result-json-files.fpml-5-13.processes.execution-advice.msg-ex53-execution-advice-trade-partial-novation-correction-C02-10.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "Novation",
"eventDate" : "2009-06-16",
"effectiveDate" : "2009-06-16",
"instruction" : [ {
"primitiveInstruction" : {
"split" : {
"breakdown" : [ {
"partyChange" : {
"counterparty" : {
"role" : "Party1",
"partyReference" : {
"globalReference" : "7156036b",
"externalReference" : "_broker2"
}
},
"tradeId" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "CONTR2345",
"meta" : {
"scheme" : "http://www.swift.com/coding-scheme/contract-id"
}
},
"version" : 3
} ],
"meta" : {
"globalKey" : "4143ec61"
}
} ]
},
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 25000000.00,
"unit" : {
"currency" : {
"value" : "USD"
}
}
}
} ],
"meta" : {
"globalKey" : "2ebbcc83"
}
} ],
"direction" : "Replace"
},
"transfer" : {
"transferState" : [ {
"transfer" : {
"quantity" : {
"value" : 53555.00,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "7156036b",
"externalReference" : "_broker2"
},
"receiverPartyReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
}
},
"settlementDate" : {
"adjustedDate" : {
"value" : "2009-08-16",
"meta" : {
"globalKey" : "3eca10"
}
}
},
"transferExpression" : {
"priceTransfer" : "Novation"
}
},
"meta" : {
"globalKey" : "7e271266",
"externalKey" : "NOVATION_FEE"
}
} ]
}
}, {
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 25000000.00,
"unit" : {
"currency" : {
"value" : "USD"
}
}
}
} ],
"meta" : {
"globalKey" : "2ebbcc83"
}
} ],
"direction" : "Decrease"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "Other",
"value" : {
"name" : {
"value" : "Credit:SingleName:Corporate:StandardNorthAmericanCorporate"
}
}
}, {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_SingleName"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2009-06-09",
"meta" : {
"globalKey" : "3ec989"
}
},
"meta" : {
"globalKey" : "3ec989"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2012-06-20",
"meta" : {
"globalKey" : "3ee194"
}
},
"meta" : {
"globalKey" : "3ee194"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"generalTerms" : {
"referenceInformation" : {
"referenceEntity" : {
"entityId" : [ {
"value" : "0E69A8",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/entity-id-RED"
}
} ],
"name" : {
"value" : "0E69A8"
},
"meta" : {
"globalKey" : "717c0b9e"
}
},
"referenceObligation" : [ {
"security" : {
"identifier" : [ {
"identifier" : {
"value" : "US042735AL41",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/instrument-id-ISIN"
}
},
"identifierType" : "ISIN"
} ],
"instrumentType" : "Debt"
},
"primaryObligor" : {
"entityId" : [ {
"value" : "ARW",
"meta" : {
"scheme" : "http://www.imgr.com/schemes/entity-id"
}
} ],
"name" : {
"value" : "ARW"
},
"meta" : {
"globalKey" : "3bb830c"
}
}
} ]
}
},
"protectionTerms" : [ {
"creditEvents" : {
"restructuring" : {
"applicable" : true
},
"meta" : {
"globalKey" : "4cf"
}
},
"meta" : {
"globalKey" : "4cf"
}
} ]
},
"meta" : {
"globalKey" : "36e273c5"
}
}, {
"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" : "2009-03-20",
"meta" : {
"globalKey" : "3ec8d4"
}
},
"meta" : {
"globalKey" : "3ec8d4"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "bf47be47"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2009-06-20",
"meta" : {
"globalKey" : "3ede2a"
}
}
},
"meta" : {
"globalKey" : "658f9704"
}
} ]
},
"meta" : {
"globalKey" : "1cdae57c"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.023,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "4fca0be"
}
}, {
"quantity" : [ {
"value" : {
"value" : 70000000.00,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "e6be80f3"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "CONTR2345",
"meta" : {
"scheme" : "http://www.swift.com/coding-scheme/contract-id"
}
},
"version" : 1
} ],
"meta" : {
"globalKey" : "98d05603"
}
} ],
"tradeDate" : {
"value" : "2009-06-08",
"meta" : {
"globalKey" : "3ec988"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "959800NKRMZ8NEKQ0A23",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "3d4a07f0"
}
} ],
"name" : {
"value" : "INVEST MGR"
},
"meta" : {
"globalKey" : "a2b7933d",
"externalKey" : "_fund"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300E4CDNNLJRBKF36",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "d680f17b"
}
} ],
"name" : {
"value" : "BROKER 33"
},
"meta" : {
"globalKey" : "90c956c2",
"externalKey" : "_broker"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300L7VWW3G1702646",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "f093bca6"
}
} ],
"name" : {
"value" : "BROKER 53"
},
"meta" : {
"globalKey" : "7156036b",
"externalKey" : "_broker2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300FNRNXH6KYKUK07",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "aaed06df"
}
} ],
"name" : {
"value" : "Custodian"
},
"meta" : {
"globalKey" : "7b435ced",
"externalKey" : "_cust"
}
} ],
"contractDetails" : {
"documentation" : [ {
"agreementDate" : "2009-05-22",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterConfirmation",
"masterConfirmationType" : {
"value" : "ISDA2003StandardCreditNorthAmerican"
}
}
},
"contractualParty" : [ {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
}, {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
} ],
"meta" : {
"globalKey" : "d4219314"
}
} ],
"meta" : {
"globalKey" : "d4219314"
}
},
"account" : [ {
"accountNumber" : {
"value" : "FUND100",
"meta" : {
"scheme" : "http://www.imgr.com/schemes/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"meta" : {
"globalKey" : "a2ddb9b0",
"externalKey" : "_FUNDACCT"
}
}, {
"accountNumber" : {
"value" : "98765",
"meta" : {
"scheme" : "http://www.custodian.com/account-id"
}
},
"accountBeneficiary" : {
"globalReference" : "7b435ced",
"externalReference" : "_cust"
},
"meta" : {
"globalKey" : "2f5c7329",
"externalKey" : "_CUSTACCT"
}
} ],
"meta" : {
"globalKey" : "2b7a5f79"
}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 387300.00,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
"globalReference" : "a2b7933d",
"externalReference" : "_fund"
},
"receiverPartyReference" : {
"globalReference" : "90c956c2",
"externalReference" : "_broker"
}
},
"transferExpression" : {
"priceTransfer" : "Upfront"
}
},
"meta" : {
"globalKey" : "65b056b0"
}
} ],
"meta" : {
"globalKey" : "c7913fa9"
}
}
}
} ]
},
"messageInformation" : {
"messageId" : {
"value" : "IM/7",
"meta" : {
"scheme" : "http://www.imgr.com/schemes/message-id"
}
},
"sentBy" : {
"value" : "IMGRUS6S"
},
"sentTo" : [ {
"value" : "CUSTUS3T"
} ]
},
"timestamp" : [ {
"dateTime" : "2009-06-15T13:15:09-08:00",
"qualification" : "eventCreationDateTime"
} ],
"eventIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "IM/7"
}
} ],
"meta" : {
"globalKey" : "22560c"
}
} ],
"action" : "Correct",
"meta" : {
"globalKey" : "fe7905b"
}
}© 2015 - 2025 Weber Informatics LLC | Privacy Policy