All Downloads are FREE. Search and download functionalities are using the official Maven repository.

result-json-files.fpml-5-13.processes.execution-advice.msg-ex59-execution-advice-trade-amendment-F02-00.json Maven / Gradle / Ivy

There is a newer version: 6.0.0-dev.89
Show newest version
{
  "proposedEvent" : {
    "intent" : "ContractTermsAmendment",
    "eventDate" : "2009-09-08",
    "effectiveDate" : "2009-09-08",
    "instruction" : [ {
      "primitiveInstruction" : {
        "transfer" : {
          "transferState" : [ {
            "transfer" : {
              "quantity" : {
                "value" : 4600.00,
                "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" : "Renegotiation"
              }
            },
            "meta" : {
              "globalKey" : "245d8a51"
            }
          } ]
        }
      },
      "before" : {
        "value" : {
          "trade" : {
            "product" : {
              "taxonomy" : [ {
                "source" : "Other",
                "value" : {
                  "name" : {
                    "value" : "Credit:Index:CDX:CDXHY"
                  }
                }
              }, {
                "source" : "ISDA",
                "productQualifier" : "CreditDefaultSwap_Index"
              } ],
              "economicTerms" : {
                "effectiveDate" : {
                  "adjustableDate" : {
                    "unadjustedDate" : "2009-09-08",
                    "meta" : {
                      "globalKey" : "3eca48"
                    }
                  },
                  "meta" : {
                    "globalKey" : "3eca48"
                  }
                },
                "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" : {
                      "indexReferenceInformation" : {
                        "identifier" : [ {
                          "identifier" : {
                            "value" : "CDX-NAIGHVOLS10.5Y"
                          },
                          "identifierType" : "Other"
                        }, {
                          "identifier" : {
                            "value" : "2I65B3BA0",
                            "meta" : {
                              "scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-1-0"
                            }
                          },
                          "identifierType" : "Other"
                        } ],
                        "name" : {
                          "value" : "CDX-NAIGHVOLS10.5Y"
                        },
                        "assetClass" : "Credit",
                        "indexSeries" : 10,
                        "indexAnnexVersion" : 2,
                        "indexAnnexDate" : "2007-03-06",
                        "excludedReferenceEntity" : [ {
                          "referenceEntity" : {
                            "entityId" : [ {
                              "value" : "ABC1234567",
                              "meta" : {
                                "scheme" : "http://www.fpml.org/spec/2003/instrument-id-RED-1-0"
                              }
                            } ],
                            "meta" : {
                              "globalKey" : "e883dbb2"
                            }
                          }
                        } ],
                        "meta" : {
                          "globalKey" : "51a315e1"
                        }
                      }
                    }
                  },
                  "meta" : {
                    "globalKey" : "353f9180"
                  }
                }, {
                  "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" : "2009-06-20",
                          "meta" : {
                            "globalKey" : "3ec994"
                          }
                        },
                        "meta" : {
                          "globalKey" : "3ec994"
                        }
                      },
                      "calculationPeriodFrequency" : {
                        "periodMultiplier" : 3,
                        "period" : "M",
                        "meta" : {
                          "globalKey" : "17f73"
                        },
                        "rollConvention" : "20"
                      },
                      "meta" : {
                        "globalKey" : "c9d95f07"
                      }
                    },
                    "paymentDates" : {
                      "paymentFrequency" : {
                        "periodMultiplier" : 3,
                        "period" : "M",
                        "meta" : {
                          "globalKey" : "aa"
                        }
                      },
                      "firstPaymentDate" : "2009-09-20",
                      "meta" : {
                        "globalKey" : "3edeea"
                      }
                    }
                  },
                  "meta" : {
                    "globalKey" : "9ca46f04"
                  }
                } ]
              },
              "meta" : {
                "globalKey" : "e1184824"
              }
            },
            "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" : "CONTR3456",
                  "meta" : {
                    "scheme" : "http://www.swift.com/coding-scheme/contract-id"
                  }
                },
                "version" : 2
              } ],
              "meta" : {
                "globalKey" : "98dee5c4"
              }
            } ],
            "tradeDate" : {
              "value" : "2009-09-08",
              "meta" : {
                "globalKey" : "3eca48"
              }
            },
            "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" : "549300FNRNXH6KYKUK07",
                  "meta" : {
                    "scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
                  }
                },
                "identifierType" : "LEI",
                "meta" : {
                  "globalKey" : "aaed06df"
                }
              } ],
              "name" : {
                "value" : "Custodian"
              },
              "meta" : {
                "globalKey" : "7b435ced",
                "externalKey" : "_cust"
              }
            } ],
            "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" : "dd82c867"
            }
          },
          "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" : "ff89e597"
          }
        }
      }
    } ]
  },
  "messageInformation" : {
    "messageId" : {
      "value" : "IM/69",
      "meta" : {
        "scheme" : "http://www.imgr.com/schemes/message-id"
      }
    },
    "sentBy" : {
      "value" : "IMGRUS6S"
    },
    "sentTo" : [ {
      "value" : "CUSTUS3T"
    } ]
  },
  "timestamp" : [ {
    "dateTime" : "2009-09-08T10:03:09-08:00",
    "qualification" : "eventCreationDateTime"
  } ],
  "eventIdentifier" : [ {
    "assignedIdentifier" : [ {
      "identifier" : {
        "value" : "IM/69"
      }
    } ],
    "meta" : {
      "globalKey" : "4286b8e"
    }
  } ],
  "action" : "New",
  "meta" : {
    "globalKey" : "6a76a30f"
  }
}




© 2015 - 2025 Weber Informatics LLC | Privacy Policy