : "Price"
}, {
"itemName" : "amount",
"itemValue" : "129.0000000000"
} ]
} ],
"warehouseIdentity" : "DTCC_TIW_Gold"
},
"meta" : {
"globalKey" : "322cc0cb"
}
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